Recent content by Pavel Koryakin

It won't be a walk in a park, but you can try running iqfeed under Wine. Here is a dockerized solution. I've tried smth similar a couple of years ago and it worked. But not sure that I used exactly this image then. CQG WebApi is based on websocket and protobuf serialization, so it's...

I think they push. No reason to implement polling. Even web solution uses websockets for last several years. I would vote for that they have some time slices. But from another point of view, the subscription limit is only 200 instruments, so even if they will send everything it won't be too much...

The link is broken.

https://www.scipy.org/

Let's build t+0 p&l for your spread with these scenarios applied: iv+15, +70, +150. Big picture. When IV rises, price line tends to an asymptote, a straight diagonal line from [-inf; net credit] to [inf; max loss]. Now let's have a closer look at the point near to the ATM strike, how this...

Veta?

Russia has a small derivatives market. Most active options are options on futures on RTS index and USDRUB pair. =Are the exercise styles European? No, American. =At expiration, auto-exercised if ITM? Yes. =Any surprises or gotchas coming from America? 1. The language might be a problem. Not...