![]() ![]() They work in the same fashion as the previous folders. The two folders you will use are ‘spread_data’ and ‘spread_output’. Place the same csv files as the daily and weekly reports and place it in a folder titled ‘data_for_validation’. The excel file produced by the script will be titled ‘output’ and found in the ‘output’ folder.įor daily_report.py and weekly_reports.py:ĭownload a csv file from and place it a folder entitled ‘data’ in the working directory. ![]() I am no longer working on the credit_spread_daily.py script, but in its current form it can produce daily reports of unusual credit spreads that were opened for that trading day.įor daily_report.py, Performance_Evaluation.py, and weekly_reports.py:Ī folder titled ‘output’ is required in the working directory. The Performance_Evaluation.py script can take raw data from any number of trading days and compute the expected return on those options if they were held to a given expiration day, without any hedging with the opposite option contract. You can generate daily or weekly reports, with their respective scripts. Unusual options activity occurs when there is a significant (and usually unexpected) increase in options trading volume. ![]() This program analyzes and evaluates the performance of unusual option orders made by investment banks, hedge funds, etc. If there is interest in this type of analysis, I can look into giving it a much needed rewrite/update. I have not looked at the code contained within these scipts since they were created. The Pro version is tailored for active traders seeking at least 10 trade ideas weekly. Disclaimer: When I wrote all of this code, I was very much a novice with python and more practical coding concepts ( and only gets you so far). Unusual Option Swing Trading is geared toward new traders, providing them with one trade idea per week. ![]()
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |