Search results

We only have US stocks. Have you tried Option Metrics?

Here's the base case with no early exits trading every 5 days. The problem is the monthly losses here in terms of the SPY stock price. https://gyazo.com/8e9fccdcaded785d4b234ab791cec6bd https://gyazo.com/f4fc0a58a3bc6b5920e8f636d4cf4bbc https://gyazo.com/fbd02d1d34f3573dacb0881dfccfd2be

ORATS is starting a beta trial of our Dashboard product using the TDA API. You can use the scanners, options chain, and positions tab to identify trades and execute through TDA. Email me in the signature if you want to join the beta.

Here are the current T-bills vs Market implied interest rates. We use non dividend paying high confidence tickers and show how many there are used. Day Current T-bills Market StDev Count 30 5.55 5.34 .6 80 60 5.55 5.38 .4 121 120 5.52 5.36 .3 158 365 5.22 5.32 .3 157...

ORATS backtests US equity options including SPX and VIX: We backtest back to 2007 on near end of day data (EOD markets are notoriously unreliable). Greeks are used in backtesting and are based on smoothed IV levels. There are some delisted We calculate slippage as traveling 75% of the bid ask...

Rival has a good pedigree. Rob d'Arco, the CEO, is solid.

If you can use Excel you can put the data together. You would identify stocks that would have less loss due to vega in the longer term option and less movement from the strikes. In our backtester, you can use Symbol, Entry Date, Exit Date to control the times for the test. This is a complex...

Just options spreads...

Hi @earth_imperator email me at matt@orats.com and we can work something out.

We have minute intraday data back to Aug-2020 where you can specify a minute for a specific option or the entire chain. We produce a historic look at options trades you have set up in our front-end with this data. https://gyazo.com/67b3ecb4f9c7367687f8cf234ed0ba3c This is free to use...

Hi. We have an alert where you can set up the profit/loss on a trade and get an email or text. Eventually, we'll add auto trading to this. https://gyazo.com/001c584ae626c3615b0105ccb2aa58be

I was just interviewed by a magazine about this and here were my points: These options are not going to cause volmageddon: The market maker counter parties can adjust prices to manage risk. These options are not like the contracts that caused problems. It is not gambling any more than other...

Yes, I talked with Miles about Citadel entering the equity options OTC space usually reserved for large banks. With balance sheet will travel.

ORATS has a presence in AWS. Let me know if I can help.

If this method does not meet your needs, ORATS has a few solutions. We have a hosted 1-minute database you can try for free at https://dashboard.orats.com/api-console that has data back to Aug-2020 We have 2 minute raw quotes back to 2015 We have near EOD data back to 2007 We have a backtester...

We have all the data and even have an Excel interface, Stock Scanner, and Option Scanner with all this built in.

Our options scanner can incorporate our stock scanner to find symbols meeting overall IV, fundamental, and many other types of ratios. Once you have stocks in the options scanner automatically, you can set up the call spreads with DTE, delta ranges, leg relationships, min max reward risk, open...

I have found that to be true. I'll ask the others. We have written to the TDA API and are bringing in positions to our risk system if you have any other questions. https://gyazo.com/3e3d386edaf623aa59d0e969b2c3344c

Didn't mean to pull up bad memories, but all of us can learn from each other's mistakes. Here's our blog on NFLX trade: https://blog.orats.com/netflix-nflx-earnings-report-thursday-january-19th Our scanner ranking using distribution edge, forecast edge, reward risk and probability of profit...

Well said and same with ORATS