Traders' Roundtable

While i'm ordinarily not a fan of it, I think an xml-derived standard would have much to offer here, at the obvious expense of increased size to store records and the slower processing speed (which is a bigger deal, as it is likely to be orders of magnitude slower). In return, you get ease of ...

Does anyone have a recommended source for a historical database of equities data that is suitable for testing. Requirements are;

- dividend data available (including one-time dividends)

- split data

- inclusion of stocks that no longer trade

- membership information for major indexes, including ...

This is a quite old post, that I never replied to. Sorry.

Anyways, sure that makes some sense, however with options, I tend to prefer to treat the premium as my stop. If I can risk 1000$ on a position, then i'll buy as much premium as that buys. The drawback of this approach is that a full ...

In forex, it is my understanding that trades work as follows:

Let's say you are trading eur/gbp and the rate is 0.6992 and you are trading a mini, then to go long you would buy 10k euros, and would pay for them by selling 6992 british pounds that are borrowed.

Let's say the trade works out, and ...

You can get IV data on any option, as long as you have its price. Volatility and Price are the only unknowns, with one you can derive the other, so there's no reason why you should not be able to generate a vix of sorts, for whatever future you are trading.

Something i've done in the past is take the top 1000 volume stocks above 10$ a share and among those, choose the top 10 or 20 that have the largest atr as a percentage of their closing price. Volume seems to be important both to get narrow spreads as well as for technical analysis applying. For ...

The theta decay issue is an important one for shorter term options, but let's not get ahead of ourself here. If you are following trends, your successes wont have theta decay, because they will consist almost entirely of intrinsic value, with basically little/no time premium (this is assuming they ...