I have sold SPY weekly call option with strike price at $302 which is expired today. at 16:00pm, spy closed at 302.01. however, after 16:00pm, spy traded below $302 and now at $301.45. will my option be assigned?
my trading needs to scan all those stocks that went on ipo in the last 1 year, 6 months, or 3 months. where can I find those ipo lists? though I can download all stock HLOC data, and assume the date of the first data is the ipo date, but that is not necessarily true, since the first date of data...
I am not a neural network expert but have thought about using neural network in developing trading strategies for quite some time. in the end, I found it is almost an impossible task in terms of using times series data as input. the reasoning is quite simple. for example, suppose there are 100...
the low volatility makes my trading much more difficult than years ago. I have an algorithm which worked great till 2015. it is still profitable, but the profit is only 1/10 of its peak.
if it is hidden order, e.g., on the island exchange, 1 cent ahead of the nbbo, someone sends a limit order to nyse to lift all shown nbbo orders, how can nyse exchange know there is hidden order on island if island does not have nbbo orders?
if I short QQQ, I will get more capital in my account. I use that capital to buy treasury bill at interest around 2.3%, as well as some calls to hedge the short QQQ. since the short QQQ+call QQQ option in the long term will be zero minus commissions, if the treasury bill interest is larger than...
when you said"they trained deep learning networks on asset pricing data", do you mean they feed high,low,open,close data to the DNN, and DNN produces profitable model? or you mean they first meta-label the HLOC data, and then let dnn work on those meta-labelled data?
I am also curious if anyone is really successful using AI to successfully trade the market? lots of quants claimed they used AI only because it made them look more sexy.