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    Code to calculate Margin using TIMS model?

    Is there some library I can use to calculate margin requirements for an options order using the TIMS model? I have a portfolio margin account and I would like to back test some strategies. But don't know what my margin would have been. I trade with IB, so IB uses +6% and -8% range for indexes...
  2. G

    Is Data from CBOE better than other websites?

    Is the data from https://datashop.cboe.com/ better than other sites like historicaloptionsdata or IVolatilitytools etc?
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