Moreover a function to calculate the price and greeeks calculateOptionPrice() <http://www.interactivebrokers.com/php/apiUsersGuide/apiguide.htm#apiguide/apicover/apicover.htm> and a functiton to calculate the implied volatility
calculateImpliedVolatility() Da On Fri, Apr 8, 2011 at 6:10 PM, Da Xu <[email protected]> wrote: > > IB does provide an option risk and pricing method tickOptionComputation() in > their APIs: > > > http://www.interactivebrokers.com/php/apiUsersGuide/apiguide.htm#apiguide/apicover/apicover.htm > > > Da > > > > > > > On Thu, Apr 7, 2011 at 12:17 PM, ShaggsTheStud <[email protected]>wrote: > >> The full source code of JBT is available. Time to roll up your sleeves >> and get to work. You could do something with VIX, or perhaps use IB's >> volatility analysis tools, or ?? >> >> Oh, and don't ask IB to help you, because they won't. The best they can >> do is answer a very specific technical question regarding their API, but >> they aren't going to tell you how to write software. >> >> Good luck, and let us know if you have any success. >> >> >> On Wed, Apr 6, 2011 at 10:00 PM, Da Xu <[email protected]> wrote: >> >>> So a furthur question is how to get the access of any risk >>> analysis from JBT? If we can, that will help us simplify our computation a >>> lot. I have ever requested IB to help me but they didn't respond. >>> >>> Da >>> On Thu, Apr 7, 2011 at 12:54 AM, Da Xu <[email protected]>wrote: >>> >>>> Thank you for the knowledge. >>>> >>>> Da >>>> >>>> On Wed, Apr 6, 2011 at 9:13 PM, Eugene Kononov < >>>> [email protected]> wrote: >>>> >>>>> >>>>> >>>>> On Wed, Apr 6, 2011 at 8:43 PM, <[email protected]> wrote: >>>>> >>>>>> The VIX... >>>>>> >>>>>> >>>>> Yes, it's certainly possible to subscribe to VIX from a JBT strategy. >>>>> The other way would be to use PriceVolatility.java indicator (which comes >>>>> with JBT) on either SPY or ES. >>>>> >>>>> -- >>>>> You received this message because you are subscribed to the Google >>>>> Groups "JBookTrader" group. >>>>> To post to this group, send email to [email protected]. >>>>> To unsubscribe from this group, send email to >>>>> [email protected]. >>>>> For more options, visit this group at >>>>> http://groups.google.com/group/jbooktrader?hl=en. >>>>> >>>> >>>> >>> -- >>> You received this message because you are subscribed to the Google Groups >>> "JBookTrader" group. >>> To post to this group, send email to [email protected]. >>> To unsubscribe from this group, send email to >>> [email protected]. >>> For more options, visit this group at >>> http://groups.google.com/group/jbooktrader?hl=en. >>> >> >> -- >> You received this message because you are subscribed to the Google Groups >> "JBookTrader" group. >> To post to this group, send email to [email protected]. >> To unsubscribe from this group, send email to >> [email protected]. >> For more options, visit this group at >> http://groups.google.com/group/jbooktrader?hl=en. >> > > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
