I appreciate your take/logic here i.e. figure the base-definition of the matter...and, in the case of a Goldman or a UBS publishing a chart or data with projection of upcoming buyback activity, it could be as simple a case as they're looking at historical relationships among:  -  HYG credit  - Treas...

I'm looking for raw data, no more than 7 days old, like what can be seen in these example images: 1) https://assets.zerohedge.com/s3fs-public/styles/inline_image_mobile/public/inline-images/pension%20rebal%202.28.jpg?itok=B6iPgaXZ 2) https://tme2.nyc3.cdn.digitaloceanspaces.com/images/b7f73e63a18ccc...

Thank you for replying, Alan. Re: effort, I have with #s 1-4; #5 is the only come-lately one I tacked on after rounds of searching. I know that Goldman and Morgan Stanley's teams publish most of these types of data, but it's only to their HNW clients. I see occasional data for 1, 2 and 4 from BofA's...

Slight revision (too late to edit OP): I see EPFR and LSEG as other possible sources...and looks like Cap IQ doesn't offer this type of data.

I'm a 1-man shop, so a monthly cost under $1k would be kewl, though that's wishful thinking with vendors mentioned already.

I'm looking for timely data on 'fund flows' and perhaps more importantly, price level triggers for buy/sell programs in the usual equity index & bond futs, whether in simple tabular format on a webpage, or preferably via API, in the following areas: 1) Pension/401k fund monthly rebalancing 2) Co...

Thank you, Dominic; that's a good start. I think I read that there's a prop firm or two in Wroclaw (or perhaps it was Warsaw).

If you want people with practical knowledge, Chicago comes to mind. I think he's looking to do it in a third world country so he can pay them (a lot) less. Otherwise, he could hire outrun. Maybe he's been  hired as a quant by Goldman and is planning on outsourcing his workload to India? As a one-ma...

If you want people with practical knowledge, Chicago comes to mind.  Would you figure that just relocating there for 6 months or so and networking through hobbyist groups (Meetup, forums, etc.) would lead to legit contacts (assuming I prove that I have a baseline of competency, as an outsider), or ...

Hypothetical: suppose you are looking to build out a small team of 2-3 people who are well-versed in the more obscure nuances of option price & volatility modeling, probably on an 'independent contractor'/freelance basis. Paying these people is out of your pocket, so trying to find an area with ...

Blpapi would be pretty slow for a lot of this stuff. Sorry for the late revival, but if you have any experience with design/deployment of a database in context of minimizing cost to maintain blackbox+db in "the cloud" versus an in-house server, could you comment? I'm looking to store 3 mo...

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<t>Are there any empirically-proven methods/formulas for weighting IV surfaces, pricing a discount/premium in an option, and/or adjusting any of the 1st- or 2nd-order Greeks for the magnitude (volume or dollar-volume basis traded) of activity in each option contract for a market?The various debates ...

<t>Hello outrun, thank you for your explanation. On an immediate/near-term basis I certainly agree, but from the perspective of modeling the volume and OI across the entire strike and expiry chain, I am looking to see where 'clusters' of activity are found. Considering that most OI at expiration is ...

<t>Hi everyone, newb here.I'm involved in research & backtesting of several asset classes, most notably stocks & futures, with emphasis on the changes in Volume (real-time) & Open Interest (EOD) in the options markets for the various underlying instruments. For modeling distributions, th...