Posted By: pounceyzorro
Current locations for SPY.t8 and SPYa.t8? - 02/05/22 08:47
Hi,
Am wondering if the current locations for the SPY.t8 and SPYa.t8 files have changed? I was not able to locate them on the website; I did download the SPY zip downloads, expecting those files to be in those downloads, but they were not there?
Still a newbie; trying to get my arms around Zorro, etc.
My best,
Vode Norwood
Posted By: pounceyzorro
Re: Current locations for SPY.t8 and SPYa.t8? - 02/06/22 22:46
Thanks to Andrew for replying!
Only problem is: I have already downloaded that history_SPY.zip and it does NOT contain a file named: SPYa.t8...So, are we supposed to somehow merge the SPY_2011.t8 through SPY_2018.t8 to make the referenced file: SPYa.t8 for the book's example? Tis' not very clear...
Is there an errata sheet for the Black Book somewhere? Or maybe post-publication notes that we can refer to?
Just checking,
Vode
Posted By: AndrewAMD
Re: Current locations for SPY.t8 and SPYa.t8? - 02/07/22 02:44
Maybe they don't bother with that any more. It is very time consuming to generate the data.
Due to the slow differential equation solver and the huge number of options, the script needs several hours to complete.
If you must make your own artificial options data, follow the directions here:
https://financial-hacker.com/algorithmic-options-trading/
Posted By: jcl
Re: Current locations for SPY.t8 and SPYa.t8? - 02/08/22 19:46
SPYa.t8 is not needed anymore since we uploaeed the real data.