yes you do need to sub to platinum. the data contains only the closing prices (along with volume and OI). No O, H, L
Hi, I need EOD options data on all US stocks for October and November 2014. Please PM me if you have it. If you don’t have the data, but want to...
does the additivity apply to delta bands, e.g. Zakamouline ?
if you have a model for calculating the delta bounds for an option, how do you calc the delta bounds for a multi-leg position ? just adding the...
Does anyone know where to get historical Canadian swap rates (CDOR) ? Bloomberg has it, but it's not worth it for me to subscribe just to get...
I used to bet on European football (soccer) just for fun. Developed a quantitative system that worked on national leagues only but no...
if you choose historical simulation, then it makes sense to use historical IV surfaces to generate IV scenarios Alternatively if you want to...
try https://www.theice.com/credit.jhtml
might want to try ibconnector.com
try virtual brokers. under their "per share" commission structure, the fees seem to be reasonable. If you decide to open an account with them,...
I just eyeball the ratio chart, looking for a range bound pair ratio. I also look at the slope of MA. You could use some trending indicators like...
Thanks for sharing. The pair ratio shows a strong downtrend. I'd prefer a weaker trend. Also be mindful of earnings (next week)
I have data from July 1, 2011 to present. Willing to swap. PM me
If there is enough interest it could be interesting to at least give it a go. Start gathering interest and we can possibly start the 1st week...
7out, do you want to start a group like this ?
2 choices I can think of: 1- Open an account with IB and use ActiveX to get intraday data 2- Use google finance ( up to 1 min) Both require...
In Toronto there are 2 "quant" funds that I know of: Mapleridge and Infinium (rather a prop shop). In fact they're high frequency shops....
For me, the problem is in the casting. Gere has an image of a nice guy, e.g. he played a nice VC in the early 90s. For me Douglas is still the...
My guess is it's a long-vega strategy. The R/R can be worse if the vol decreases. Also you should weight the vega if your position involves...
I tried to PM and email you but it didn't work. Can you try to email me ?
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