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I think Orats has an API where you can specify the moneyness of the data you want to pull. Also TD ameritrade has an REST API where you can specify the # of strikes you want retrieved. So I would think entering "1" would give you the ATM.

a branch of AI (supervised ML) has a bigger danger of curve fitting v. unsupervised ML. But in the hands of a skilled trader, (ie Human-in-the-loop)+SML can be a "force multiplier"

The more dimensions you add to the mix, the easier it is to find patterns that seem tight but buyer beware.google "the curse of dimentionality"

orats.. has extensive data (daily snap shot around 3:45 EST I believe) That is their historical, then you can go intraday thru API calls. the cost is like $90/mo? Good luck.

I am not sure if T3,et al allows options. A while back, I was with 2 firms that allowed risk based margins as a class B member with much less than 100k. I think they dissolved.

What about the middle ground between working for the SIG's , wolverines of the world and funding your own PM account and having to keep your profits in the trading account to compound your returns...the JBO's where they will take like 10% of profit, and spot you 10x margin as long as you come in...

tom.. are you talking about the differences between intermonth per strike, IOW chart the calendars? ie chart the vacillations between the iv's?

Speaking from experience with his step 3 regarding future leak, Ami like most backtesters have a way of referencing back bars and if you are not careful you could be looking into the future. Something as simple as PreviousBar = ref(close, 1) means you are looking into future bar vs. Ref (close...

tough question... tons of stuff here on condors and flies and when/how to adjust. Some peeps use position sizing so they dont have to adjust and just consider it as a terminal distribution play.. some like the process of adjusting, rebalancing the strikes,etc.No single answer.. sorry some are...

what do u mean " lower the edge"?

One of the most underdiscussed parts of options trading is the pnl equity curve inherent in each position. With straddles, you need to have the psychological makeup of being able to "gut out" a 1 step back daily in return for a 10 steps up 1 day(possibly)...when the ticker explodes in price or...

It is not quite that simple. There is an interplay between hi/lo IV and its stat IV as well as its ranking over a period of time where you need to discern tops/bottoms. Then there is term structure where you need to pick 1 month over another, taking into consideration cycles, special events...

ughh.. everytime Tom.. everytime.. head hurts when u post :) another errand you created with this link.

The issue is that there are no incentives to open up. It is in fact, quite the opposite... far simpler than using AI to plumb sites. Sadly, you might be right though....the faint heartbeat is LD/Json?

I have a feeling Semantic Web technologies such as OWL, Linked Data will have some part of this future. assuming Google or amazon does not buy them all then shutter them down the way they did freebase. I might do 1 form of that for my thesis.. "Bad news , good price action " kinda thing...

I dont think you can save option chain hist data on Ami.

Baron.. I mistakenly stumbled into a piano gay bar in NYC years back... .. grandest time singing show tunes all night with my girlfirend and a bunch of chill talented guys..... just saying :-)

thinkorswim's posted rate was per trade but I asked and they changed it to per share. That is from personal experience when TOS was a standalone vs. TDAmertirade. After the merger, they have me as a "legacy" customer and can still get per share. They still might do it..just ask.

ughh. I dont know the answer yet...I am getting the same result for measuring spikes in my AAPL chart which shows bigger "action" on Wednesdays(ie the long white lines with the green lines representing friday>mondays) ... the issue is this wed phenomenon is NOT cross corroborated/verified by...

Lets kick it up a notch! ...measuring granular vols > open2close, yestclose2Open, yestClose2Close... some of these tickers have interesting profiles...very pronounced on multinational names/ADR's vs. the "locals" :-)