Quick way to check what 'tape' a stock belongs to?
2013年2月19日 · For the SIP feeds, there is the CTA and the UTP plan and they cover Tapes A,B and Tape C respectively. Is there an easy way to check on google what tape a stock would …
What's the difference between a stock trading on an exchange …
2020年12月21日 · As I recently learnt, all U.S. stocks are part of either Tape A, Tape B or C. Stocks listed on the NYSE are on Tape A, NASDAQ-listed stocks are on Tape C and …
Option Prices less than intrinsic value with Implied Volatility Solver
2024年12月1日 · I have recently received a dataset with SPX options. I tried solving for implied volatilities using a root solver. I noticed errors consistently popping up that is solvable via the …
Why isn't all market data free? - Quantitative Finance Stack Exchange
Why is [tick data] any more proprietary or the property of a market than the outcome of a baseball game? Wow, that's actually a really insightful question. I will say that the smaller exchanges …
quant trading strategies - Historical tick data level 1 and level 2 ...
Some trades happen "off the tape," which means the trade in inserted after completion of a block order. So, for example, a trade of 10,000 shares could be made up of 100 trades whose size is …
Trading C++ Libraries - Quantitative Finance Stack Exchange
2011年4月1日 · Are there any free c++ libraries that would have some of the functions that would be used in developing a trading strategy. For instance, calculating drawdown ...
Where to get long time historical intraday data?
2015年8月11日 · QuantGo.com : New firm where clients rent access to data by the month from multiple data vendors but have to use Amazon AWS cloud computers on QuantGo's platform. …
Backtesting in python continue build or buy available software
2024年9月30日 · I started building a backtesting application in Python to backtest and optimize trading strategies, but I've paused to assess whether to continue development or purchase …
PortfolioAnalytics R package - Error with the function "create ...
Issue The function create.EfficientFrontier from the PortfolioAnalytics package is outputting an error message that reads: Error in `colnames<-`(`*tmp*`, value = c("mean", "StdDev", "out", …
Why not break the volume every day into buy and sell volumes?
2018年5月13日 · By definition buy=sell volumes. You need a counter-party to make "volume" happen, therefore the cumulative buy=cumulative sell volume. Volume is predicated on your …