Northern boy

Forex Historical Data has tons (going back to 1980) of free intraday forex data in CSV format that can be uploaded to a spreadsheet (at least I assume it can).

thanks. any for commodities or specific stocks?

thanks, more sources welcomed.

Does anyone know where to get Intra-day data for Excel? Preferably free, but if not that's fine too. Looking ideally for forex data, but commodities and equities will do. Website I used to use isn't working anymore. Thanks

http://www.cfosfx.com check these guys out, I'm not sure how reliable they are, says they are an NFA member. this is the only one I've come across through google.

I've noticed these options are very hard to find for a retail trader, and I think this is deliberate to deprive you of several opportunities. I can't think of another reason why options on forex would be so difficult to find on the retail level. If you ever do find a provider, let me know.

How do you calculate standard deviation of realized volatility from Mean (IV)? Is it normally distributed? Terrible in math, need help desperately. Thanks.

I don't think this is a call that should be made with TA. You need to figure out how much more damage is left to be unveiled in Europe imo.

...Until I found out about volatility swaps. lol. I KNEW there was an easier way! Their construct and pay off is simple. You arrange a notional amount, a strike (V%), and the pay-out at maturity is: 'notional' * (realized volatility - strike) there's no premiums involved. They just trade your book. Google: "Salomon Smith Barney Exotic Equity Derivatives Manual" to read further about the products. There's: 'Realized', 'Implied', and 'Capped' volatility swaps. If looking to hedge vega, Implied is what you want. Ta-da! :crap: This drops the standard dev on my strategy at least 5% ps: Nate, clear your inbox. I can't send you any messages. :p

lol high powered brain, I can't do math for my life. I'm not saying I'm gonna do it (delta hedge), besides I'm pretty strapped for free "investing cash" since my directional bets from last year went to shit . If I knew then, what I know now... Anyway. I'm not studying options to try and game from them, I was reading about em because I'm trying to piece a strategy together that exploits noise differences in correlating assets. But it has a hole in which I thought options could fill. Maybe I'll ask your help with it later,... The problems you mentioned with delta hedging, regarding contract sizing.... those are only really problems in the futures market are they not? If you're delta hedging an option in forex or stock there's no problem. As for the problem of commissions... play it on a larger time frame... commission is insignificant then. Playing roulette with vega... I dunno... but in theory it's a 50/50 risk/reward to the blind isn't it? It can benefit you as much as it can hurt you. And can't you hedge it with the VIX? ps: Isn't Stock Talk full of spam now? UGh... I wish I was betting directional now.... not then... market bottom? i want money for high beta stocks :2c:

suppose you sell the option 10% OTM to avoid the biggest delta changes, making your hedging job easier. Sure neutralizing delta is a job... but for the slight inaccuracies you make... won't the collection of Theta be predominant? I don't know everything about options pricing, but theta seems to me to be a one way street without any trade-offs. Why can't you just isolate it? I'm sure the sell-side on Wallstreet runs delta hedging programs for every option they sell, unless they're making a directional bet. So why can't the average Joe?

Anyway, I agree with DarthTrader. There's no sense being on the buy-side of options because of -theta. (Unless you know something, or found a system that averages a good return after -theta)

I was just wondering why you can't sell an option, delta hedge it, and collect theta(premium).

but you don't know what I'm doing. I'm not just shorting volatility on its own... I was looking for an option as a hedge for a strategy I want to improve. What's wrong with using options (particularly a butterfly) to bet against price finishing where it started? I think my sharpe ratio is better off with it than without. You really think that probability is useless? That, with enough data, the stochastic process doesn't break even. The distances for price to travel and the frequencies in which they should occur relative to one another don't matter? On what time frames even? Maybe the larger the time frame, the less efficient. But how much less efficient? The market isn't random, but it's not stupid either. I'm not leaving behind that logic unless you prove me wrong. I'm not driving myself crazy trying to debunk my common sense either for something that would be a pain in the ass to prove lol.

well you could go long a straddle every day, but it would cost you a lot of commission to reset that option position every day to protect you from something that will hardly happen.. your software isn't that bad is it?