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 ...

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....

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...

2 years ago