When you play FX options, you play thru options on FX futures, right? I couldn't find options on FX spots or forwards, unless you play OTC...
you are questioning the value of systematic option trading strategies and the backtesting of systematic option trading strategies?
I think we need to organize tick data. Any thoughts?
You use Ac to pull data from BBG? That's amazing!
No in order to backtest we need intraday bid ask data. Its not okay to use close bid or close ask prices
I want to backtest strategy on historical data.
How about co-ownership? At least from my end, I am not starting a business of selling option backtest software. I just want to be able to test...
anybody would like to collaborate on building an options backtest platform? we will focus not on fancy GUI etc. , instead we will focus on ease...
Found that Bloomberg does have historical data for options. The Bloomberg helpdesk told me the opposite. But now we do have option historical...
if your strategy needs to trade in and out a portfolio of assets in high speed, (essentially it's a generalized pairs trading...) how do you...
downloading historical option data from Bloomberg is impossible? any thoughts?
any pointers? Thanks a lot!
Practical aspects of options trading...
hi all, could you please point me to more good and active forums on options? thanks a lot!
how does a usual OBR strategy work?
Thank you! But I don't need the carry trade. that's too simple... thank you!
For futures with near 24-hour e-trading, how does the ORB work now? Any thoughts?
https://www.credit-suisse.com/news/...se.jsp?ns=41154 Carry, Momentum, Valuation, Growth, Terms of Trade and Emerging Markets.
https://www.credit-suisse.com/news/en/media_release.jsp?ns=41154 Carry, Momentum, Valuation, Growth, Terms of Trade and Emerging Markets.
both allow redemption?
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