Recent content by cakulev

  1. C

    Retail option market data API solution?

    Thank you xandman and MRBRETTONWOODS, will have a look at them.
  2. C

    Retail option market data API solution?

    Hi, I am looking for an API solution that can do the following 2 things: 1) Retrieve snapshot of options quotes, potentially all of US equity options. 2) After 1) I would need streaming quotes for much smaller subset. Eventually orders would be triggered, also via API. Does anybody know...
  3. C

    Williams %R

    Man, you really hate that dude. :eek: Ali slazem se stobom. Pozdrav!
  4. C

    I aspire to be a Trading Guru...

    LOL! :D Reminds me of Richard Gere and his "Razzle Dazzle" song from Chicago movie.
  5. C

    zero coupon bonds

    In times of deflation, zero coupon bonds are superior than regular coupon paying bonds. Typically the gains are 50% higher. The reason is because they are more leveraged to interest rate changes. In inflationary times, there are not that hot.:)
  6. C

    Social Influences of Being A Trader

    But they are providing two benefits: -all traders provide liquidity -successful traders make the market efficient. The unsuccessful traders on the other hand, provides unnecessary volatility.
  7. C

    Qm

    WTF? After 12:00, practically no volume.
  8. C

    Long term Oil Prices?

    Of course, tar sands has smaller cost: ~20$, but the key question is the production capacity. The article claims this is a clean process but I admit, details are lacking.
  9. C

    Long term Oil Prices?

    http://www.nytimes.com/2005/11/21/national/21coal.html?ei=5090&en=b4e81d9fa7275f2c&ex=1290229200&partner=rssuserland&emc=rss&pagewanted=all $7 billion investment can build a plant that produces 150,000 barrels per day of gasoline or diesel fuel from coal at a cost of $35 per equivalent...
  10. C

    Derivation of Historical Volatility -- lognormal price distribution, yes... BUT ...

    log normal means when you do log transformation on a given data, the resulting data is normal. So instead of sigma( x_i - x_avg ) you'll have sigma(log(x_i) - log(x_avg)) = sigma(log(x_i/x_avg))
  11. C

    Oil: so much that they're turning it away?

    Read for yourself: http://www.arabnews.com/?page=6&section=0&article=74723&d=15&m=12&y=2005
  12. C

    Cost Of Carry of Oil

    Yes, but in the carry cost should be only the storage expense. If you roll over your contract for the next month, it just means you are postponing your actual buying for additional month. Surelly this can't be 1.7% (1 $ against current price of 60$)
Back
Top