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| bio | website | |
|---|---|---|
| location | Tokyo, Japan | |
| age | ||
| visits | member for | 1 year, 2 months |
| seen | 5 hours ago | |
| stats | profile views | 593 |
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May 9 |
revised |
Best way to store hourly/daily options data for research purposes added 660 characters in body |
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May 9 |
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Best way to store hourly/daily options data for research purposes @olaker, with all due respect to your function as moderator , may I point to the fact that I have not initiated any debate nor accused anyone. I was recommended by other moderators to flag unconstructive and accusing posts which I have done. I would appreciate if those who actually initiate false accusations to be called out and not those who take the time to help other users. I think I have done my best to tone down rhetoric. The other user has been very confrontational in similar ways before and I reserve the right to defend against false accusations. |
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May 9 |
comment |
Best way to store hourly/daily options data for research purposes @kristine, I pointed out I cited nobody. I derive my conclusions and recommendation from lots of implementations I have seen and that were presented to me as well as I have worked with. Do a simple Google search and if you still believe professionals store any sort of time series data, whether it be options chain data, tick data, or other time compressed data in SQL tables then all the power to you. I would never recommend anyone touching SQL to tackle time series data. I respect your answer (though I disagree) and hope you could also pay respect to others who put in time to help others. |
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May 9 |
revised |
Best way to store hourly/daily options data for research purposes added 1585 characters in body |
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May 9 |
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Best way to store hourly/daily options data for research purposes @sashkello, I recommend you to think only about your requirements first. Do not get confused by someone who is ecstatic about Redis or SQL or what have you. You want to store data (speed is not so important), you want to query data fast and flexibly, you probably want to query it in R as well because you mentioned you want to profile and analyze said data. You want to look for a solution that can grow dynamically and which is extensible. Read up what people use to store time series. After that decide whether any SQL solution actually makes sense here or other solutions solve the problem better |
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May 8 |
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Best way to store hourly/daily options data for research purposes @sashkello, I added some content based on your requirements. |
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May 8 |
revised |
Best way to store hourly/daily options data for research purposes added 727 characters in body |
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May 8 |
answered | Best way to store hourly/daily options data for research purposes |
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May 7 |
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Relationship between European, American options volatility define "monotone in volatility" please. Do you mean volatility being deterministic? |
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May 2 |
revised |
Call vs. Put Option deleted 7 characters in body |
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May 2 |
revised |
Call vs. Put Option deleted 7 characters in body |
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May 2 |
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Call vs. Put Option Sorry I just commented above while you purged. I wanted to explain my rational for the downvote. |
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May 2 |
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Call vs. Put Option I downvoted for the following reasons: You did not answer either question, instead you claimed other answers are incorrect without the slightest reasoning why. Then you claimed the answer can only be found through conditional probabilities. Not only did you not show at all how your conditional probability solution looks like but it is factually wrong that the question can only be answered through conditional probabilities. Your links did not support your answer other than tossing in wikis and academic papers. What can I say, I simply think most of your answer is taken from other posts. Sorry. |
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May 2 |
revised |
Call vs. Put Option edited body |
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May 1 |
revised |
Call vs. Put Option added 1 characters in body |
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Apr 30 |
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Call vs. Put Option By the way I made the statement about not needing to make any distributional assumption in regards to your very specific case and question. |
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Apr 30 |
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Call vs. Put Option Nice attitude towards those that tried to help you and that may be many years of professional work experience senior to you. |
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Apr 30 |
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Call vs. Put Option Put Call Parity is both intuitive and mathematical, two ATM options are not subject to skew nor distributional assumptions of the underlying. If that is not intuitive then I do not recommend considering a career in options |
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Apr 30 |
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Call vs. Put Option SRKX, thanks a thousand for the edit and apologies |
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Apr 30 |
revised |
Call vs. Put Option added 197 characters in body |
