I am looking for historical implied volatility data, and I see that QUANDL has this data from two sources - ORATS and Quantcha. I was wondering if people have any views on which data is higher quality or more usable, or?!
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$\begingroup$ I've not heard of either source. I'd ask for a sample or preview and draw your own conclusion. $\endgroup$– ChrisSep 30, 2020 at 1:01
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$\begingroup$ @Chris these are the two sources on Quandl. As for samples, they are not necessarily indicative of the quality of the data. $\endgroup$– Igor RivinSep 30, 2020 at 1:56
2 Answers
Haven't heard of Quantcha before. I have heard of ORATS but haven't purchased any data from them personally. Have you tried getting sample data from these sources yet?