i betcha if u look at less efficient/liquid names those figures will be more interesting.. esp close yest - open today
2Rosy thanks for the code. Let me make sure I am interpreting this correctly...the SPY tends to gain 7 cents just by buying 9:30 and selling4pm...
gonna have to dust off my "Math for Data scientists" lecture at my post grad program or you an just wait for sle,dest, TomM and a couple more...
I currently measure most volatile day per stock for my options trading. I dont think it would be too much of a stretch to change the measure from...
Thanks guys.:-) I have to investigate liveVol and even the 2 graphs you guys pasted. If the data in the grpahs are downloadable in a csv, then...
hi .. can anyone suggest a way to create a way or a source of data to create a time series graph of an option over let's say past 1-2 months? I...
There was a time where there were no coordination bet the exchanges so option A might be .50 bid at CBOE and .45 offered at PCoast.. you can arb...
yes. I know .. I wonder if they are still around? Their site is still up and they had a both at the Marriot in NYC like 2 years ago..
Hi Robert. I was with them for 1-2 years. I remember having the option of joining their prop firm (w 10:1 leverage) or opening a Reg T with 2:1 or...
in the daytrading domain, I think Hold Brothers was self clearing for a long time. Dunno if they still around.
When shit hits the fan in those moments a couple of things happen... 1) you start rationalizing that "this is the point of max loss " so wait...
i don't really think risk management applies to naked short options. Yes you can have some form of risk mgt by capital allocation but ...
it is also not an accident that they are based in FL.Think there are laws in FL and Tx *( i beleive) where it is harder for creditors to clawback...
hi newwurldmn.. not gonna sell the service.. just get raw data for research.
thanks destriero. I was just thinking this morning for potential options data sources I can get access to as I get closer to my upcoming thesis....
I have to look at my notes. I encountered all the errors you are in now, swapped to win 10, got it working BUT I returned my new laptop for a...
What o/s u using? I had same issue for weeks. After going back/forth w email support, they send me a link about windows 8 or below having issues....
TD HAS an API. I know.. for I have spent countless , needless hours screwing around with it. The hardest trickiest part is getting authentication...
There is enough volatility band/studies within AB that you don't need to recreate it in AFL which is what I think ur trying to do above. I can...
I code AFL and if you need assistance on things I can do, post it and I will try to help. AB functionality is so big that after coding it for 3...
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