Closed kevinxuht closed 3 years ago
Options data - We have implied volatility data for US stocks
Interesting project now: as price series is overly traded. Options data is more interesting.
options volume reflects institutional player's view on the stocks.
Data consists of:
Anson and Thomas discusses on retrieving data from SQL
Rest of team: think of a backtester following the principle of QuantConnect
Object-Oriented Way
model: take the price data, output actions
transform actions to actual trades & rebalancing of shares (with price & log-return data)
To-do: How to merge the dataset -MongoDB has no schema, it's quite bad.
AV data - Parallelise across API keys, get insynchrounous data - good future project plan. No rush for this from the daily forecast team
Options data - We have implied volatility data for US stocks
Interesting project now: as price series is overly traded. Options data is more interesting.
options volume reflects institutional player's view on the stocks.
Data consists of:
Anson and Thomas discusses on retrieving data from SQL
Rest of team: think of a backtester following the principle of QuantConnect
Object-Oriented Way
model: take the price data, output actions
transform actions to actual trades & rebalancing of shares (with price & log-return data)
To-do: How to merge the dataset -MongoDB has no schema, it's quite bad.
AV data - Parallelise across API keys, get insynchrounous data - good future project plan. No rush for this from the daily forecast team