677 reputation
616
bio website
location London, United Kingdom
age
visits member for 2 years, 11 months
seen Mar 18 at 23:41

Computer programmer.


May
31
awarded  Revival
May
26
awarded  Commentator
May
26
comment Utility to download historical Implied Volatility data from Interactive Brokers?
Brilliant, this is just what I'm looking for.
May
25
comment Whats the equation to calculate the area under the curve of a normal distribution, given an upper and lower standard deviation?
... and for anything finance related, the time series is never stationary, and this technique is only relevant to stationary time series.
May
25
accepted If I have a model that gives 10% “probability edge” over random chance, how do I calculate the position size?
May
25
comment If I have a model that gives 10% “probability edge” over random chance, how do I calculate the position size?
Now that is a very nice article - informal, but more informative than a splatter of opaque math symbols.
May
24
revised Utility to download historical Implied Volatility data from Interactive Brokers?
deleted 166 characters in body
May
24
revised Utility to download historical Implied Volatility data from Interactive Brokers?
deleted 11 characters in body
May
24
asked Utility to download historical Implied Volatility data from Interactive Brokers?
May
24
awarded  Scholar
May
24
accepted Whats the equation to calculate the area under the curve of a normal distribution, given an upper and lower standard deviation?
May
24
answered Whats the equation to calculate the area under the curve of a normal distribution, given an upper and lower standard deviation?
May
23
answered Training set of tick-by-tick data?
May
23
answered Drawbacks & Caveats of using (N)Esper for ESP/CEP in trading systems?
May
23
revised If I have a model that gives 10% “probability edge” over random chance, how do I calculate the position size?
added 110 characters in body
May
23
awarded  Suffrage
May
23
comment What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?
QCollector allows you to download 1-min historical data back to mid-2007 for any of the symbols available on IQfeed.
May
23
answered Mass Market Data Source
May
23
answered If I have a model that gives 10% “probability edge” over random chance, how do I calculate the position size?
May
23
comment If I have a model that gives 10% “probability edge” over random chance, how do I calculate the position size?
I'm not sure that this it the whole story. There is a big difference between buying $100 of IBM (which currently has 16% At-The-Money Implied Volatility) or SLV (which currently has 60% At-The-Money Implied Volatility).