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FYI, eod daily with calcs 60MB compressed zip csv file. 300MB uncompressed.

Great it worked for you, but I found that these two data sets in particular are not even remotely compatible nor interchangeable with each other. The greeks calculations are based on completly different methodologies and even the base market data snapshot is taken at different times at EOD. So...

Hi there. Thank you for the tip. However, I find the information on the website a bit too generic. Just a couple of questions if you do not mind. 1> Do you collect and/or provide any data from the 10-Q/8-K SEC forms? Specifically, do you maintain any client-suplier relationship data for US...

lol

20 days out pure directional play, right? Consider creating a synthetic long but buy the next maturity call and keep shorting the current put. Obviously you need to model it and see what your risk tolerance is.

I believe this is somehow in vogue as of recent. “I never saw a wild thing sorry for itself. A small bird will drop frozen dead from a bough without ever having felt sorry for itself.”

Obviously, the answer is obvious. lol. Buy the next put -2/-3 std away. You need to model it and see what your risk tolerance is. Your small arb might easly disappear though. There is no free lunch with hedging.

Check within quandl for the few obvious ones that are publically available.

That's right. It was already announced sometime ago, at the beginning of the year. There are a few alternative providers, though.

lol. first minute of what? those are nyse listed. they start trading when the specialist says so after he is ready fronting all the at open orders.

https://www.kdnuggets.com/2016/01/20-questions-to-detect-fake-data-scientists.html LOL

Buy every nas future dip. max leverage. HODL to the moon with jeffy and loony.

This is now a somewhat simple creative accounting problem that has already been solved a few times over. PNL problems are either solved with fixed return instruments like T bills and MBS or creatively like Bernie did. Take your pick.

LOL. How do you quantify an 80 percent accuracy metric without a clear profit/loss target? In your model how do you classify a winner?

No streaming equities data. Futures were ok. Has this been fixed yet?

It's all about algo evaluation. In the example above your pnl could swing from -.20 to +.20. Metrics are all about the base price. If you are a pure execution trader or a long term investor, your base price would be a zero transaction cost. All you would care about then is passing the spread...

In the example above you have 4 possible trades. BuyxSell 100x100.2 100x100 100.2x100 100.2x100.2 All different pnl outcomes. In this simplistic example, the biggest difference is the spread. Now, feel free to model your trades as close as you think the actual execution will happen in real...

LOL. And if you do it even faster, maybe your broker will not even notice you and will forget to charge you commission for the second trade. Lightening speeds means single costs anytime. Anyway. In that example of yours you can make 4 possible trades. If you are are patient you would be making...

FYI, One way it to simply send a DAY limit order. IB will put the order on hold until some or all shares can be located and release the full or partial order for the located shares at your limit price. In this way you could get some action or none before eod. Another way is to prelocate first...

Ha ha, the classic correlation vs causation paradigm. It never gets old! You could spend 1B years on something, but if you really never get to understand what you are trying to do ... you may as well go and do something else. Hope and time alone will no change anything!