I'm just trying to find a way to calculate the sd, mean etc. of SPY between t0 and t1 where it need to be varying from 5m, 1hr, or 10 days. As t1...
Or to be more specific, I want to set up a experiment to test that the alpha is there but just cannot be captured in time, I assume this can be...
Thanks a lot, I understand the opportunity there is pretty small, but more for my own learning purpose. Maybe its not bad idea to go throught what...
sorry, I'm using python + sqlite, will adjust my question
for example, I want the average price change or standard deviation in the past 5 minutes ? and updated based on the real time ticker feeds? what...
I'm trying to develop an automated trading app in Python, and trying to find some examples how it usually designed and how the code look like....
Supply Chain Finance has been there for many years as far as I know in the banking industry... not sure why Greensill's model is ultra-lucrative...
I’m trying to place a limited price order, and eventually trying to do it using the IB API to do so. But not sure what’s the right way.
Can anyone share some experience how to place an bracket order in IB for credit spread. The interface doesn't seems very intuitive two me.
Price will go down in mid/later 2021, where we see the limit that this recovery, which is not really bring us back to before pandemic. The...
Is there way to tell which underlying/option is overly traded by Institutions or Retail traders from the open interest or trade volume
Capital is concentrated in blue chips large tech. This is a sign of risk
I want to understand how effective by selling deep OTM Cash Covered Put or Covered Call for good stockes. and whether it is a good strategy if I’m...
Just for entertainment purpose, this is my today's forecast. It shows maybe I can short some put spread for GLD/TLT for a month or two to gain...
That's what I do for now. I do price the option spread based on BS model with those input, but I'm just taking a 50 IV as a assumption without...
Okay, my forecast are in days/weeks, and I don't have a good framework how to trade it actively through out the day yet.
Interesting for your second comment. Can you explain why I need project ATM Volatility? My thought is I will just trade and wait for expiration.
Thanks for the notes! And the that's very encouraging. And hope you can provide more challenge and question. My basic thoughts is I want to...
Let me through a concrete example first: Below is a price forecast from my simulation model which shows possible trajectories. I think the mean...
I’m developing my trading system on weekend and want to test it on realtime data, I’m wondering if anything there can be traded during that time...
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