Recent Content by micky04

  1. 2 Months of US Options Data?

    Of all the data I have collected, I am missing options EOD data of the entire November and December 2018. The paid options data providers...
    Thread by: micky04, Jan 14, 2019, 3 replies, in forum: Data Sets and Feeds

  2. How to calculate long-term variance in GARCH?

    I haven't read up on ARIMA-GARCH model yet, but I will certainly take a look. About IV vs RV, I was thinking about using something like GARCH to...
    Post by: micky04, Dec 29, 2018 in forum: Automated Trading

  3. How to calculate long-term variance in GARCH?

    Thanks for your response. I guess I will avoid using GARCH over earnings or other similar events where there may be regime change (FDA...
    Post by: micky04, Dec 26, 2018 in forum: Automated Trading

  4. How to calculate long-term variance in GARCH?

    I think I understand what you are saying. Since I am attempting to implementing GARCH to my options backtesting, I am trying to predict N+X, where...
    Post by: micky04, Dec 26, 2018 in forum: Automated Trading

  5. How to calculate long-term variance in GARCH?

    So just to clarify, if I want to find the GARCH of 21 March 2007 of MSFT, I use the returns from the beginning of MSFT's price history to 21 March...
    Post by: micky04, Dec 26, 2018 in forum: Automated Trading

  6. How to calculate long-term variance in GARCH?

    I just started learning what GARCH is and how it works. In the future, I hope to incorporate it in my backtests. However, I'm not sure how I...
    Thread by: micky04, Dec 25, 2018, 16 replies, in forum: Automated Trading

  7. Any data feed for 1 hour data for specifically GLD, SPY, IWM, TLT ETF?

    Is there a chance you can send it to me? Thanks.
    Post by: micky04, Dec 22, 2018 in forum: Data Sets and Feeds

  8. Calculating Standard Deviation for Bollinger Bands

    am as I was thinking of using 20-day IV until I realised HV would be more accurate (since we are testing oversold/overbought)
    Post by: micky04, Aug 28, 2018 in forum: Technical Analysis

  9. Calculating Standard Deviation for Bollinger Bands

    Oh, I didn't know standard deviation refers to historical. Thanks
    Post by: micky04, Aug 28, 2018 in forum: Technical Analysis

  10. Calculating Standard Deviation for Bollinger Bands

    Hi all, I am creating a Python software for Bollinger Bands (as a project). When calculating standard dev, do I use historical volatility? Also,...
    Thread by: micky04, Aug 28, 2018, 4 replies, in forum: Technical Analysis

  11. Only risking Vega?

    What are the adjustments for butterfly and strangle positions to stay gamma neutral?
    Post by: micky04, Aug 11, 2018 in forum: Options

  12. Only risking Vega?

    Hi guys, I have been reading up on options and I see many people recommending to stay Delta neutral. Is it possible to stay relatively Delta and...
    Post by: micky04, Jul 30, 2018 in forum: Options