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Bradley Crossen

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Bradley left a comment on Incorrect implied volatility and delta for some se...

"Here is the log output from the first 3 months of 2015 (SPY):2015-01-01 00:00:00 Launching analysis ..."

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2 years ago


Bradley started the discussion

Incorrect implied volatility and delta for some security options pre-2017?

2 years ago


Bradley left a comment on SetFilter does not correctly choose the ATM strike...

"I think I figured it out. The equity prices are dividend adjusted while the option algorithm is not...."

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2 years ago


Bradley started the discussion

SetFilter does not correctly choose the ATM strike price

2 years ago


Bradley left a comment on Multiple Consolidators

"Wow, very useful. How does the consolidator decide which TradeBar is consolidated first? Is it alpha..."

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3 years ago


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Unlocked: 08-12-2018