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Referencing External Indices

je719280je719280 Posts: 3
in Statistical Arbitrage

Hello,
I am wondering if it is possible to reference an index which does not have an exchange traded product that tracks it.
Specifically, I want to be able to use the OVX index (Oil Volatility Index).
Information about the index can be found here

Thank you for your help.

Comments

  • ptunneyptunney Posts: 246

    If you were only using daily data and you were able to source that data, you could import it through a csv.
    But we do not have OVX or any CBOE market data available on our system and it is not possible to utilize intraday data from another source.

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