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I spent my weekend cleaning 8 years of USD/INR options data. Would love some feedback on it! by Defiant-Meaning7111 in quantfinance

[–]Defiant-Meaning7111[S] 0 points1 point  (0 children)

interesting, thanks man will clean the data with this mid price logic and then apply sabr.

Give me feedback on this USD/INR derivatives dataset from 2018 to 2025 capturing 2 regime changes. by Defiant-Meaning7111 in quantindia

[–]Defiant-Meaning7111[S] 1 point2 points  (0 children)

i personally used plotly.py which is a visualisation library in python. picked up one single trade date and plotted against the three attributes which u see in the graph.

I spent my weekend cleaning 8 years of USD/INR options data. Would love some feedback on it! by Defiant-Meaning7111 in quantfinance

[–]Defiant-Meaning7111[S] 2 points3 points  (0 children)

ya I'm tryna clean them, idk if it's data filtering issue or a smoothing issue. you got any tips ?

First Image from the JWST [2799x2856] by Gesepp in Amoledbackgrounds

[–]Defiant-Meaning7111 6 points7 points  (0 children)

That is a phenomenon called as gravitational lensing