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  1. M

    anybody would like to collaborate on building an options backtest platform?

    When you play FX options, you play thru options on FX futures, right? I couldn't find options on FX spots or forwards, unless you play OTC...
  2. M

    anybody would like to collaborate on building an options backtest platform?

    you are questioning the value of systematic option trading strategies and the backtesting of systematic option trading strategies?
  3. M

    anybody plays options on futures? Bloombrg: how to download and organize data?

    I think we need to organize tick data. Any thoughts?
  4. M

    anybody plays options on futures? Bloombrg: how to download and organize data?

    You use Ac to pull data from BBG? That's amazing!
  5. M

    anybody plays options on futures? Bloombrg: how to download and organize data?

    No in order to backtest we need intraday bid ask data. Its not okay to use close bid or close ask prices
  6. M

    anybody plays options on futures? Bloombrg: how to download and organize data?

    I want to backtest strategy on historical data.
  7. M

    anybody would like to collaborate on building an options backtest platform?

    How about co-ownership? At least from my end, I am not starting a business of selling option backtest software. I just want to be able to test option strategiesMaybe you already sensed out the opportunities therein?
  8. M

    anybody would like to collaborate on building an options backtest platform?

    anybody would like to collaborate on building an options backtest platform? we will focus not on fancy GUI etc. , instead we will focus on ease of use for backtest ... we build for our own use... anybody is interested in collaboration? thanks
  9. M

    anybody plays options on futures? Bloombrg: how to download and organize data?

    Found that Bloomberg does have historical data for options. The Bloomberg helpdesk told me the opposite. But now we do have option historical data on BB. The problem is: with futures, the contracts keep changing, say the crude oil futures, how to download historical option data on...
  10. M

    high speed pairs trading or portfolio trading?

    if your strategy needs to trade in and out a portfolio of assets in high speed, (essentially it's a generalized pairs trading...) how do you make sure all those legs have good and simultaneous execution? anybody cares to shed some lights? thanks!
  11. M

    Bloomberg has no historical option chain?

    downloading historical option data from Bloomberg is impossible? any thoughts?
  12. M

    where do I find software for backtesting options strategies?

    any pointers? Thanks a lot!
  13. M

    pointers to more active forums on options?

    Practical aspects of options trading...
  14. M

    pointers to more active forums on options?

    hi all, could you please point me to more good and active forums on options? thanks a lot!
  15. M

    Opening range breakout in new electronic markets

    how does a usual OBR strategy work?
  16. M

    How to design Valuation and Growth strategy in FX?

    Thank you! But I don't need the carry trade. that's too simple... thank you!
  17. M

    Opening range breakout in new electronic markets

    For futures with near 24-hour e-trading, how does the ORB work now? Any thoughts?
  18. M

    How to design Valuation and Growth strategy in FX?

    https://www.credit-suisse.com/news/...se.jsp?ns=41154 Carry, Momentum, Valuation, Growth, Terms of Trade and Emerging Markets.
  19. M

    Does anybody know how to design the Valuation and Growth strategy for FX

    https://www.credit-suisse.com/news/en/media_release.jsp?ns=41154 Carry, Momentum, Valuation, Growth, Terms of Trade and Emerging Markets.
  20. M

    what's the difference between ETF and ETN?

    both allow redemption?
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