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
- Recap
- The Problem
- The Solution
- Barchart Scraper Class
- Barchart Parser Class
- Utility Functions
- Putting it all together
- The Simple Trick
- Next Steps
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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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Post Outline
- Recap
- Webinar Hypothesis
- Anaylsis/Conclusions
- Jupyter (IPython) Notebook
- Github Links and Resources
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Post Outline
- Recap
- Model Update
- Model Testing
- Model Results
- Conclusions
- Code
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