I just realized this is much easier to see as a log plot. [ATTACH]
I appreciate having my assumptions challenged, because it forces me to think more deeply. I think part of the rationale for discrete time slices...
As I see it, the only reason would be to optimize entry rules, adjustment rules (balancing delta or vega, for example) or exit rules. Sure, you...
If you are getting in and out in the same day, I see your point. On the other hand, if your game is primarily theta or vega plays (symmetrical...
Do you mean you don't need intra-day data, or that 15 minutes is not sufficient granularity for your needs? I think for covered calls, LEAP...
I think this might be what you're looking for: http://forums.quantycarlo.com/index.php?threads/where-does-the-data-come-from.44/
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