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    Options data on Quandl (equity and futures)

    That's right. The OptionWorks dashboard (a separate product from what's offered on Quandl) does not have a futures forward curve, but there is an ATM IV curve for 1, 2, 3, 6, and 12 mo tenors. I like the ability to graph RR and Fly values through time (3 month limit on dashboard, unlimited with...
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    Options data on Quandl (equity and futures)

    Are you looking for stock option data or futures option data?
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    Options data on Quandl (equity and futures)

    Thanks. Had some house guests for a while, plus I ran out of brilliant things to say. ;) It will be interesting to see how Quandl does with the paid data. If successful, firms like ivolatility.com and BarChart who have had this data for a LONG time, are going to kick themselves for not updating...
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    Options data on Quandl (equity and futures)

    https://www.quandl.com/vendors Just an FYI, in the last month or so Quandl has added futures options data from OptionWorks and in the last couple of days they've added equity options data from Quantcha. Subscriptions are $100/mo if you go mo-to-mo or $75/mo if you sign up for a year. From what...
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    Wow, oil stocks getting torched.

    E&P or equip & service? It's strange when everything oil related goes down, plus coal (a continuation), solar, biofuel and a fair number of nat gas-focused names. It's as if someone invented cold fusion machines that fit on the kitchen table. I'm tempted to get into some of these companies, but...
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    retail volatility trading

    I'm not sure what that means. You can brag about sophisticated volatility trades? Or as a "home gamer" you spend so much time looking for a decent entry that you're going crazy and talking to yourself at the kitchen sink? :-)
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    Balance sheet data: Reuters v. SEC docs

    Hi - In the attached image, the balance sheet excerpt on the left is from the Thomson Reuters "fundamental" subscription within Interactive Brokers. The excerpt on the right is straight from the SEC site. Question: Is Thomson Reuters handling a minority interest in the correct manner? They add...
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    Where do I get holding lists of ETFs?

    Good answer above. In my experience whether it's a big or small fund company (sponsor) they usually have a link to an Excel sheet with the latest holdings, price, percentage, and misc cash or FX.
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    I guessed SNSS would tank hard but GTAT filing BK? $11 to $.75 RTQ.

    I sold naked puts on GTAT three or four times 18 to 24 months ago. Made money. I was in it from the solar angle and stopped following it about a year ago when all the Apple hype started (plus the CEO was way overpaid given the size of the company and its performance). I noticed the sharp fall...
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    About a quarter of the way through the book "Options, Volatility, and Pricing" by Sheldon Natenburg

    If you flip to the back of the book, you will see a couple of pages along the lines of "if volatility is low/medium/high and you expect the underlying to go down/stay the same/go up, here is a strategy that is suited for your expectations." The guidelines are quite broad, but if you're new to...
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    SpreadProfessor Clients - Thanks !

    One thing I've been reminded of: It's harder than ever to remain anonymous. Even if your "nemesis" doesn't have a personal network that extends into the HR Dept of company XYZ, a lot of organizations have employee directories (available to all employees) and with a general location, a business...
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    SpreadProfessor Clients - Thanks !

    I don't know if we're witnessing the irresistible force-immovable object paradox being played out or just two stubborn mules with big egos. Absent greater detail about the $486K figure (begin bal, end bal, YTD P&L, etc) I don't think Bone can win. More disclosure also brings heightened privacy...
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    ZC

    Given the mostly flat price activity in corn and wheat (Chgo) from late July to about the first of Sept, I thought most of the bearish news had been factored in, too. That was obviously an incorrect assumption. The harvest weather for the next week to ten days looks good, take a look at one of...
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    Why the ethanol market is in sharp backwardation ?

    I think that's true, but in the case of RPMG (link below) it looks like some of the little guys realized their limitations and formed a multi-plant ethanol and DDGS marketing/trading firm. http://www.ethanolrfa.org/pages/useful-links (scroll down to ethanol marketers). There are at least three...
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    Why the ethanol market is in sharp backwardation ?

    By my count (research from two months ago) the linked 2012 article is still accurate - the top five companies have about 43% of nameplate capacity. Some of the firms have acquired plants since 2012 and many plants can operate in excess of 100% of nameplate, but I don't think the rankings would...
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    Short soybean

    I don't disagree with any of the points above. As for the soy/corn ratio, historically in the 2.5 to 2.6:1 range, that's out of whack and between now and the US planting season will be the subject of a lot of market chatter. Because of high yields, high livestock prices, and the various...
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    Quandl , eurodollar historical data

    Just remembered something: If you are only following a couple of instruments and only looking for EOD data, BarChart might work. I think their data is good - they've been in the business forever and I've been satisfied with some commodity option IV data I bought from them...
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    Quandl , eurodollar historical data

    Quandl is young and continues to improve. If you're interested, their blog has an interesting post stating that what you see now will stay free forever, but they do plan to sell ala carte data sets in the near future. They invite people to create and curate their own data, upload it, and see if...
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    Help getting a job on the floor (Chicago)

    I suppose there are some networking opportunities, but would you be networking with soon-to-be dinosaurs? I hope the poster is aware that the NY floors are pretty much gone (completely in soft commodities) and that 10% of CBOT agric futures action takes place on the floor (I think it's about...
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    Weekly options on WTI crude & Brent crude?

    On a related note, here's a long, informative profile of Andrew Hall, crude oil trader extraordinaire. He's not convinced shale is all it's cracked up to be (haha), so he's buying long-dated contracts...
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