The Forex Option Volatility Data Service provides clients with a daily source of independent FX volatility data for valuations, portfolio analytics and risk management calculations. Includes 30 currencies & 2 commodities.
$5,000/yr
Daily
1
54
Freshness
Recently enriched
Complete
75%
API
No API
Offering: Comprehensive global end-of-day pricing, corporate actions, and fixed income reference data for portfolio valuation and tax reporting.
Best for: Back-office operations and portfolio managers requiring cost-effective, global coverage for tax reporting and valuation.
Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Starting from $5,000/yr.
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Intraday FX Volatility-Curve Forecasting with Functional ...
This paper seeks to forecast intraday volatility curves for major foreign exchange (FX) currencies using functional GARCH models. Intraday ...
Can Interval Data Improve Volatility Forecasts? Evidence ...
by M Zhu · 2021 — Our empirical results highlight the significant potential of utilizing interval data to achieve more accurate forecasts of FX volatility.
Forecasting intraday foreign exchange volatility with ...
An intraday risk management application highlights that predicted intraday VaR curves can help mitigate dramatic losses in intraday trading ...
Expected fields and columns in this data product
FX Option Volatility Data | Forex Data | EoD is an alternative data product offered by Exchange Data International, available on datarade. Data is updated daily. Pricing starts from $5,000/yr.
The Forex Option Volatility Data Service provides clients with a daily source of independent FX volatility data for valuations, portfolio analytics and risk management calculations. Includes 30 currencies & 2 commodities.
Exchange Data International is a data provider & aggregator vendor based in UK. Exchange Data International (EDI) is a global provider of financial data, specializing in the collection, management, and distribution of securities data, including corporate actions, dividends, and r...