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2000 years. Greece separated by 500km of barbarian-slavic speaking territory from just as despised if not more, Latin. Vulgar Latin that is, real Rome is a hefty 2000Km from here.

A stronghold deep in the Carpathians. Some 1500 years later it will bring forth the myth of Dracula. Before that for 1000s of years there was hot dogs: https://ciprianmuntele.ro/virsli-carnatul-dacic-al-ardelenilor/

Sideways discussion, several recent power outages have got me thinking into an UPS solution as well. Also I'm getting traumatic flashbacks from childhood in Romania during Ceaușescu's imposed rationalization of resources which meant electricity was cut every night from 7 PM or something and we...

I realized that almost all comedy I ever watched and enjoyed was English-language speaking. Not necessarily natively English, I found "Norsemen" hilarious and it's Norway-produced featuring Norway actors, but it's distinctive feature is that they speak English. The obvious accent only adds to...

I work in the EU division of a multinational company (i.e. American) that not long ago acquired said EU company. Leaving aside the 200+ highly educated and skilled colleagues, I myself have at least 3 x 1 billion dollars ideas which is a lot less than the total cost for paying salaries until...

Here's how I see it: persons in need seem to be broken in some way. I'm referring now to homeless and quasi-homeless, not as much to war refugees, hunger in Africa or cancer / diseased persons. Although the considerations might be extended to them: I mean like it's not my fault you were born in...

Do you give to charity? What are your opinions on it? Anything goes, from small change in the hands of a homeless person to some campaign to fund cancer therapy for some kid to, I dunno, some foundation supporting kids in Africa to refugees of war in Syria and so on. Me, to set the discussion...

Well it was supposed to be a surprise. Who doesn't like surprises? I know I do. All the people I asked thought a giant Teddy Bear is one of the coolest things you can provide as a surprise. I literally didn't ... couldn't forecast that my wife will react the opposite. Who the funk gets upset on...

So I just launched a full-scale offensive attack against my wife's neverending skirmishes. I'm a nice guy but also compared to my wife, in intellectual and physical resources and uttermost, expendable capital, I'm the Roman Empire versus Dacia. She crossed the Rubic^H^H^H^H^H Danube one time...

On kid's birthday my wife crossed the Rubicon. One time too many. She's a spoiled narcissistic fully grown adult with a pea size brain that, in spite of countless requests, petitions, threats, has one and only one guiding light ahead in life: anything coming from me is bad, wrong, evil and must...

It's not so bad. With a little bit of processing the data can be corrected and afterwards it's fairly usable. I'll put up the code for data correction on GitHub at some point. At least the price is accessible for mere mortals born out of a woman. Compare this to buying from such as...

I mean for fuck's sake, I paid for data that I thought was usable and not total crap. I was supposed to concentrate on designing and testing trading strategies, not working a full time job as a data janitor :mad:

Here's the original option prices, I'm trying to run some backtests but they are only good as the data I'm using and right now it stinks. I'm bending over backwards trying to figure out rules to filter out the crap, because I can't go manually over every single data point out the millions I got...

Here's a visual representation of the crap I'm dealing with. Volatility is a mess and I'm getting parity violations all over the place. I'm subtracting the intrinsic value from in-the-money options, so I can compare left and right, that is calls and puts. By put-call parity, the fair price...

An example of what I'm talking about. Here's the SPY data I get on the day of 2007-Aug-17 at the option expiration 2007-Sep-28. Put prices should be increasing with strike, there's obvious inserts that have no place there.

@Matt_ORATS : I'm not sure if I can ask such question (please disregard if you don't feel like answering it), but does ORATS collect the options data themselves or it buys it from someone else (like Refinitiv) and resells it? Because the data I've seen is sampled haphazardly. Not only the...

Hi Matt, thanks for the answer, it's very good if the stock price is sampled at the same time with the options. Is there some free sample of the historical data available for sale?

There was a free sample from ORATS at some point but I lost it, so I gotta ask. Looking on ORATS site I cannot find any free sample, only this: So my question is: The stock price (stkPx) provided with the samples is the actual price of the underlier at the moment of taking the snapshot, or...

This, by the way, is a very peasant "all-inclusive" Romanian dinner. "Ultra-all-inclusive" in fact since because it's summer and not winter, in addition to lard, onions and bread it also features spoils of the tomato family: tomatoes and eggplant salad. Also, if you haven't tasted Romanian...

Ukraine had no problem making Moldova a landlocked country by taking the green part from it. So they expect sympathy? LOL.