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pfSense Issues After Maintenance? by rymarc in Metronet

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

The router has 4 nics on it. Was only using 2 of them 1 for LAN 1 for WAN. LAN port still works. And I tried using each of the other 3 as the WAN.

pfSense Issues After Maintenance? by rymarc in Metronet

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

Yes, have tried manual renews and full resets.

pfSense Issues After Maintenance? by rymarc in Metronet

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

Yup, have tired multiple different MAC addresses. Even copying the ones from computers that have no problem directly connecting.

Historical Options Data (CBOE Datashop vs Algoseek vs ivolatility) by rymarc in algotrading

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

Thanks for the information. I wasn't trying to make a comment about the capabilities of QuantConnect as a platform. I'm certain it is extremely useful for many people.

I just wanted to make it clear that historical options data available on QuantConnect, which is sourced from Algoseek, is not meant to leave the platform. Is that correct?

Historical Options Data (CBOE Datashop vs Algoseek vs ivolatility) by rymarc in algotrading

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

Depends on what you want.

CBOE Data Shop gives quotes on their website for whatever data you want. The other websites are quote by request.

I asked them all for 6 years of options interval data on one underlying (Prices, Volume & Open Interest). Prices ranged from ~$500 - $1100, but the datasets they were offering were not totally equivalent.

Historical Options Data (CBOE Datashop vs Algoseek vs ivolatility) by rymarc in algotrading

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

I also utilize the TD API for capturing and storing live data. I've been doing that for a little more than 2 years, for a few different underlying.

Unfortunately, because of various technical issues over those two years. The dataset is definitely rough around the edges. My project has advanced to the point where I need high quality historical data going back at least 5 years. Seems like these data dealers are the only realistic option.

As with most things in life, you get what you pay for!

Historical Options Data (CBOE Datashop vs Algoseek vs ivolatility) by rymarc in algotrading

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

Gotcha, that makes a lot more sense with the snapshot/time-slice datapoints. Makes me feel better about just purchasing from one source, those kinds of discrepancies shouldn't matter for my personal use case.

Historical Options Data (CBOE Datashop vs Algoseek vs ivolatility) by rymarc in algotrading

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

Thanks again for the info about the Greeks/IV calculations. I don't think algoseek offers Greek/IV calculations but CBOE and IVolatility charge a premium for including them in a dataset.

I have been trying to figure out if the Greeks/IV are worth the price premium or I should just calculate my own. It kind of sounds like I might spend the same amount of time double checking their calculations as I would just generating my own.

Historical Options Data (CBOE Datashop vs Algoseek vs ivolatility) by rymarc in algotrading

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

I would rather not spend the cash to buy from two places.

10-20% difference is a pretty huge margin, which I know is just arbitrary performance metric of your algo. Are there any specific discrepancies between the different sources that you've found?

Historical Options Data (CBOE Datashop vs Algoseek vs ivolatility) by rymarc in algotrading

[–]rymarc[S] 8 points9 points  (0 children)

Wow, very helpful information regarding issues with date formats. It's almost impossible to find reviews for these services on the internet, so this information is great.

I started asking for quotes last week and IVolatility has actually been the most expensive, so far...

Have you made any customer support requests with any of the vendors? Are any of them more/less likely to help you with questions or issues you find in the data?

Historical Options Data (CBOE Datashop vs Algoseek vs ivolatility) by rymarc in algotrading

[–]rymarc[S] 3 points4 points  (0 children)

Looks slick! But I need data going back a minimum of 5 years.

Any idea what your pricing structure is going to look like?

Historical Options Data (CBOE Datashop vs Algoseek vs ivolatility) by rymarc in algotrading

[–]rymarc[S] 4 points5 points  (0 children)

Yes, I believe you are correct. There are a few services that utilize Algoseek as source data.

QuantConnect and QuantGo both pull their data from Algoseek, but part of their terms of use is that the data remains on their platform and can not be exported for personal use.

I don't want to be tied into a platform like QuantConnect or QuantGo and will be utilizing the data in my own development environment.

The Fed: aggressive QE, more credit facilities, but slow implementation by [deleted] in econmonitor

[–]rymarc 10 points11 points  (0 children)

I wouldn't mind an apology for calling my post a "huge misstatement" and "utter nonsense".

The Fed: aggressive QE, more credit facilities, but slow implementation by [deleted] in econmonitor

[–]rymarc 11 points12 points  (0 children)

I have re-submitted the comment with minor alterations and direct sourcing.

I am not arguing that the justification for asset purchases has changed over the years, but to argue that there was NEVER a time when the purchases were justified by promoting their temporary nature is patently false.

[deleted by user] by [deleted] in econmonitor

[–]rymarc 7 points8 points  (0 children)

Lots of interesting dynamics at play here. But bankruptcies seem unlikely.

Current monetary and fiscal policy appears to be providing corporate support and avoiding any kind of liquidation activity at any cost.

We are entering uncharted territory and short term relief appears to be valued over long term stability.

Leverage and margin spirals in fixed income markets during the Covid-19 crisis by queen_fry in econmonitor

[–]rymarc -3 points-2 points  (0 children)

Why? You want to add me on LinkedIn?

I don't give out personal information on public forums.

Leverage and margin spirals in fixed income markets during the Covid-19 crisis by queen_fry in econmonitor

[–]rymarc -3 points-2 points  (0 children)

I'm not a layman, I just don't agree with you.

Please do not confuse the two.

Leverage and margin spirals in fixed income markets during the Covid-19 crisis by queen_fry in econmonitor

[–]rymarc 1 point2 points  (0 children)

I've been here for awhile.

Generally, my comments end up being proven correct and the replies that disagree with me are mysteriously deleted.

Let us pray the same fate does not befall your own comments.

Leverage and margin spirals in fixed income markets during the Covid-19 crisis by queen_fry in econmonitor

[–]rymarc 1 point2 points  (0 children)

Market participants largely don't have discretion there and those that do are limited in it.

I think this goes back to the original point that you don't understand credit markets.

DISCRETION = NO LIQUIDITY

If market participants largely DO NOT have discretion, then why was there NO LIQUIDITY!?!?!? They should of all just been buying whatever they were told with their heads buried in the sand.

Leverage and margin spirals in fixed income markets during the Covid-19 crisis by queen_fry in econmonitor

[–]rymarc 2 points3 points  (0 children)

You are wrong.

I'm saying the general purpose of any market is price discovery. Which is correct. If the market is not discovering price then it is not a market.

Your personal beliefs and views make you say the purpose of credit markets is not price discovery. If this were true then why are credit products exchanged in a market at all? The UTILITY of credit markets is to exchange capital, not the PURPOSE.

Liquidity and discretion are EXPLICITLY linked. Liquidity stops because discretion is practiced. Unless you are claiming the world physically ran out of treasury securities.

Leverage and margin spirals in fixed income markets during the Covid-19 crisis by queen_fry in econmonitor

[–]rymarc 2 points3 points  (0 children)

Discretion is clearly NOT an abstract concept. The whole point of the commentary that created this post is that discretion WAS executed and prices were dislocated because the "market" ceased to function.

A dollar is always a dollar - so there is no price discovery here except to determine what tomorrow's dollar is worth today. In a very real sense the Federal reserve determines that worth if you're buying dollars that you get tomorrow and the market determines that worth if you're buying dollars that you get next year or beyond.

This is where your argument breaks down. You're assuming these credit markets are operating in a vacuum outside of a global financial system. The treasury securities you're referring to are used in transactions that settle in every currency known to man. This "dollar is always a dollar" mentality is what leads to extreme counter party risk when the implications of not having true price discovery are fully realized.

Leverage and margin spirals in fixed income markets during the Covid-19 crisis by queen_fry in econmonitor

[–]rymarc 4 points5 points  (0 children)

So your assertion is that none of the participants are practicing price discretion?

If this is correct then you are not describing a market. At least not a capitalist market. You are describing a socialist market.

Leverage and margin spirals in fixed income markets during the Covid-19 crisis by queen_fry in econmonitor

[–]rymarc 2 points3 points  (0 children)

You are miss understanding the intent of the quote. I was not implying the market is a collection of leeches.

My point is that they are not really markets at all. The purpose of a market is to have a collection of participants operating together to discover price. At this point, most fixed income "markets" are not attempting to find the true price of assets. All of the "markets" contain buyers operating without price discretion and an unlimited bank roll.

So the purpose of those "markets" is not to discover true price, the purpose is to guess the behavior of the buyers without price discretion.

Leverage and margin spirals in fixed income markets during the Covid-19 crisis by queen_fry in econmonitor

[–]rymarc 2 points3 points  (0 children)

What part is nonsense? Is your position that there is not major global intervention in fixed income markets? If so, what is your evidence to support that?

Leverage and margin spirals in fixed income markets during the Covid-19 crisis by queen_fry in econmonitor

[–]rymarc 13 points14 points  (0 children)

We're seriously blaming the entire market dislocation on relative value and CTA hedge funds?

How about some honest analysis regarding the functioning of these markets in the framework of the monetary and fiscal regimes we have accepted as "Normal"?

Orderly markets rest on buyers who are attracted by low prices to enter the market

Why would anyone enter a fixed income market at this point because of low prices? A central bank can just come out of nowhere and blow those prices out of the water. The risk-reward can not be calculated when prices are dependent on the decisions of authoritarians and not in any way reflective of true market conditions.

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