that kind of -1 and 1 corr assumptions are unrealistic and produce useless results
But those correlations come from historical data
But those "theoretical" cases come from simulation over historical data
Anyone with proper comment?
Wha are some risk management tools for heavily skewed trades such as naked short options like straddles? Some variations of VaR or something else...
the scale-invariant nature puzzles me when brainstorming . it is not constrained to a specific period of data
If you wanna run a stock's intraday data through an algorithm to identify a few "well-known" technical patterns such as H&S or rounding top, then...
(122/485) Requesting data for CVX...Data farm error 2103 occured during CVX, pausing this thread now. Data farm error 2103 occured during CVX,...
When downloading historical data reqHistoricalData(), I sometimes get 2103 (market data farm is disconnected) and 2105 (historical data farm is...
That is the correct way to do it, but I still don't get why I would get errors
I have manually run the main HistoricalDataDownloader.class repeatedly one right after the other, and it is working fine, but I get error in the...
There are codes that make a file and write data in the *saveData()* call right before closeConnection(). Inside the method, I used a...
I am running into unclear problems when trying to repeatedly calling my IB Historical Data download class. Cannot figure where exactly it lies....
I use the following codes to download historical data. Most of the times it works no problem, but sometimes it goes silent, no errors reported and...
I don't remember...read it somewhere IBKR historical data aren't available for over 1-2 yr
Yahoo Finance volumes are almost same as shown on Nasdaq.com (https://www.nasdaq.com/market-activity/stocks/nvda/historical). IBKR volumes are...
A decade? I thought you could only get data for past year or two?
That's right, instead of using multiple clients and connections, better open multiple connections using the same client, or one connection and...
That's right. If so, what are some practical scenarios you might wanna do threading in IB?
I want to make 3 threads to request BID/ASK/TRADES using the same variables like ticker/datetime etc. It can also request sequentially by calling...
Separate names with a comma.