I would like to build my own technical analysis indicators and patterns library for trading, in Java or R or Py. I see there are some existing...
thx. so lognormal/skewed to right even flat vol etc.
Assuming 0% cost of carry in Black Scholes, why a 120 1y call, ln(120/100) = 18.2%, valued at $2.15, while a 83.3 put, ln(83.3/100) = -18.2%, at...
ccan you please briefly explain how is the heavy tail reflected?
I am only familiar with plain vanilla Black Scholes, and not stochastic vol and garch models. Wondering if they can help reflect a materially...
Why are some possible reasons that a PM would modify data, such as its monthly tear sheets, summary portfolio snapshots, and top 10 position...
I find that overly complicated. Just a company doing stock splits. Why should that cause a break in the data retrieval
It is just a stock split. But again how can I search for the old conid?
How shall one download data prior to the corporate actions (change of conid) then? I use below to set contract for requesting data, which now...
Where do you see the old (pre action) conid?
I have been using the API to retrieve historical intraday data, but am bumping into a wall when the names have done corporate actions mostly...
I have used IBKR all the time. I am based in England and am considering UK broker Hargreaves Lansdown for my child's account. I am intentionally...
Go for it
Muslim slum
Central London, say from the City to Earls Court are nice and posh, but whenever I go to other parts, even still central, I really find London is...
When I tried to download historical end of day data for MNST using IBKR API, it says 162: Historical Market Data Service error message:No...
https://www.gov.uk/hmrc-internal-manuals/stamp-taxes-shares-manual/stsm113030 so option assignment does give rise to 0.5% stamp, stay away from...
I find trading UK stocks crazy expensive largely because of the extortionist stamp duty of 0.5% of transaction value, making it impossible to do...
https://www.linkedin.com/jobs/view/3945763306 Where can one find historical football data for European (say English) football games? I would like...
No, I am not that interested in using classifiers trained by my raw-full-of-nonsense classifications..Which is why I want to quantify such...
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