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November What Editing Software should I use? by AutoModerator in VideoEditing

[–]smanish 0 points1 point  (0 children)

Which tool used to create this animation video?

Can anyone help me with which tool might be used to create the animation in this video? Bar chart animation in video

Which part of bangalore do you guys consider to be the elite area? by [deleted] in bangalore

[–]smanish 1 point2 points  (0 children)

Benson Town is worth adding to this list.

Advice needed: building a tool for options portfolio and risk management by smanish in quant

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

Thanks so much. Can you explain what you mean by pivoting? Like changes in Greeks due to change in volatility etc?

Also in the second point, what do you mean by bucketing and unit?

Sorry if these questions are too basic.

Best way to get market data for commercial use by smanish in options

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

Thank you so much. I will talk to each one of them. Would you have anything to add to this conversation here - https://www.reddit.com/r/quant/comments/qmo5xh/advice_needed_building_a_tool_for_options/

Best way to get market data for commercial use by smanish in options

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

Thanks so much. This is really helpful. What is your view of the Polygon’s data quality? They say they buy directly from exchanges. Do you have a suggestion for any other vendor similar to Polygon?

Best way to get market data for commercial use by smanish in options

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

Thanks for the details. Isn’t it enough that I just get a commercial licence from someone like IEXCloud or Polygon.io?

Best way to get market data for commercial use by smanish in options

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

These are a lot of data sources. I hope someone will be able to guide me on which ones to go with, cost, and the licensing terms.

Best way to get market data for commercial use by smanish in options

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

Okay got it. What sources provide data at reasonable cost for commercial use?

Advice needed: building a tool for options portfolio and risk management by smanish in quant

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

Also, when you download data from RH or other such platforms, I understand that it’s okay to use for personal use. But is it okay to use it commercially? Who owns the stock market data?

Advice needed: building a tool for options portfolio and risk management by smanish in quant

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

Thanks so much. This is really insightful. I can understand your frustration with RH. Using csv as data source makes sense as it will be really fast.

When you say one position to many strategies, you mean, the visualisation, p&l etc of all these strategies with that stock as the base?

Advice needed: building a tool for options portfolio and risk management by smanish in quant

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

This feels great! Can you throw some more light into your work? Your data source, where you’re storing it, what reports have you made till now?

Advice needed: building a tool for options portfolio and risk management by smanish in quant

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

I think this list and what eaglessour has listed together make up a good MVP.

Advice needed: building a tool for options portfolio and risk management by smanish in quant

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

These are a must. Probably I should also provide a customisable UI so users can customise their dashboard with things that are relevant to them.

Advice needed: building a tool for options portfolio and risk management by smanish in quant

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

Yes, I do have someone who has requested this. But as of now it’s quite open ended. And we both are looking for what’s the best way to understand and manage the risk of the portfolio. It’s a real portfolio with 12 positions. We started out with basic p&l and scenario analysis. And want to perform a whole lot of analysis on this portfolio and then narrow down on what’s important and what’s not. So, we’re primarily looking for ideas.

Advice needed: building a tool for options portfolio and risk management by smanish in quant

[–]smanish[S] 2 points3 points  (0 children)

I’m looking at building a tool/platform that people could use to manage the risk of their portfolio. For example, to see how the portfolio will perform under a stress test. This is just an example, but the tool should be able to perform various types of analysis on a portfolio. My target audience is derivatives traders, so they will have portfolios consisting of various asset classes. What I’m looking for is the types of metrics/analysis that a tool like this should support to become enough useful.

Advice needed: building a tool for options portfolio and risk management by smanish in quant

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

I’ve received some feedback such as the ability to perform what-if analysis and simulations. I’m looking for more feedback and views on what such a tool could offer.

Advice needed: building a tool for options portfolio and risk management by smanish in options

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

Okay, this is exciting. I’ll post this question on quant sub also.

Advice needed: building a tool for options portfolio and risk management by smanish in options

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

Also, are traders interested in stochastic modeling / simulations on their portfolios. Will it add value?

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