I have been doing some analysis of the two volatility ETF's, XIV and VXX. My understanding is XIV should basically be a mirror of VXX. However...
Does anyone know of any software or data service that offers historical data for Futures Options that can be used to backtest strategies? I am...
I have been working on a couple of EOD strategies for US equities that I am looking to start forward testing and are backtested using Market...
Can anyone offer any insight into the move in the front spread today? Just seemed to keep going while the rest of the curve went nowhere......
I was wondering if anyone has attempted to or has had success with improving a system's performance (or at least reducing risk and margin...
I have a black-Scholes model in excel to calculate Theoretical prices and Greeks. I would like to use this to calculate for american style futures...
Is there anywhere I can find data on the actual amount of physical crude delivered for a contract month?
Does anyone have any helpful/useful twitter accounts/feeds they follow that they would reccomend to get updates and news relating to Crude or...
I am in the process of testing an intraday strategy trading Nasdaq 100 + SP500 stocks. The strategy uses limit orders for entries and profits,...
I am looking for historical data on additions/deletions for the SP500, I have done some snooping around but not found anything. Does anyone know...
I'm not sure whether this is an OS issue, hardware or a combination of both but.... I am running a macro to calculate and analyse stock data,...
Does anyone know if there is a 'correct' or 'standard' way to calculate correlations for spreads? (referring to calendar and inter-product futures...
I am looking for a website that provides historical earnings data and EPS. I found an old thread that reccommended earnings.com but that seems to...
I Have a couple of questions regarding the real spot price of oil and was hoping someone with some experience would help shed some light on the...
A question for anyone who follows the COT data on Crude, From what I can see, Producers switched to net long at the beginning of this year for the...
I have been watching the Dec13/14 and Dec 14/15 spreads. Just trying to learn how they move, what moves them. Ive noticed over the past few days...
Hi guys, apologies for what may seem a pretty obvious question. What are the major announcements that one must watch out for on the grains...
I'm looking for some options newsletters, subscriptions services or similar ( paid or free) to help build my options trading knowledge. Does...
I was wondering if anyone knew of a good excel add-in or similar for calculating greeks on an intraday basis for futures options? (I know of...
Does anyone know of a free way to pull historical Futures data to excel for US futures? I am only interested in the past couple of weeks worth of...
Separate names with a comma.