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cdcaveman
 

Registered: Aug 2011
Posts: 3514

 

07-31-12 08:29 AM


Quote from justrading:

I'm tempted to get an iPad for this sort of stuff but the absence of the office suite deters me. No kindle either, I prefer real books.



I prefer real books to.. but unless i'm can get them dirt cheap.. as many as i read and want to read start really really adding up.. i just can't do it.. i'd be spending a fortune.. i'll telll you i love having them though.. its cool to have a bunch of options and derivative books on your self to just sift back through..

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comintel
 

Registered: Jun 2008
Posts: 1077

 

07-31-12 09:10 AM


Quote from justrading:

I am looking at the Hoadley info page for the Implied Volatility calculator and it seems to take the mid-point between bid/ask for the IV. Presumably just feed it in and the software does the rest. Not sure what happens if you only input settlement prices though, perhaps you could test and advise?



I just omit the bid and ask and it does use the settlement ("Last") in that case.

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cdcaveman
 

Registered: Aug 2011
Posts: 3514

 

07-31-12 09:19 AM

Good to know... I dug into the code a bit and realized i have some more studying to do.. Pull out my vb book from school and start making sense of it.. i cant wait to get a handle on it... does anyone ever model the spread changes on options over time? or as a percentage where in relation to the bid and ask do trades go through.how often and how big....?

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comintel
 

Registered: Jun 2008
Posts: 1077

 

07-31-12 12:40 PM


Quote from cdcaveman:

Good to know... I dug into the code a bit and realized i have some more studying to do.. Pull out my vb book from school and start making sense of it.. i cant wait to get a handle on it... does anyone ever model the spread changes on options over time? or as a percentage where in relation to the bid and ask do trades go through.how often and how big....?



You could just use the approach of
http://www.hoadley.net/options/develtoolsOCFileGen.htm
to start.

Write out the data from the IB spreadsheet, then you can import it into Hoadley with a button click.

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cdcaveman
 

Registered: Aug 2011
Posts: 3514

 

08-01-12 12:47 AM


Quote from comintel:

You could just use the approach of
http://www.hoadley.net/options/develtoolsOCFileGen.htm
to start.

Write out the data from the IB spreadsheet, then you can import it into Hoadley with a button click.



Yeah i saw that... You can collect historical data with the twsdde excel worksheet and save it to seperate excel worksheets... but you see.. I wanna be able to do things like map real time positions into the open position manager.. Or theoretical and or then theres already a way to import what you have in the open position to the oset options stategy evaluation tool... Your right though.. I'm going to start pulling down all the quotes into a seperate sheet in the twsdde sheet so i can later start saving them into a db.. Detailed options data on past expirations is expensive to buy!

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comintel
 

Registered: Jun 2008
Posts: 1077

 

08-01-12 02:27 AM


Quote from cdcaveman:

Yeah i saw that... You can collect historical data with the twsdde excel worksheet and save it to seperate excel worksheets... but you see.. I wanna be able to do things like map real time positions into the open position manager.. Or theoretical and or then theres already a way to import what you have in the open position to the oset options stategy evaluation tool... Your right though.. I'm going to start pulling down all the quotes into a seperate sheet in the twsdde sheet so i can later start saving them into a db.. Detailed options data on past expirations is expensive to buy!



Excellent.

I am thinking of using Hoadley as an interim step toward eventually developing my own real-time environment that would later have more spread capabilities, searching for anomalies, etc.

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