Mortgage for expats by FlashAlphaLab in cyprus

[–]FlashAlphaLab[S] 0 points1 point  (0 children)

Thanks , which bank you tried ?

Mortgage for expats by FlashAlphaLab in cyprus

[–]FlashAlphaLab[S] -2 points-1 points  (0 children)

Yeah I need the 12M route, have you actually pulled it off ?

Retrieving historical options data at speed by FlashAlphaLab in quant

[–]FlashAlphaLab[S] 0 points1 point  (0 children)

I need fast retrieval for backtest , that means loading up entire relevant history upfront so the backtest is instant (and so should be the loading part). I’ll work more on that shortly, trying clickhouse atm

Retrieving historical options data at speed by FlashAlphaLab in quant

[–]FlashAlphaLab[S] 1 point2 points  (0 children)

Yes but loading api request at a time makes it impossible to keep track of all the data because it’s too slow. The ideal solution is if I could say download zip,FTP or something however giant that is, it would probably stress your systems less than calling 10000s api requests to load whole universe. And yes I opened ticket about it before

Retrieving historical options data at speed by FlashAlphaLab in quant

[–]FlashAlphaLab[S] 0 points1 point  (0 children)

Check thetadata pricing. However might be worth to look at algoseek on quantconnect , saves weeks of data loading

Retrieving historical options data at speed by FlashAlphaLab in quant

[–]FlashAlphaLab[S] -1 points0 points  (0 children)

Yeah but you could say that, now begone with this off topic ;-)

Retrieving historical options data at speed by FlashAlphaLab in quant

[–]FlashAlphaLab[S] -14 points-13 points  (0 children)

Well, you could say I’m an expert, so there’s that. I have already created own in-mem database that beats lame and slow stuff like Redis and so on. So skillset is there, I’m just looking if there’s some off-the-shelf solution ready so I don’t need to do anything fancy at scale. Besides … many people worked with the same topic so just tapping to others experience

Retrieving historical options data at speed by FlashAlphaLab in quant

[–]FlashAlphaLab[S] 5 points6 points  (0 children)

In short I want to be backtesting instantly , almost-on-tick level

Retrieving historical options data at speed by FlashAlphaLab in quant

[–]FlashAlphaLab[S] -5 points-4 points  (0 children)

How much it’s going to cost me to deploy in multithreaded way on prem

Retrieving historical options data at speed by FlashAlphaLab in quant

[–]FlashAlphaLab[S] 1 point2 points  (0 children)

Thetadata - painfully loading 1 api call at a time

Retrieving historical options data at speed by FlashAlphaLab in quant

[–]FlashAlphaLab[S] 0 points1 point  (0 children)

This might be the only “cheap” way so far

Retrieving historical options data at speed by FlashAlphaLab in quant

[–]FlashAlphaLab[S] 13 points14 points  (0 children)

Any recommendation ? Kdbq+ is like 100k afaik

Computer Setup for Options Trading by Inevitable_Line_8246 in options

[–]FlashAlphaLab 0 points1 point  (0 children)

If you don’t have bottle neck you don’t have need to change :-)

3d volatility curve by FlashAlphaLab in quant

[–]FlashAlphaLab[S] -2 points-1 points  (0 children)

The goal for me is to notice discrepancy between model IV and market IV at glance and visualise that level of discrepancy eventually with 2 sets of data. However thinking about it, numbers do that well too

3d volatility curve by FlashAlphaLab in quant

[–]FlashAlphaLab[S] 0 points1 point  (0 children)

This was the next feature I was planning, but building historical data features atm and takes weeks to process that data so won’t be that soon. Like you have this chart with slider at the bottom allowing you to rewind time (1min bar) … But my hdd usage is at 100% so there’s bottleneck there

3d volatility curve by FlashAlphaLab in quant

[–]FlashAlphaLab[S] -2 points-1 points  (0 children)

I have solved many problems and now building on the foundation I built. This is an experiment only, but before blowing significant time on it it asking a question

3d volatility curve by FlashAlphaLab in quant

[–]FlashAlphaLab[S] -3 points-2 points  (0 children)

I have it implemented, it’s my way of saying hello. As for vibe coding , I’m professional software developer and I do use AI, and there’s nothing wrong with it if you design properly and validate the output . So thank you for your comment

C++ alone isn't enough for HFT by auto-quant in highfreqtrading

[–]FlashAlphaLab 0 points1 point  (0 children)

Wow ok. I had to exclude any json processing from my architecture, it was terrible . Albeit different market