Recent Content by spec77

  1. Historical implied volatility data

    No, I haven't, but will take a look. Just sent an email to ivol sales rep, waiting for their reply. They used to have a nice interface. Now you...
    Post by: spec77, Jun 13, 2023 in forum: Options

  2. Historical implied volatility data

    Hello, I’m looking for a data source for historical ATM implied volatilities for some EUROPEAN stocks I used to buy from ivolatility.com. It...
    Thread by: spec77, Jun 13, 2023, 4 replies, in forum: Options

  3. Anyone has access to Bloomberg?

    My understanding is I have to request and authenticate a bunit. And to do so I have to be in front of a physical terminal. But will call BBG,...
    Post by: spec77, Apr 3, 2020 in forum: Data Sets and Feeds

  4. Anyone has access to Bloomberg?

    Hello traders, I’ve been using Bloomberg, but due to covid, I can’t access my terminal these days. If you still have access and are willing to...
    Thread by: spec77, Apr 3, 2020, 6 replies, in forum: Data Sets and Feeds

  5. Backtesting delta-hedged volatility strategies

    I was suggesting using VIX and SP500 (and similar VIX like index) to backtest, and not to worry about strike specific vol. Of course this is just...
    Post by: spec77, Apr 18, 2017 in forum: Options

  6. backtesting bond options strategies

    yes I think it's easier to backout vol from ETFs. My main concern is once I develop a strat using bond ETFs, not sure if I can use it on futures...
    Post by: spec77, Apr 18, 2017 in forum: Options

  7. Backtesting delta-hedged volatility strategies

    if your main goal is to test the vol risk premium, then the first order approximation is to test it on a variance swap (instead of straddles). and...
    Post by: spec77, Apr 18, 2017 in forum: Options

  8. backtesting bond options strategies

    Hi all, I want to backtest some strats on bond options (ZN and ZB). Before buying expensive data and investing considerable time and resources...
    Thread by: spec77, Apr 18, 2017, 4 replies, in forum: Options

  9. OTC options

    @Aquarians min(abs(spot - strike), 2 * strike)= max(spot-K,0)-max(spot-3K,0) ?????
    Post by: spec77, Dec 9, 2016 in forum: Options

  10. options trading in IB Canada RRSP and TFSA accounts

    you can still sell a call if you own the underlying stock (again, according to their website), so technically you can still short a put. But using...
    Post by: spec77, Oct 23, 2016 in forum: Interactive Brokers

  11. options trading in IB Canada RRSP and TFSA accounts

    Hi All, I'm considering opening a TFSA and eventually RSP accounts with IB Canada I want to do credit and debit spreads in those accounts. But...
    Thread by: spec77, Oct 23, 2016, 5 replies, in forum: Interactive Brokers