Month: September 2014

Could you use Forward looking implied volatility with Excel add in and Matlab script for Yahoo Finance option chain data

Could you use Forward looking implied volatility with Excel add in and Matlab script for Yahoo Finance option chain data This is one of those moments where you feel this will make a HUGE difference to stay in the marketslonger tern. In OTW, make more money!!  Forward looking implied volatility with Excel add in …

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Financial Engineers Quants London Special offer: Financial Quants & Engineering Meet-Up members!

Just a reminder our our new upcoming meetup, Thomson Reuters will be also provide attendees with FREE samples of tick history data. The Fast Data Driven Business meetup Tick History provides 2 petabytes of microsecond, time-stamped tick data – dating back to January 1996 – covering more than 45 million OTC and exchange-traded instruments worldwide. …

Financial Engineers Quants London Special offer: Financial Quants & Engineering Meet-Up members! Read More »

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