b*******e
发帖数: 6389 | 1 研究option难在没有历史数据，把这个做好了比在这里扯淡强百倍。 |
g****u
发帖数: 695 | 2 Tradestation 就提供 option 的历史数据。
【在 b*******e 的大作中提到】
: 研究option难在没有历史数据，把这个做好了比在这里扯淡强百倍。
|
b*******e
发帖数: 6389 | 3 Only 6 months of tick data for Historical Options Data.
But how to study the options changes during the big drop in October 2008?
【在 g****u 的大作中提到】
: Tradestation 就提供 option 的历史数据。
|
m********0
发帖数: 2717 | 4 there are many places you can purchase the historical data.
The issue is not there is no place to get it but what you can do about it to
justify the price -
【在 b*******e 的大作中提到】
: Only 6 months of tick data for Historical Options Data.
: But how to study the options changes during the big drop in October 2008?
|
b*******e
发帖数: 6389 | 5 雅虎提供股票数据，哪个网站提供免费options数据。
分析options数据网上有一箩筐软件，很多是免费的。
to
【在 m********0 的大作中提到】
: there are many places you can purchase the historical data.
: The issue is not there is no place to get it but what you can do about it to
: justify the price -
|
w*****y
发帖数: 2182 | |
m********0
发帖数: 2717 | 7 Did I say free?
The only time I heard about long term free option price was
from one intern.
He worked for a professor which had option data from CBOE. very expensive.
Nevertheless, if you are very good at programming, you could try to make a
script to grab data everyday, must be multithreading to get many ticker.
Plus, why don't you build your own historical database if you really are
interested with option trading. Some ppl posted thread saying they use IB to
record live data and feed them int
【在 b*******e 的大作中提到】
: 雅虎提供股票数据，哪个网站提供免费options数据。
: 分析options数据网上有一箩筐软件，很多是免费的。
:
: to
|
w******s
发帖数: 16209 | 8 我自己一直有买很贵很贵的data, 但一直不知道怎么用, 姑娘指导指导吧.
to
【在 m********0 的大作中提到】
: Did I say free?
: The only time I heard about long term free option price was
: from one intern.
: He worked for a professor which had option data from CBOE. very expensive.
: Nevertheless, if you are very good at programming, you could try to make a
: script to grab data everyday, must be multithreading to get many ticker.
: Plus, why don't you build your own historical database if you really are
: interested with option trading. Some ppl posted thread saying they use IB to
: record live data and feed them int
|
m********0
发帖数: 2717 | 9 很多人不都向你看齐么，还用我指导啊，埋汰我。
【在 w******s 的大作中提到】
: 我自己一直有买很贵很贵的data, 但一直不知道怎么用, 姑娘指导指导吧.
:
: to
|
c******e
发帖数: 1581 | 10 I sometime use the website below. Hope it helps.
http://www.optionistics.com/
【在 b*******e 的大作中提到】
: 雅虎提供股票数据，哪个网站提供免费options数据。
: 分析options数据网上有一箩筐软件，很多是免费的。
:
: to
|
|
|
b*******e
发帖数: 6389 | 11 Looks good, thanks.
But how to get historical options data that expired in 2007 and 2008?
【在 c******e 的大作中提到】
: I sometime use the website below. Hope it helps.
: http://www.optionistics.com/
|
w******s
发帖数: 16209 | 12 我会的我看你都知道, 而且比较爱钻研.
和你说的一样, 数据买了主要是怎么用起来.
【在 m********0 的大作中提到】
: 很多人不都向你看齐么，还用我指导啊，埋汰我。
|
b*******e
发帖数: 6389 | 13 记录options价格的程序很早以前就有了。如果没有，也不会来发这个帖子。
俺的意思，大家把数据一贴，怎么讨论都行。没数据有啥好讨论的。
to
【在 m********0 的大作中提到】
: Did I say free?
: The only time I heard about long term free option price was
: from one intern.
: He worked for a professor which had option data from CBOE. very expensive.
: Nevertheless, if you are very good at programming, you could try to make a
: script to grab data everyday, must be multithreading to get many ticker.
: Plus, why don't you build your own historical database if you really are
: interested with option trading. Some ppl posted thread saying they use IB to
: record live data and feed them int
|
x********9
发帖数: 266 | 14 bloomberg
就有啊
查ＩＶ不就可以了？
【在 b*******e 的大作中提到】
: Looks good, thanks.
: But how to get historical options data that expired in 2007 and 2008?
|
m********0
发帖数: 2717 | 15 我发过N篇OPTION的数据贴了。
你有，就共享一下code？
【在 b*******e 的大作中提到】
: 记录options价格的程序很早以前就有了。如果没有，也不会来发这个帖子。
: 俺的意思，大家把数据一贴，怎么讨论都行。没数据有啥好讨论的。
:
: to
|
b*******e
发帖数: 6389 | 16 有08年免费数据啊？给个link啊，找了半天没发现。
【在 x********9 的大作中提到】
: bloomberg
: 就有啊
: 查ＩＶ不就可以了？
|
m********0
发帖数: 2717 | 17 给个ticker，我可以帮你找。我有terminal用。 怎么可能free？
【在 b*******e 的大作中提到】
: 有08年免费数据啊？给个link啊，找了半天没发现。
|
c******e
发帖数: 1581 | 18 Can you explain briefly why you need option data of three years ago?
The heaviest factor influencing option price is IV, which is totally
decided by traders. Just my understanding.
So I always play difference of IV. The IV can be calculated from the
underlying stock historical data.
【在 b*******e 的大作中提到】
: Looks good, thanks.
: But how to get historical options data that expired in 2007 and 2008?
|
x********9
发帖数: 266 | 19 不是bloomberg的网站，是它的终端
【在 b*******e 的大作中提到】
: 有08年免费数据啊？给个link啊，找了半天没发现。
|
b*******e
发帖数: 6389 | 20 你的研究态度是得到认可的，这帖子不是说你的。
共享这种code出力不讨好，最后还招一身埋怨。
【在 m********0 的大作中提到】
: 我发过N篇OPTION的数据贴了。
: 你有，就共享一下code？
|
b*******e
发帖数: 6389 | 21 数据我也有。只是没有免费数据，做个options分析软件也卖不动啊。
【在 m********0 的大作中提到】
: 给个ticker，我可以帮你找。我有terminal用。 怎么可能free？
|
b*******e
发帖数: 6389 | 22 Just want to backtest the first derivative of some parameters.
【在 c******e 的大作中提到】
: Can you explain briefly why you need option data of three years ago?
: The heaviest factor influencing option price is IV, which is totally
: decided by traders. Just my understanding.
: So I always play difference of IV. The IV can be calculated from the
: underlying stock historical data.
:
|
