Quantitative Research Question: Which platform to use instead of EXCEL with VBA?
I intend to conduct some vol related research on several ETFs and their options in order to further develop a gamma scalping strategy.
Which tool(s) would be the most useful/ robust to pick up and learn for this purpose? Please note that I am not a talented programmer, however I do have some basic knowledge of VBA. Would you recommend: Rstudio, Matlab, Mathematica, others?
If so, where would you recommend me to start learning about your selected platform?
This post has been selected as an answer to the original posters question
I would say R, it has everything you need as available package to download daily data for ETF's from Yahoo and then crunch it.
Do a search for R quantmod and R TTR.
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