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I need next set of data for portfolio construction module #173

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dmveden opened this issue May 2, 2017 · 0 comments

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help wanted high_priority

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dmveden commented May 2, 2017

Please, tell me how I can get this data or what should I do to create it.
Data must have a timeseries format if possible.

Data about premium of options strategy, it is necessary to estimate risk for limited risk option strategies
Inposition boolean timeseries for picked equities and campaigns. This is needed for position sizing on underlying EXO level
Data about exact margin amount for 1 exo unit, in $
Tick value of underlying exo, in $

I believe 1, 3, 4 are available in DB

dmveden added help wanted high_priority labels

dmveden assigned spickering-git and alexveden

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