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They expire 30 days before the expiration of the S&P monthly options. The latter usually expire on the third Friday of the month (however, in rare cases the S&P opts. expire on Thursday because the Friday is a holiday; the last time it happened was April 17, 2014 since April 18 2014 was a NYSE holiday). Neglecting the holiday thing, the expiration ...


Metastock uses a binary format that you would have to convert to text before exporting it to a SQL table. Also, there is no Python library that could extract data directly from Metastock's end-of-day servers. You may consider quandl which allows Python developers to download pricing data as well as economic indicators. You can download CSV, JSON, or XML. If ...


As soon as you're comfortable with Python, let's do this exercise in three steps: Download data and calculate cumulative returns (or value of your position as if you invested $1 in each of the stocks) Define function that will capture stock movements in excess of predefined threshold, 10% in this case. This function is going to be the "indicator" you ...


You're not looking for volatility, at least not that measure alone. Imagine two stocks A and B, A is gaining a constant 2% every day whereas B is gaining 1% one day and -1% the other day. Then look at the return over the 10 days and the volatility of the two stocks.

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