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I'll look into this, thanks

As an aside, I definitely recommend python or at least R. Java is not really suited to time series data analysis (not just my opinion, its the consensus in quant-land). Let me know if you do buy some option data, I'm trying to find a cost-effective way to do this myself. Thanks.

Did you end up buying any data? Do you recommend a vendor? I'm looking to buy at least 5 years of daily options data on components of the S&P 500 (to update an old data set I bought years ago), or at least (depending on cost) 200 most liquid names therein. Clean and reliable data is important to...

This is straight from the CBOE's website. Compare the light green line (PUT) with the black line (S&P 500). This is index put selling measured as "cash secured" which is the correct way to compare it to buy and hold against the S&P because this is apples to apples with respect to risk. Notice...

Tastytrade are far away from the professional world's standards in reporting performance results of their "studies". You must not use an arbitrary amount of leverage (about 3x to the notional in their SPY strangle selling results) and then use that to report "ROC". I'm sure the research team...

I'm an IB-pm account holder in the US and in a very similar situation to you. They (IB) have not done this to me (so far) but Livevol did already. I did exactly as you did and countered their incorrect reclassification of me to professional using verifiable details. They simply would not accept...

I am from Dublin and now I'm in the US. I visited accountants over there to gather as much info as I could a few years ago. Smaller firms are very willing to set up a company for you to avail of the 12.5% corporate tax rate but they seem unaware/don't care about the legal jeopardy this puts US...

Go to this show as one of many examples of Tastytrade's "go to strategies": https://www.tastytrade.com/tt/shows/market-measures/episodes/the-power-of-the-put-06-27-2018. Its a short SPY only study. First, Google what an equity curve is, then look at the equity curve in the slide titled ""We...

I just rewatched that segment - I saw it live a long time ago as well and just wow, the TT boys really embarrassed themselves. Sosnoff does not have the background to hold this type of conversation. MoneyMatthew's point that he does believe his own delusions I believe is right. It's the...

I read on their site that there is a 200 simultaneous symbol view on eSignal classic. Is there a limit on symbol end of day download per day? How far back can you download? Thanks.

When in NYC, drop me a note please. I'd to follow up on that previous offer to introduce you to some media notables, best DG.

I'm not a PBHFA member I'm an options trader in NYC but I'd go down in a heartbeat. I was down there late December for a few days and loved it. Any interest in a DT friendly media person? If so pm me.

These are good posts - it appears to me that while stock price data is relatively cheap and available, option price (historical) data still sits behind a giant paywall. If the CBOE were serious about democratizing options trading then they would address this issue so that independent traders...

You are right about ONE - I was not referring to it a s viable means of doing that. Weeklys were originally debuted in 2005 and the S&P was one of the first. I plan on buying data for this. Yes bid-ask bounce is important and there are other pitfalls. Thanks for the advice and comments.

Yes but getting the historic implied vols across strikes for hundreds of days is just as expensive as getting the options price data and less direct. I have done that for hundreds of stock options going back to the beginning of this year and the data was expensive and with some errors and...

I'm using a trial of OptionNet and finding it really unintuitive. The help videos are awful and the help manual is scanty. It appears to me that in their database of prices they are missing weeklys for the SPY. It could be that I just can't find them or because its a trial subscription, maybe...

I know for sure what their commission structure is and rather than detail it here, this is a synopsis: http://www.brokerage-review.com/compare/interactive-brokers-vs-thinkorswim-review.aspx Thinkorswim commissions make certain trades prohibitive. To their defense, the platform is way more user...

They have put some nice research out for free and many of us have benefited from that. Reading from some comments here if I put up a chart showing that 2 > 1, some would disagree with my math. Its not an opinion to say that one time series has a lower measured past risk/reward profile than...