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...
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...
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,...
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...
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...
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...
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...
Hi all, I want to backtest some strats on bond options (ZN and ZB). Before buying expensive data and investing considerable time and resources...
@Aquarians min(abs(spot - strike), 2 * strike)= max(spot-K,0)-max(spot-3K,0) ?????
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...
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...
Hello, I'm looking for EOD equity options data for last Friday, Sep 16 (all CBOE listed options) PM me if you have it. Thanks
i think you're good with respect to subscription level. Try to see if there are tickers in the IB API template that you don't subscribe to
You'll see many familiar faces. Enjoy !
it's out there [MEDIA]
are you using a stoch vol model to calculate the extra delta ? Asking because I've used a simple lin reg model. worked well for me. But I don't...
mostly credit related info: high yield spreads (corporate, sovereign ...), CDS I could find some info in the credit space elsewhere, that's why I...
Hi all, Does anyone know a place in Toronto where I can have access to a Bloomberg terminal for a couple of hours ? I called the public library...
I think IB doesn't recognize BWB as a single trade, so they treat each leg separately. To be eligible for reduced margin, the strike differentials...
I'm visiting there. At least in Hanoi they have fiber optic Internet. I performed some speed tests: speed is between 10-12 Mbps between Hanoi and...
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