Tagged Questions
1
vote
3answers
130 views
Quick way to check what 'tape' a stock belongs to?
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 belong to? Particularly when it ...
0
votes
0answers
143 views
End of Day Market Data (One Minute Interval) for Commercial Purpose [closed]
I am developing a website and looking to use end-of-day data to calculate technical indicators and display them on it.
Please provide any financial data vendor that provides above mentioned data for ...
6
votes
3answers
288 views
What is an acceptable error on implied volatility?
Given an implied volatility surface (on equity indexes) and a calibrated model, what is the range of error on implied volatility a trader would accept ?
This obviously depends on the model used to ...
6
votes
3answers
371 views
How to account for jumps in intraday data when calculating beta?
I am calculating betas on intraday trade data at 15-minute intervals. For simplicity sake, let's assume I am modeling
\begin{equation}
Y = \beta * X + c
\end{equation}
where $Y$ is the return of XLF ...
6
votes
2answers
257 views
What close price to assume for thinly traded stocks?
If a thinly traded stock has not traded for the last few days (volume=0), is it better to use the last known trade price (i.e. roll over last non-missing trade price) or use last known ...
