MyJournal :-)

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thecoder

thecoder

This is MyJournal :)

Ok, I think it's best if I post my thoughts only in this journal (ie. like a blog),
instead of posting in other boards here as it has become dangerous posting in other boards
as I had to experience recently, since it seems I inadvertently "pissed" in a board where
only the paying sponsors can do so...

Ie. hopefully this journal here is a safe sandbox for me...

cat_and_dog_partners_in_crime.jpeg
 
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As a relatively small stocks & options trader yet, I'm doing US markets only,
but incl. also some foreign stocks (esp. Chinese stocks listed in the US, or via ADR).

These are my themes I'm currently working on:
  1. YahooFinanceAPI for market data for options as well stocks. Status: mastered

  2. Writing an options pgm that analyzes the options data and finds good trades. Status: in development

  3. Writing a pgm for Correlation of tickers using EOD data. Status: in development
    see also https://www.elitetrader.com/et/threads/correlations-math.363218/
    .
  4. Writing a pgm for Meta data for all US options. Status: done & posted here at ET; doing it once a month
    see https://www.elitetrader.com/et/thre...her-weekly-monthly.362749/page-2#post-5488008 (a new one is due...)
...
 
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ph1l said:
https://quantdare.com/correlation-prices-returns/
has some suggestions on what data to use and an alternative to standard Pearson correlation that might be more relevant for trading.
More...
Thx! Appreciate it. Am checking it right now... :

The title of the article/discussion there is:
"Correlation with prices or returns: that is the question"
More...
Indeed a good question! I never had thought about this before, was using just the price.
But doing it using both methods is a possibility here too.

 
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Just right now the Inquisition trial is judging about my head... :-)
It could be that they ban me b/c I used the J-word... :-)
 
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