Hey all, I near solely trade SPX weekly options. Vertical spreads specifically. I bring all of the live bid/ask pricing into a live excel sheet...
Hello, I recently flipped over the the new Excel sheet for streaming live prices. The stream is actually, believe it or not, too fast for what I...
Hello, I am wondering if anyone knows where I can find (paid or free) historical implied volatility data for futures. In my specific case, Crude...
Hello, I am putting together a quant strategy for a 1-week hold/trade and am thinking of adding historical RSI values to narrow my results. I was...
Hey all, I am trying to strategically calculate some strategies that incorporate's the actual time decay during the trading day. I am using the...
Hey all, I'm hoping to get your thoughts on whether you think the VXX weeklies premiums are more closely related to the movement of the current...
Hello, I am trying to finish a spreadsheet and am stuck on the calculation on bull plays. I understand the initial short margin calculations of...
Hello all, I am attempting to perform a quant analysis on (weekly) stock options premiums around their earnings. My question is in regards to...
Hello, In IB TWS they have a time value column which is displayed as an annualized percentage. This calculation uses all days, not just trading...
Hello, At the moment, both the SPX and S&P mini (ES) are at prices that match (extremely close) to at the money strikes for their options chains....
Hello, I was wondering if anyone knew where one could acquire daily historical RSI value data for equities or ETFs? I found Ycharts but it costs...
Hello all, As many know it isn't easy to understand the VIX calculation and level meaning. I thought maybe someone could help on one question I...
Hello all, I am very curious as if there is a significant difference between the time value lost from a) close to open and from b) open to close...
Hello. I am hoping someone could help me with the math for the scenario proposed. I would like to Long CELG and Short C, evenly, with options....
OK. I have searched the forums and truly thought I could find what I was looking for before posting. I have been using the IB strategy lab for...
Could anyone recommend a remote prop firm that is not focused on day trading? My strategy is a 10-90 day hold. Thanks, Brennen
Hello, I have been requested to back-test my strategy for the past 2 years and am looking for how to easily calculate the outcome. I already...
Would anyone know where one would be able to download the full listing of companies on the exchanges which would also provide their IPO/inception...
Hello. Say I am looking to buy one stock and short the other. For example. Purchase $10,000 worth of abc and short $10,000 work of xyz. Kind of...
Hello, Could anyone share their thoughts on this? Part of my analysis is holding stocks for 1-8 days. My amateur opinion says, while...
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