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according to their web site pyqt is free but licensed under gpl. if you're comfortable with gpl, that's fine. i'm not for a lot of what i do. of course, you can ignore the license for your own use but user beware.

i found a thinkscript that allows you to "export" historical data from thinkorswim. it takes a bit of work to get a valdi csv file but a little automation will fix that. https://usethinkscript.com/threads/exporting-historical-data-from-thinkorswim-for-external-analysis.507/

correct. during market hours the iv shown is the "correct" iv for that price (despite the fact that every broker platform has a different iv). what changing the iv in the model allows you to do is "what if" analysis. for example what if the price rises, the iv will generally fall and you can...

marcas, i'm in favor of sharing code and ideas. i find slack a little more inconvenient than this forum but i can deal with it. i can't share my programs, for various reasons, but i have a few public web sites with some graphing tools that anyone can use and i will share some code. most of what...

yes, i have my own analysis software and i can modify the iv of each leg separately, but you can do this in thinkorswim as well. if you click on the settings gear on the risk profile tab, it will display a form to change the vol and price. there's also another option for "more parameters". if...

what i do is use a different option analysis program. but, i believe this is caused by wide and distorted bid/ask spreads on the close. if you model the calendar as separate long and short strikes you can change the prices to reflect those prices a few minutes before the close. you can also...

sg, this is off topic, but i do exactly what you're doing in excel, using rtd. without vba you would have to do some manual entry, but not a lot. if you want help with the formulas for creating the opra codes or the p/l for credit or debit spreads i can show you what i'm using, but open a...

i saw another study related to this, now measuring the overnight gains vs. day gains during the pandemic. the authors noted that since april, all of the gains have been outside regular u.s. trading hours. i did my own analysis using spy as a proxy for the market, and again, it's true, but also...

for all the web developers out there... i found this trick to free your web application from the browser window. this is actually an html file running a javascript command. it will launch your web application in its own window without the address bar, toolbar, and tabs. edit the file to...

alpaca is a trading api for algorithmic traders. i'm not running any algorithms. i'm just using a python script statistical calculations for pairs trading. my main trading is options. i just thought pairs trading was an interesting diversion.

marcas, i posted a very early version of my python script in the pairs trading forum. i've added more features and that version used msn for a data source, but they stopped providing data with that url and i haven't been able to make the new url work for me. i've switched data providers in my...

brandon, i've used this trade for several months, but stopped after the crash because liquidity dried up in a lot of the stocks i was trading. i'll trade it again when liquidity returns. i've done it using stocks i own, as a covered call replacement, as well as using a longer term deep in the...

thanks for the inputs, guys. QT looks interesting but it seems like a very steep learning curve for my purposes. also, i have a lot of reservations about cross-platform development. dash is more for web development and i already invested a lot of time on a different web development approach. as...

i started learning python last year and as a script language it's pretty powerful, but i'm used to gui programming in java. i looked at tkinter and it is ok but very tedious. are there other python programmers in this forum? what gui packages are you using? i need a gui editor like what's...

barrons had an article on this subject in this week's edition. they speculated that there will be other changes coming in the future. they speculated that subscription-based trading could appear, where frequent traders, who require tools and data, would pay a monthly fee, and others would get...

thanks gary.

there's an article in the september "technical analysis of stocks and commodities" magazine, called "the limited risk reversal spread trade". it details a variation of a risk reversal, but it seems more like a variation of a long call to me. anyway, the article is written by robert j. seifert...

i never thought of growth vs. value as a pair trade before, but why not? this week barrons had an article about value finally replacing growth. i used vanguard value and growth etfs as the proxy but there are several other combinations of etfs you can use. i searched for some articles on the...

yes, that's when qqq relative performance fell below qqqe. i started a paper trade on the 22nd. btw, i don't claim credit for finding this. i was alerted about it by a news article. below are graphics for the relative performance charts and the equity curve of my paper trade. the equity...

i agree that weekly trades are usually theta trades, but i don't consider this a theta trade. the trade is open for hours, not days. i consider this a volatility trade. based on your comments i went back and re-analyzed the trade with the observed volatility parameters. i can model the...