Post Outline
- The Objective
- The Data
- Basic Data Analysis
- Bid-Ask Spread Analysis
- How Do Aggregate Bid-Ask Spreads Vary with Days To Expiration?
- How Do Bid-Ask Spreads Vary with Volume?
- How Do Bid-Ask Spreads Vary with Volatility?
- Summary Conclusions
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Post Outline
- Intro
- Disclaimers
- The Secret to Scraping AJAX Sites
- The async_option_scraper script
- first_async_scraper class
- expirys class
- xp_async_scraper class
- last_price_scraper class
- The option_parser Module
- The Implementation Script
- References
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