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FX option volume #4

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rolling-panda-san opened this issue May 6, 2022 · 0 comments

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rolling-panda-san commented May 6, 2022

Option volume data appears to be from DTCC which is publicly available. Should be testable in theory.

https://bankunderground.co.uk/2022/04/12/predicting-exchange-rates/
https://www.bankofengland.co.uk/-/media/boe/files/working-paper/2022/fx-option-volume.pdf?la=en&hash=F536F25AB38F948BBB18D59A2448B594BC904C7D

rolling-panda-san added the enhancement label

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