Just starting a running, real-time VIX futures and VIX spot correlation and analysis. This is far from done and will see periodic updates. This is all run with a python backend from public CBOE data.
Just a collection of pharma events to narrow down on potential events. Seeing if there some prediction capability with the guys at Predicting Alpha. If you like this, feel free to go to the home page and subscribe, buy some merch, or click an ad.
What is this? The above graph is today’s earnings after market close, and tomorrow’s earnings before market open. It has been narrowed down to only those earnings with weekly options. It also shows the difference between this weeks option chain and next weeks options to isolate the earnings event volatility. The larger the circle, the […]
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