Most universities will give you access to electronic databases, for UCLA you
should check this page http://www.anderson.ucla.edu/x14519.xml.  Not to
sound too negative, but it took me less than 2 minutes to find that
information, and I wish I could have access myself, especially the Option
Metrics Ivy DB.

On Sat, Oct 16, 2010 at 4:53 PM, Ulrich Staudinger <ustaudinger@gmail.com>wrote:

> Noah,
>
>
>
> no  offence ment from my side. I just thought that it could be that
> SmartMedia got hired by IB to keep track of their campaign success and that
> a probing question like yours would yield another hit in the target
> community. Well anyway, maybe it helps you and good luck
>
>
>
> Best regards,
>
> Ulrich
>
>
>
> Von: Noah Silverman [mailto:noah@smartmediacorp.com]
> Gesendet: Sonntag, 17. Oktober 2010 01:47
> An: Ulrich Staudinger
> Cc: r-sig-finance@stat.math.ethz.ch
> Betreff: Re: [R-SIG-Finance] Data Sources
>
>
>
> Ulrich,
>
> I have NO CONNECTION with IB in any way.  I am a grad student in the
> statistics dept at UCLA.
>
> I work for Smart Media, which focuses on tracking news online.  (Like a
> private, more advanced, Google news.) Our main product is WebClipping.com
> which was around a lot longer than IB has been.   So that is my e-mail
> address.  (I keep the school one private for school related business only.)
>  My interest in R is for my education.  One of the courses I'm taking is
> M232 at UCLA which is options and derivatives, taught by Prof. Geske.
>
> My ultimate goal is to transition into the world of finance, so I'm trying
> to learn as much as possible.  Hence my interest in using R to try out a lot
> of different ideas.
>
> That said, I appreciate the quick response.  I'll check out the student
> trading lab.
>
> Thank You,
>
> --
> Noah
>
>
> On 10/16/10 11:14 AM, Ulrich Staudinger wrote:
>
> Hi Noah,
>
> given the fact that you use an email address of http://smartmediacorp.com,
> a company that "helps companies keep their products and messages in tune
> with the fast-changing expectations of their most important audiences:
> customers, prospects, journalists, and influential bloggers" (ibidem), I
> wonder if there is a link between you and the advertising campaign that IB
> pushed out pretty precisely 22 hours ago, where they said:
> "IB Student Trading Lab
> The IB Student Trading Lab provides a financial education partnership
> between IB and an instructor, enabling educators to use IB's PaperTrader
> account free of charge in their financial, computer science, business and
> other applicable classes. Students register for a paper account and can
> trade forex and US stocks, options, futures, futures options, and bonds in a
> safe, simulated account using real time-market data.
>
> This program is open to all college and high school educators and their
> students worldwide. If you know of anyone who might be interested, please
> encourage them to visit the  <
> http://www.interactivebrokers.com/en/p.php?f=ibStudentTradingLab> IB
> Student Trading Lab  pages."
>
> Well, in any case, there is your answer.
>
> Best regards,
> Ulrich
>
>
>
>
>
> On Sat, Oct 16, 2010 at 7:35 PM, Noah Silverman <noah@smartmediacorp.com>
> wrote:
>
>  Hi,
>
> I'm taking a graduate level course on derivatives and options.  As we're
> learning more about the subject, I'd love to start modeling some things in R
> and trying out some ideas.
>
> Are there any reliable (and hopefully affordable on a student's budget)
> data feeds for financial data - mainly options in the US markets?  I've seen
> Interactive Brokers, and it looks great, but they have a $10K minimum in
> order to open an account.
>
> Thanks!
>
> -N
>
> _______________________________________________
> R-SIG-Finance@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>
>
>
>
> --
> Ulrich Staudinger
> ustaudinger@activequant.org
> http://www.activequant.org
>
>
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>
> _______________________________________________
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>

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