notebooks icon indicating copy to clipboard operation
notebooks copied to clipboard

Published 20 hours ago • verified publisher icon thoriuchi0531

FX option volume

Open rolling-panda-san opened this issue 3 years ago • 0 comments

Option volume data appears to be from DTCC which is publicly available. Should be testable in theory.

https://bankunderground.co.uk/2022/04/12/predicting-exchange-rates/ https://www.bankofengland.co.uk/-/media/boe/files/working-paper/2022/fx-option-volume.pdf?la=en&hash=F536F25AB38F948BBB18D59A2448B594BC904C7D

rolling-panda-san avatar May 06 '22 04:05 rolling-panda-san