You could try it with other programs that use the Yahoo history db. E.g. there are R and Pandas package that do that. If you're suspicious that...
You may get this data at Nasdaq: e.g. http://www.nasdaq.com/earnings/earnings-calendar.aspx?date=2016-Mar-14. Yahoo has it also:...
They use the performance data in the published papers. Just look at http://quantpedia.com/Home/How. Of course this is sub-optimal, but backtesting...
No. For what language/platform should they provide it? There are so many... But they distill the rules in one or few paragraphs of text and refer...
There is Quantpedia: http://quantpedia.com/Screener Some of the free strategies are quite interesting, but you got to pay some $$ to see all of them.
@JackRab: That's what I read elsewhere: If you use trading days your IV will be annualized by 252 and if using calendar days IV will be annualized...
thank you for your input. what do you use regarding the time to expiration? calendar days or trading days?
I am trying to figure out how Greeks and implied volatility are calculated in Interactive Brokers TWS software. I am trying to match it with my...
No, but obviously they do their maintenance when the markets are closed, so scheduled maintenance will be on the weekend, I think.
Google for interactive broker system status: https://www.interactivebrokers.com/de/index.php?f=2225&ns=T Due to scheduled system maintenance,...
Easiest solution is probably to convert the excel file to csv (comma separeted text file) and then use R or Python pandas to do evaluation. If the...
Congrats to those results. Question about "risk": I can estimate individual position risk using the instruments volatility as a proxy: risk =...
DAX, EUROSTOXX50 and mini-DAX all trade on EUREX, which IB still shows as DTB (Deutsche Terminbörse). Market data is 8€/month for level 1. In the...
About forecast scalars: I am using artificial random data to estimate the scalars and correlations between rules. For example, I created 1000...
Separate names with a comma.