Tag: pandas

Computing Option Skews with Dask

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 f

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How To Get Free Intraday Options Data With Pandas-DataReader

Post Outline * Purpose * Intuitive explanation * Code * Next Steps Purpose This is a simple reference article for readers that might wonder where I get/got my options data from. In this regard I would like to shout out the contributors to the pandas-datareader, without their efforts this process would be much more complex. Intuitive Explanation So this code consists of three components. The first is the actual script that wraps the pandas-datareader functions and downloads the options

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How to Scrape and Parse 600 ETF Options in 10 mins with Python and Asyncio

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 Intro This is Part 1 of a new series I'm doing in semi real-time to build a functional options data dashboard using Python. There are many underlying motivations to attempt this, and several challenges to imp

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Advanced Time Series Plots in Python

POST OUTLINE 1. Motivation 2. Get Data 3. Default Plot with Recession Shading 4. Add Chart Titles, Axis Labels, Fancy Legend, Horizontal Line 5. Format X and Y Axis Tick Labels 6. Change Font and Add Data Markers 7. Add Annotations 8. Add Logo/Watermarks MOTIVATION Since I started this blog a few years ago, one of my obsessions is creating good looking, informative plots/charts. I've spent an inordinate amount of time learning how to do this and it is still a work in a progress. Howe

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