Implemented the forward volatility strategy on my local machine with the data in the excel file provided in the download section. The csv file is titled NIfty. However, need similar data file to test with new current data. I scanned the NSE website but did not find similar data. Need the source to download latest data.
Hi Vipin,
You can use NSEpy package to fetch the latest options data for Nifty. The code to fetch the data from nsepy is available in the downloadable unit, Python Codes and Data. There is a folder name NSEPy in the downloadable file that contains two NBs that discuss how to fetch and merge different expiry options data from nsepy.
Hope that helps.
Thanks