I think Orats has an API where you can specify the moneyness of the data you want to pull. Also TD ameritrade has an REST API where you can...
a branch of AI (supervised ML) has a bigger danger of curve fitting v. unsupervised ML. But in the hands of a skilled trader, (ie...
The more dimensions you add to the mix, the easier it is to find patterns that seem tight but buyer beware.google "the curse of dimentionality"
orats.. has extensive data (daily snap shot around 3:45 EST I believe) That is their historical, then you can go intraday thru API calls. the...
I am not sure if T3,et al allows options. A while back, I was with 2 firms that allowed risk based margins as a class B member with much less than...
What about the middle ground between working for the SIG's , wolverines of the world and funding your own PM account and having to keep your...
tom.. are you talking about the differences between intermonth per strike, IOW chart the calendars? ie chart the vacillations between the iv's?
Speaking from experience with his step 3 regarding future leak, Ami like most backtesters have a way of referencing back bars and if you are not...
tough question... tons of stuff here on condors and flies and when/how to adjust. Some peeps use position sizing so they dont have to adjust and...
what do u mean " lower the edge"?
One of the most underdiscussed parts of options trading is the pnl equity curve inherent in each position. With straddles, you need to have the...
It is not quite that simple. There is an interplay between hi/lo IV and its stat IV as well as its ranking over a period of time where you need to...
ughh.. everytime Tom.. everytime.. head hurts when u post :) another errand you created with this link.
The issue is that there are no incentives to open up. It is in fact, quite the opposite... far simpler than using AI to plumb sites. Sadly, you...
I have a feeling Semantic Web technologies such as OWL, Linked Data will have some part of this future. assuming Google or amazon does not buy...
I dont think you can save option chain hist data on Ami.
Baron.. I mistakenly stumbled into a piano gay bar in NYC years back... .. grandest time singing show tunes all night with my girlfirend and a...
thinkorswim's posted rate was per trade but I asked and they changed it to per share. That is from personal experience when TOS was a standalone...
ughh. I dont know the answer yet...I am getting the same result for measuring spikes in my AAPL chart which shows bigger "action" on Wednesdays(ie...
Lets kick it up a notch! ...measuring granular vols > open2close, yestclose2Open, yestClose2Close... some of these tickers have interesting...
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