SPX options data, Datastream

Discussion in 'Data Sets and Feeds' started by pkoufalas, Oct 5, 2006.

  1. pkoufalas

    pkoufalas

    Does anyone have daily SPX options data taken from DataStream covering the period 1998 to 2001 that they are willing and able to share?

    I'm trying to reproduce the options trading simulation results from a research paper using daily SPX options from 1998 to 2001.

    I have already bought daily SPX options data for this period from MDX. However, the original authors of the research paper I'm working from use DataStream as their source.

    My issue is that there are significant differences in the simulation results between what I get and what the research paper reports.

    So I'm trying to resolve whether there are problems with my simulation (also including how I'm filtering the options chains for the options of interest) or if it is due to the difference in datasets.

    Help would be much appreciated.

    Regards
    Paul.
     
  2. pkoufalas

    pkoufalas

    *bump*

    Somebody? Anybody?
     
  3. pkoufalas

    pkoufalas

    *bump*

    Third and final plea...