Post Outline

• Introduction
• Links + Datasets
• Notebook
• Next Steps

Introduction

This article series provides an opportunity to move towards more interactive analysis. My plan is to integrate more Jupyter notebooks and Github repos into my research/publishing workflow. For datasets that are too big to share through github I will provide a download link both here and in the github readme.

I will be posting the notebooks into this blog using iframes. If you experience any issues with formatting I recommend viewing the notebook at github directly. If you're using mobile, you will have to "request the desktop site" for the ipynb to render.

Links + Datasets

• Github Repo
• Notebook Link
• Raw Hourly Options Data from 2017-09-13 to 2017-10-18
• Processed Hourly Options Data from 2017-09-13 to 2017-10-18 **Note: please select download all

Notebook

Next Steps

The next step in this process will be analysis of the skew metric and how we might apply it to develop a trading strategy.