101 reputation
6
bio website optionmetrics.com
location New York, United States
age
visits member for 8 months
seen May 10 at 17:54
stats profile views 9

Apr
26
comment Implied dividend estimation
I see... It is an interesting research point. I may need to experiment with the data though.
Apr
26
comment How to synchronize put and call option-data?
In reality you won't have exact match between call and put. You could send this question to support@optionmetrics.com and they would look why there is no corresponding put to a certain call contract.
Jan
9
comment Value options when the currency’s risk free rate is negative?
Setting the rates to zero would be the first instinct. Thanks!
Dec
7
comment Question on OptionMetrics: “Strike Price times 1000” differs too much from Index price
Yes, you can get an OptionMetrics manual, email me to bernstein.eli@gmail.com
Oct
22
comment Data feed API that uses REST?
As Freddy mentioned, it all depends on what you build. If you are attempting to build a real-time system you either should be avoiding HTTP APIs or the system you are building is not really real-time.
Sep
7
comment Question on OptionMetrics: “Strike Price times 1000” differs too much from Index price
Just to clarify: Are you seeking the general methodology for filtering the moneyness, or specifically in OptionMetrics data?