The tag has no usage guidance.

learn more… | top users | synonyms

6
votes
1answer
703 views

Need historical prices of EUREX American and European style options

I am trying to get the historical price data on selected American and European style options at EUREX. I am not familiar with their system. Does any one know whether they have something like yahoo ...
1
vote
1answer
111 views

Where to obtain Eurex level 2 historical order book data from?

What are some possible sources to obtain Eurex level 2 historical order book data from? Unfortunately I have only been able to find 1 source - namely Eurex itself, which charges 2000 Euro/month for ...
2
votes
1answer
498 views

How to automate the margin requirements for Eurex markets?

I'm looking at automating the calculation of margin requirements for a portfolio of Eurex markets. Eurex describe the margin calculations in this document. However, the only tool I can find is a ...
4
votes
1answer
409 views

European turbo warrants

Totally new to the world of quant finance, so perhaps this is an odd question... Does there exist an American equivalent to the German style "knock out zertifkate"? (The name might be slightly ...