Hi all,
so I’ve noticed that quite a few of you are wanting a reliable source of earnings data and dates. Also implied volatility and historical vol. This is not an ad as we have no fiscal relationship with them, It’s just a clean, easy and accurate alternative to the other sources we use. Here’s the link: www.hedginglab.com
they have api’s and csv downloads. Also a LOT of other data we use to bench check other sources. For $10/ month it’s working for us. They also have a $108 annual plan ( that’s the one we use). They also have stock screeners and option earnings trade screener that seem to be pretty useful for the odd binary event strangle.
~ sand
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Interesting. Had not heard of them. They look new I guess.
It’s a spin off from www.optionslam.com which we LOVED because their api just worked out of the box AND they supported it 100%. https://www.hedginglab.com wanted to concentrate on the data and optionslam.com the analytics. So www.hedginglab.com is all about the data which we LOVE.
Not sure if this is a general finance data thread, but just in case, thought I’d mention that for those wanting this kind of data in real-time, I’m having a reasonably good time of it with just a standard interactive brokers account. Once you put some money into the account then you can download the Trader Workstation, hook into it with the Python API, and then use PyCall to work from Julia. I’m only partway through implementing the whole thing but so far it is working very nicely.
we do the IB python api as well, it’s fine but getting earnings data is a giant pain and we tend to trade options around binary events so a reliable source is needed and that’s what we get from hedginglab.
ALSO IB’s implied vol seems a tad off so we like to have bench checks. For $10 a month or $109 a year it’s worth giving it a shot. check it out with small example of their csv offering
curl “https://www.hedginglab.com/api/beta/v1/hvi_daily/?apikey=demo&format=csv”