Recent content by skywalker3

Interesting!! For some time I have been working on my own time building a similar scanner to identify options with high IV (with objective to sell premium). I now have a program which downloads closing price for over 100 names and computes 10, 20, 50 and 100 day HV. Also it downloads prices for...

Thanks a lot folks!!

Anyone having any idea on this. Happy to look into Reuters if there is no "free" resource .

Have you built anything of that sort. I have been recently trying to capture daily closes using a tick database (kdb) to analyze it on my own. Not quite getting reliable results yet...

Has anybody ever used the perl packages below for technical analysis. Curious to hear feedback. http://search.cpan.org/~jettero/stockmonkey-2.9013/

How are you doing this? Using two RSI charts? or running a regression between two time series?

Could anyone suggest a resource for the abovementioned ( announcements, earnings, dividends etc.) to keep track day to day