research on option historical data

Discussion in 'Data Sets and Feeds' started by kevinzhu, Sep 29, 2010.

  1. kevinzhu



    I hope this is the right board for this type of question. I want to ask if there is anyone who has done some serious research and trying to find certain patterns from option historical behaviors.

    I have done some quantitative research on stock index, and am interested in sharing experience, data, code, and potentially other things if I can find anyone who share similar interests.