Package description: TradingStrategies

This package defines trading strategies trading in one or more assets. Several concrete strategies are implemented most importantly option hedging strategies (StrategyDeltaHedging) using any one of the hedge weights defined in the class Option.

Each trading strategy has a method to return the discounted gains from trading as a random variable and a more complete set of statistics as a random vector. In this way means, variances and histograms can all be computed easily by calling the respective methods in the class RandomVariable (RandomVector).