Recent content by Trevor Schilling

Looking for historical earnings dates for ALL NYSE/NASDAQ companies going back a few years. Matching to large dataset for modeling so not looking for methods to get just a few tickers. Found this on Quandl: https://www.quandl.com/databases/YEEH. But seems really pricey for just some...

I've written a program that models future stock volatility for all equities and have been trading on the long side via ATM straddles for the past 6 months. Revisited the short side (options overpriced) recently and was hoping to get some ideas on how to trade. The most straight forward would...