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Quant's title: Quantitative Finance Stack Exchange
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I am looking for long time historical intraday day data on the S&P500 composite for a time horizon like 10 years with a - for example 10-minutes tick - or prices for call/put options on the S&P500 index itself.
I checked Bloomberg Terminal and also contacted their Help Desk. They do have intraday data, but they only offer 140 days to export to Excel and 240 day...
What are the sources one can search for or view / download research articles and other publications on quantitative finance in addition to the Internet search engines?
I am implementing the layer-by-layer calibration of the time-dependent SABR model described in the paper “Managing Vol Surfaces” by Hagan et al in 2018. In particular, I am using the effective-parameter formulas around equations (3.7)–(3.8) and the piecewise-co...
Does QuantLib have any helper functions to help with interpolating a non-rectangular strike-expiry option chains into rectangular shapes, such that classes like BlackVarianceSurface can be used?
If you could give one piece of advice to a discretionary trader trying to become more systematic, what would it be? If anyone could help I’d appreciate that.