This is MyJournal Ok, I think it's best if I post my thoughts only in this journal (ie. like a blog), instead of posting in other boards here as it has become dangerous posting in other boards as I had to experience recently, since it seems I inadvertently "pissed" in a board where only the paying sponsors can do so... Ie. hopefully this journal here is a safe sandbox for me...
It's about trading! And cats and dogs Patience... Content will come shortly... Everything needs some time, especially such newly setup things...
As a relatively small stocks & options trader yet, I'm doing US markets only, but incl. also some foreign stocks (esp. Chinese stocks listed in the US, or via ADR). These are my themes I'm currently working on: YahooFinanceAPI for market data for options as well stocks. Status: mastered Writing an options pgm that analyzes the options data and finds good trades. Status: in development Writing a pgm for Correlation of tickers using EOD data. Status: in development see also https://www.elitetrader.com/et/threads/correlations-math.363218/ . Writing a pgm for Meta data for all US options. Status: done & posted here at ET; doing it once a month see https://www.elitetrader.com/et/thre...her-weekly-monthly.362749/page-2#post-5488008 (a new one is due...) ...
https://quantdare.com/correlation-prices-returns/ has some suggestions on what data to use and an alternative to standard Pearson correlation that might be more relevant for trading.
Thx! Appreciate it. Am checking it right now... : The title of the article/discussion there is: Indeed a good question! I never had thought about this before, was using just the price. But doing it using both methods is a possibility here too.
I just have posted a summary of my recent bad experience here at ET, and how other people should avoid making the same bad experience. It contains info about how this sponsor-ruled site functions and gives tips for how to post correctly to avoid problems: https://www.elitetrader.com/et/threads/be-careful-here-at-et-when-posting.363362/
Just right now the Inquisition trial is judging about my head... It could be that they ban me b/c I used the J-word...