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As volatility has a great influence on option prices, you'd like to sell options in high volatility environments and purchase options in moments of low volatility. But what is high/low volatility? Implied volatility rank (IVR) and implied volatility percentile (IVP) tell you this. The implied volatility rank is given by $$IVR=\frac{IV-52Low}{52High-52Low},$$...


QuantRocket is a research and trading platform that provides a REST API as well as Python API and CLI and supports trading global futures, equities, and FX through Interactive Brokers. There is sample code for trading futures and specific sections of the documentation for futures and combos. Disclaimer: I'm affiliated with QuantRocket.

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