Hi all, Anybody had experience with opentick recently? Is it still dead or alive? Fortunately I can still login to their website using my...
Hi all, If I want to track 500+ stocks simultaneously and in real time, with 1 second tick data as well as market depth data for each stock,...
What technical and/or physical limitations do we have if we want to go really high frequency, i.e. (1) download real-time tick data at 1...
Hi all, If I want to track 500+ stocks simultaneously and in real time, with 1 second tick data... Is it feasible at all using TWS API...
Hi all, I have been searching this for a while... What is the best open source C++ real time trading system (working with IB) out there,...
For my backtesting, I find it is the most difficult to obtain reliable and clean historical data with detailed information such as bid and ask...
Hi all, Reading the Hull's book, it says when pricing the options on S&P 500, I need to take into consideration of the continuously compounded...
On the wiki page, it says the following about the VIX index: ------------------------- The VIX is quoted in terms of percentage points and...
Hi all, I have a model which forecasts volatilities. I tried some paper trading using index option straddles. The result was bad because of...
Hi all, I have modelled the volatility and correlation of the stock prices of the two stocks jointly,... and based on the model, I have a...
To trade volatility, what trading strategies can I use in addition to straddles? The straddles have too much bid-ask spread ...
Hi all, I've figured a model to express my view predicting future volatilities. What is the most cost-effective trading strategy to play my...
In order to calculate the Black Scholes price of an option, I need the interest rate. Where do I find the most current (and hopefully daily...
Hi all, I post it here because actually I am simultaneously looking for data for both $SPX and the option on that... I signed up for...
Hi all, I studied the mysterious code for option symbols. I only need historical data for at the money call and put options on S&P 500....
Hi all, Could anybody point me to some good Matlab TWSAPI programs? I am familiar with Matlab and am planning to use Matlab to connect to IB...
Hi all, I am looking for ways of strengthening my mind/brain. My goals are (1) emotion control; (2) stress relief; (3) concentration on work...
How to find out if the option is undervalued or not? Hi all, I have been observing the options for a while and I have a question about how...
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