Hi. We should have a broker neutral live data connection in the near future to join our existing Tradier live data.
Hi. Check out the full blog on Risk.net's article here. Matt Amberson was quoted multiple times in the recent Risk.net article “Taming of the...
We do not have imminent plans. How are the market liquidity, tightness and amount of options per expiration there?
ORATS has a scanner that allows you to put in a bullish or bearish percent. The scanner then adjusts the distribution so the expected return of...
Close: 25D Put.IV/25D Call.IV
We are looking for beta testers for Interactive Brokers now.
We have a Confidence indicator that ranges from 0 to 1 for the amount and width of options in a particular month and an average for each symbol....
ORATS can chart various skew indicators and ratios of those indicators. These can also be used in a scanner to identify those stocks, ETFs or...
We call our measurement "slope". We calculate deltas based on a smoothed IV curve. Here's how we approach it: 1. Definition: We define skew as...
We have trendlines but no head and shoulders. [IMG] https://gyazo.com/58ea1de30fb5d7ae783788f4df966804
I'm not sure about TOS but here's our Reward:Risk for a sample call spread in SPX: it's a 10 point spread for $1.63 so the max gain is $837 making...
No, just equity options.
You can backtest that. We have recently updated our pre-run tests and are up to 180 million. covered calls are in there.
ORATS has this back to 2007 and updating throughout the day. There's an Elite Trader discount. https://orats.com/elitetrader
ORATS connects to Tradier, TradeStation and soon Interactive Brokers.
We are writing to the IBKR API to interface with our Dashboard product. It is confusing and difficult to use.
I don't know but here's ours: [IMG] https://gyazo.com/686f037db569e7e6809226926aa5dca4 [IMG] https://gyazo.com/32fe0a8fc5a9147fef2b7f819be34029
We have hundreds of clients including the largest banks, trading firms, and even exchanges. We'd hear it (and do sometimes) if our data is off.
We could waive the 20k if you are using these endpoints as they don't transfer that much data.
ORATS adjusts for splits. We have splits and daily prices (adjusted and unadjusted) included in our data API package. Use the link in my signature...
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