NexusFi - Search Results

Showing results 1 to 2 of 2
Search: Posts Made By: baywolf

Forum: Options

September 13th, 2018, 01:52 AM

Replies: 10

Market replay for Volatility Skew

Views: 2,850

Posted By baywolf

FWIW, I wrote something that snapshots the full...

FWIW, I wrote something that snapshots the full options term structure for SPX components, three times a day (morning , lunch, and closing). I only have a months worth of data, but the skew change...

Forum: Options

August 21st, 2018, 04:12 PM

Replies: 10

Market replay for Volatility Skew

Views: 2,850

Posted By baywolf

Do you need intraday snapshots of the skew?...

Do you need intraday snapshots of the skew? Otherwise, there are daily time series of delta normalized skews (interpolated to a constant time) on quandl.

Showing results 1 to 2 of 2

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Limited trading instruments
High platform usage fees
Lack of support or mentorship
Unrealistic rules and requirements
No significant challenges
Something else (discuss in thread)

View Results Discuss Poll