Recent Content by TigerBalm

  1. Look for a good intro database book

    2rosy, just curious is this a real and/or common need? What does one do after such a breakdown? Maybe it is useful in figuring out how one would...
    Post by: TigerBalm, May 2, 2014 in forum: App Development

  2. Options price imputation when Bid/Ask spread is wide

    Let's say I'm Short VXX, and I want to hedge my ass by being Long an OTM VXX Call. Then? Or if I invested 25% of my life savings in some hot...
    Post by: TigerBalm, Apr 30, 2014 in forum: Options

  3. Options price imputation when Bid/Ask spread is wide

    Thanks. That's a very useful perspective; I have a habit of overengineering things and then finding out it was not worth it! :) My particular...
    Post by: TigerBalm, Apr 30, 2014 in forum: Options

  4. Options price imputation when Bid/Ask spread is wide

    Superb idea! Will update this thread with how it goes.
    Post by: TigerBalm, Apr 30, 2014 in forum: Options

  5. Options price imputation when Bid/Ask spread is wide

    Thanks for the thoughts! I was thinking on these lines, too, but the max b/a spread is a good one, I didn't think of that.
    Post by: TigerBalm, Apr 30, 2014 in forum: Options

  6. Options price imputation when Bid/Ask spread is wide

    I am trying to backtest using Options EOD data from ivolatility.com and there are some interesting data issues. Let's take the particular case...
    Thread by: TigerBalm, Apr 30, 2014, 11 replies, in forum: Options

  7. Go for CFA or not?

    The CFA is most valued by other people who have done the CFA. Basically, they think it's like a Navy Seal tattoo that shows that you two are...
    Post by: TigerBalm, Jan 13, 2014 in forum: Professional Trading

  8. get Google option chain

    I purchased Options data from ivolatility.com and loaded the CSV files into a database. I'm not sure if they have an API for the Historical Data,...
    Post by: TigerBalm, Dec 14, 2013 in forum: App Development

  9. Figuring out IV of a portfolio of options

    Dumb / amateur question : why would one want to view all forms of Options pnl in a "number/percentage of vol points" view? Alternatively, what is...
    Post by: TigerBalm, Dec 8, 2013 in forum: Options

  10. To blush the cheek again

    Seriously, guys, this whole thing is a scam. And it's only in the US that this situation exists. The same Tylenol costs a LOT less in any other...
    Post by: TigerBalm, Dec 4, 2013 in forum: Economics

  11. Exotics (binary digitals) spread at big banks is...?

    Thanks drownpruf! I am considering this; or rather, after newwurldmn's + Martinghoul's insights into the institutional space, I will have to...
    Post by: TigerBalm, Sep 1, 2013 in forum: Options

  12. Exotics (binary digitals) spread at big banks is...?

    Yes, I misunderstood your initial reply as I thought from some past replies on this board that you currently work for a bank, know the spread, but...
    Post by: TigerBalm, Aug 31, 2013 in forum: Options

  13. Exotics (binary digitals) spread at big banks is...?

    You know, you could have answered the question. Or just not answered it. But you chose to take the time and energy to write a reply that basically...
    Post by: TigerBalm, Aug 31, 2013 in forum: Options

  14. Box Spread Arbitrage

    Thanks, I will check out the ACD thread.
    Post by: TigerBalm, Aug 31, 2013 in forum: Options