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http://caps.fool.com/Blogs/understanding-etfetn-decay/597736

http://pandas.pydata.org/ import pandas as pd from pandas.io.data import DataReader symbols = ['FCX','XLE','XME'] data = dict((sym, DataReader(sym, "google")) for sym in symbols)

anyone know a good source of option cones

I have a webpage for monitoring as well. I used websockets, python, javascript, and rabbitmq. backbonejs.org/ handlebarsjs.com/ underscorejs.org/ jquery.com/ www.tornadoweb.org/ www.rabbitmq.com/ http://bit.ly/rUGFwD

isnt 30 day IV just the implied vol of an option 30 days to expiry? :confused:

you can get the data directly from the exchange

scholar.google.com here's one to test. watch oil, gold, es, and ten year note. when 3 of them turn jump buy or sell the last one expecting it to follow(for 10yr do the opposite). not sure if it works but eyeballing it it seems good.

but then again you can find icebergs and jump in front

those are useless percentages. If you pull out less than 200k/yr for yourself that you can put in a savings account there are better careers

i created the sheet 10/8 nymex CL Nov options expire oct 17 No skew assumptions. The sheet generates theoretical values for a strike at a given price.

november calls; they expire 10/17. I used binomal pricing Leisen Reimer. vol .298. They values were in line with IB

anyone interested in option sheets. basically, so you know what an option is worth at various prices levels. for example crude nov calls would be something like this... headers=strikes rows=underlying prices http://bit.ly/QNjouY

I have a program that does this with IB. PM me for details.

people used to manually do it using TT. maybe still do. Its just taking what non electronic traders have done for centuries and applying it to computers. You see a large bid, you buy the offer knowing that you can always get out at the bid if needed. Of course, its not guaranteed.

let me guess. you guys want it free? put a project up on http://www.kickstarter.com/ If you can get $50k I will do it

you used to be able to see last trade size and compare it to what was shown in the dom. so if the bid was 89.29 for 5 and you saw 14@89.29 trade and still 89.29 for 5 theres probably an order there. Of course, this is all automated now

really? people still use icebergs? everyone was frontrunning those a few years ago

http://miraclespread.wordpress.com/

funny but true

use options; bid/ask are tight now. there's an implicit stop that wont screw you over