1. M

    Advice on Mortgage Project.

    Hi, I'm a 4th year undergrad currently trying to formulate a project on mortgage backed securities. I'm hoping to use multiple areas of math/data science to formulate an amateur prepayment model. Based on my little knowledge, 1) Interest Rate Model; Probably going to be a simple 1-factor CIR...
  2. basementmacro

    Futures Options Data

    Hi guys - New to the forum. Any suggestions on where I can find open interest data for crude futures options? I'm trying to run an analysis on implied probabilities vs open interest changes at various moneyness strikes. Most of the data providers I've found by googling want upwards of $450...
  3. G

    How do others handle bar data errors?

    Hi folks - newbie here - using Rightedge for strategy modeling. I'm importing my bar data, mainly daily futures data, from CSI. Rightedge gets very angry if there are any errors in individual bars (close is higher than the high, open is lower than the low, etc.). Rightedge's automatic bar...