thinking out loud here...
trump gets acquitted, dow surges, then stack puts on USO?
"Birds born in a cage think flying is an illness." - Alejandro Jodorowsky
"America is not so much a nightmare as a non-dream. The American non-dream is precisely a move to wipe the dream out of existence. The dream is a spontaneous happening and therefore dangerous to a control system set up by the non-dreamers." -- William S. Burroughs
is there a tool online where i can simulate what would have happened if i attempted a Weird Straddle at some arbitrary time in the past?
eg i enter a call placed on Jan 1 for market value strike price + 20% on Ford for a feb 7 call or whatever, and another put for strike price -20% on Disney, same date / duration. and i want to see what sort of profit/loss over time it generates?
if not ill write one but id rather not re-invent the wheel.
"Birds born in a cage think flying is an illness." - Alejandro Jodorowsky
"America is not so much a nightmare as a non-dream. The American non-dream is precisely a move to wipe the dream out of existence. The dream is a spontaneous happening and therefore dangerous to a control system set up by the non-dreamers." -- William S. Burroughs
Option Alpha has a backtest program that I hear is pretty good but there is a cost to use. It's expensive but less I'm sure than what you lost on those TSLA puts. ;-)
https://optionalpha.com/members/options-backtesting
"Birds born in a cage think flying is an illness." - Alejandro Jodorowsky
"America is not so much a nightmare as a non-dream. The American non-dream is precisely a move to wipe the dream out of existence. The dream is a spontaneous happening and therefore dangerous to a control system set up by the non-dreamers." -- William S. Burroughs
"Birds born in a cage think flying is an illness." - Alejandro Jodorowsky
"America is not so much a nightmare as a non-dream. The American non-dream is precisely a move to wipe the dream out of existence. The dream is a spontaneous happening and therefore dangerous to a control system set up by the non-dreamers." -- William S. Burroughs
i found some open source / python packages that do similar things and a website thats offering API access to historic data for stocks/etfs/etc. quite cleverly they appear to have one account tier that does stock historics and another that does the etf historics, but even if i get both its less than $100 a month, so im likely going to take the plunge.
if i get this shit up and running ill let you know.
"Birds born in a cage think flying is an illness." - Alejandro Jodorowsky
"America is not so much a nightmare as a non-dream. The American non-dream is precisely a move to wipe the dream out of existence. The dream is a spontaneous happening and therefore dangerous to a control system set up by the non-dreamers." -- William S. Burroughs
#FREEJACK #NEVERFORGET
NoFraud Online Poker Room: http://nofraud.pokerfraudalert.com:8087. For password resets and reload requests PM me.
interesting:
aniki:~$ python3 test.py
Date Open High ... Close Adj Close Volume
0 2007-01-03 12.327143 12.368571 ... 11.971429 10.416352 309579900
1 2007-01-04 12.007143 12.278571 ... 12.237143 10.647548 211815100
2 2007-01-05 12.252857 12.314285 ... 12.150000 10.571726 208685400
3 2007-01-08 12.280000 12.361428 ... 12.210000 10.623935 199276700
4 2007-01-09 12.350000 13.282857 ... 13.224286 11.506466 837324600
... ... ... ... ... ... ... ...
2513 2016-12-23 115.589996 116.519997 ... 116.519997 111.307320 14249500
2514 2016-12-27 116.519997 117.800003 ... 117.260002 112.014214 18296900
2515 2016-12-28 117.519997 118.019997 ... 116.760002 111.536598 20905900
2516 2016-12-29 116.449997 117.110001 ... 116.730003 111.507927 15039500
2517 2016-12-30 116.650002 117.199997 ... 115.820000 110.638626 30586300
its unclear why it truncated it to 5 entries from either direction tho.
im going through the source code in /usr/local/lib/python3.7/site-packages/yahoo_historical/fetch.py and not seeing anything that would dictate that behavior which makes me think, sadly, this is a yahoo side deprecation.
will tuck in regardless, nice catch and thank you.
edit.. holeup. changed it to an ETF and adjusted dates for 2020,1,1 -> 2020,2,1 and suddenly..:
aniki:~$ python3 test.py
Date Open High Low Close Adj Close Volume
0 2020-01-02 12.80 12.85 12.70 12.81 12.81 12509100
1 2020-01-03 13.27 13.32 13.03 13.18 13.18 34603600
2 2020-01-06 13.30 13.32 13.12 13.16 13.16 20787300
3 2020-01-07 13.10 13.18 13.01 13.13 13.13 13936600
4 2020-01-08 13.06 13.07 12.39 12.66 12.66 55347400
5 2020-01-09 12.45 12.54 12.29 12.49 12.49 27515600
6 2020-01-10 12.43 12.48 12.34 12.41 12.41 16134000
7 2020-01-13 12.31 12.31 12.16 12.20 12.20 22868200
8 2020-01-14 12.27 12.32 12.20 12.28 12.28 18693700
9 2020-01-15 12.20 12.22 12.05 12.18 12.18 15054100
10 2020-01-16 12.20 12.36 12.20 12.29 12.29 15686500
11 2020-01-17 12.33 12.37 12.24 12.33 12.33 17766100
12 2020-01-21 12.22 12.34 12.21 12.24 12.24 13677100
13 2020-01-22 12.03 12.04 11.88 11.90 11.90 25571700
14 2020-01-23 11.60 11.71 11.50 11.66 11.66 30868200
15 2020-01-24 11.49 11.50 11.31 11.43 11.43 24408200
16 2020-01-27 11.11 11.24 11.02 11.10 11.10 25140700
17 2020-01-28 11.16 11.32 11.11 11.25 11.25 24389600
18 2020-01-29 11.28 11.29 11.09 11.16 11.16 21763800
19 2020-01-30 10.93 11.09 10.85 11.08 11.08 29517200
20 2020-01-31 10.88 10.98 10.70 10.84 10.84 32402900
thats fucking dope dude.
Last edited by sonatine; 02-01-2020 at 04:35 PM.
"Birds born in a cage think flying is an illness." - Alejandro Jodorowsky
"America is not so much a nightmare as a non-dream. The American non-dream is precisely a move to wipe the dream out of existence. The dream is a spontaneous happening and therefore dangerous to a control system set up by the non-dreamers." -- William S. Burroughs
#FREEJACK #NEVERFORGET
NoFraud Online Poker Room: http://nofraud.pokerfraudalert.com:8087. For password resets and reload requests PM me.
chinese stock exchange is banning shorts as of feb 3.
"Birds born in a cage think flying is an illness." - Alejandro Jodorowsky
"America is not so much a nightmare as a non-dream. The American non-dream is precisely a move to wipe the dream out of existence. The dream is a spontaneous happening and therefore dangerous to a control system set up by the non-dreamers." -- William S. Burroughs
hot fucking take alert:
UAL is down something like 21% since 11/19 and I think it could lose another 30% in the next 12 weeks. its extremely exposed to coronavirus impact and a market thats starting to demand more than the current fed injections to stay buoyant.
weekend spread says the market likes what china's cooking vis a vis containment/response so we might see a big recovery from the bath of blood last week but it aint gon' last.
Last edited by sonatine; 02-02-2020 at 01:22 PM.
"Birds born in a cage think flying is an illness." - Alejandro Jodorowsky
"America is not so much a nightmare as a non-dream. The American non-dream is precisely a move to wipe the dream out of existence. The dream is a spontaneous happening and therefore dangerous to a control system set up by the non-dreamers." -- William S. Burroughs
37 minutes until shanghai opens.
"Birds born in a cage think flying is an illness." - Alejandro Jodorowsky
"America is not so much a nightmare as a non-dream. The American non-dream is precisely a move to wipe the dream out of existence. The dream is a spontaneous happening and therefore dangerous to a control system set up by the non-dreamers." -- William S. Burroughs
https://www.bloomberg.com/news/artic...lms-virus-fear
everything's going to be fine guys, the china stimulus package has this thing on the run.
"Birds born in a cage think flying is an illness." - Alejandro Jodorowsky
"America is not so much a nightmare as a non-dream. The American non-dream is precisely a move to wipe the dream out of existence. The dream is a spontaneous happening and therefore dangerous to a control system set up by the non-dreamers." -- William S. Burroughs
7 minutes until ammunition, antibiotics, and insulin start to become the only forms of currency that matter.
"Birds born in a cage think flying is an illness." - Alejandro Jodorowsky
"America is not so much a nightmare as a non-dream. The American non-dream is precisely a move to wipe the dream out of existence. The dream is a spontaneous happening and therefore dangerous to a control system set up by the non-dreamers." -- William S. Burroughs
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