项目作者： fanzhenya
项目描述 ：
Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Volatility, Stock Options, Annualized Rate of Return
高级语言： Jupyter Notebook
项目地址: git://github.com/fanzhenya/options_lab.git
Poorman’s Options Lab
TL;DR
This notebook has thrree tools
- find_best_put_to_sell
- input a ticker and the max breakeven price, output the top cash covered put options to sell that yields highest Annualized Return Rate for the cash collateral.
- find_best_call_to_sell
- input a ticker and the min breakeven price, output the top covered call options to sell that yields highest Annualized Return Rate for the equity collateral.
- find_best_call_to_buy
- input a ticker, visualize the Implied Volatility of call option over different expiration dates and strike prices. The dips in the curves are probably better choices to buy than their neighbors.
Disclaimer
This software comes with absolutely no warranty nor support whatsoever, and it’s purely for research purpose. Use it at your own risk.
FAQ
- How to use this notebook?
- Search “how to use ipython notebook”.
- Run “Common Block” first, then run the individual tools block.
- Where did you get the data?
- All the financial data used by this program are from yahoo finance.
- The data quality (accuracy, integrity, latency, etc.) is totally up to finance.yahoo.com and the yfinance tool.
- Suggestions? Discussions?
