Falcon, yes I got actual prices for each day/trade (closing and
opening prices). Yes, alot of work but worth it.
By the way, I updated the google doc. It has multi-entry data
for stock and options trades. The stock trades are a lift from
Matt's data. The last trade is included.
Posted by falcon5678 on 19th of May 2011 at 12:36 pm
Well my apologies then! I assumed you generated prices
based on a ramdom pricing model but if you based the trades on
actual bid/ask prices that is fantastic work! The vol
levels don't matter then for your results. I
suppose they matter in a general sense since anyone trading
options should be aware of those risks but as far as your results
are concerned - great work! Thanks for doing this. You
are right that the risks are mitigated by the average trade
length. Bottom line is - when a system is correct on 9 out of
10 directional trades you're going to make money trading options,
no matter how much the vols are moving.
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Falcon, yes I got actual
Feedback
Posted by tumbler on 19th of May 2011 at 11:58 am
Falcon, yes I got actual prices for each day/trade (closing and opening prices). Yes, alot of work but worth it.
By the way, I updated the google doc. It has multi-entry data for stock and options trades. The stock trades are a lift from Matt's data. The last trade is included.
https://spreadsheets.google.com/ccc?key=0Aozz_o09dO3mdEpVcC1lNzY4cEU1MnEwWkVNYzBzcFE&hl=en&authkey=CN3ZlJEJ#gid=0
tumbler , does your historical data
Posted by perthx on 19th of May 2011 at 12:47 pm
does your historical data give you the high and low for an option each day too?
perthx, unfortunately it doesn't. I
Posted by tumbler on 19th of May 2011 at 01:54 pm
perthx, unfortunately it doesn't. I know that would make your project much easier.
thx tumbler
Posted by perthx on 19th of May 2011 at 02:16 pm
yeah i my just have to go ahead and pay the $250 for a single month for such data.
Tom-think or swim appears to offer closing data only.
I think it has Open,
Posted by tom on 19th of May 2011 at 03:18 pm
I think it has Open, High, Low, Close
Well my apologies then! I
Posted by falcon5678 on 19th of May 2011 at 12:36 pm
Well my apologies then! I assumed you generated prices based on a ramdom pricing model but if you based the trades on actual bid/ask prices that is fantastic work! The vol levels don't matter then for your results. I suppose they matter in a general sense since anyone trading options should be aware of those risks but as far as your results are concerned - great work! Thanks for doing this. You are right that the risks are mitigated by the average trade length. Bottom line is - when a system is correct on 9 out of 10 directional trades you're going to make money trading options, no matter how much the vols are moving.