Tag: webscraping

How to Build a Sequential Option Scraper with Python and Requests

Post Outline * Recap * The Problem * The Solution * Barchart Scraper Class * Barchart Parser Class * Utility Functions * Putting it all together * The Simple Trick * Next Steps Recap In the previous post I revealed a web scraping trick that allows us to defeat AJAX/JavaScript based web pages and extract the tables we need. We also covered how to use that trick to scrape a large volume of options prices quickly and asynchronously using the combination of aiohttp and asyncio. The Pr

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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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Aggregating Free Options Data with Python

Post Outline * Motivation * Code Requirements * Creating our Scraper Class * Aggregating the Data * Github Gist Code * Disclaimers Motivation This year I implemented a simulated trading strategy based on the research paper titled "What Does Individual Option Volatility Smirk Tell Us About Future Equity Returns" by Yuhang Xing, Xiaoyan Zhang and Rui Zhao. The authors show that their SKEW factor has predictive power for equity returns for up to 6 months. Because historical options data

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