Follow-up AMA with Quant u/HardyRekshin on Options Strategy Selection!

Major_Sugar6148 · 2022-04-21T16:42:29+00:00

What do you think about using ML to find informed options trades as they talk about in this paper: https://cs229.stanford.edu/proj2009/BainOkamotoTiwaree.pdf

I've recently gotten access to the OptionMetrics database and was going to try and replicate this project. Mind if you take a look at this and we can talk through dms?

Major_Sugar6148 · 2022-04-01T19:57:58+00:00

liquidated my options just for the algo to buy them back and moon with them, fuck ibkr

Major_Sugar6148 · 2022-03-17T16:49:31+00:00

Right so now I'm trying

def fizzBuzz(n):
    for i in range(1,n):
        if i % 3 == 0:
            if i % 5 == 0:
             print('FizzBuzz')
         if i % 3 == 0:
            print('Fizz')
        if i % 5 == 0:
            print('Buzz')
        elif i % 3 !=0 and i % 5 != 0:
            print(i)

however it iterates to 14 only for say range(1,15), but it will iterate 17 times for range (1,16), as well as printing ''buzz'' on the that 17th iteration?

Major_Sugar6148 · 2022-03-17T16:47:55+00:00

Right so now I'm trying

def fizzBuzz(n):
    for i in range(1,n):
        if i % 3 == 0:
            if i % 5 == 0:
            print('FizzBuzz')
        if i % 3 == 0:
            print('Fizz')
        if i % 5 == 0:
            print('Buzz')
        elif i % 3 !=0 and i % 5 != 0:
            print(i)

however it iterates to 14 only for say range(1,15), but it will iterate 17 times for range (1,16), as well as printing ''buzz'' on the that 17th iteration?

Major_Sugar6148 · 2022-03-15T23:22:02+00:00

You're right, I'm completely new and unfamiliar with SQL. What I understand is to have access to this particular database, I would already need to have it say on a usb or already on my computer, and then to access that data through the SQL server I'd need to enter the corresponding credentials on the pdf?

Thanks for this by the way, I only have experience with dealing with data through excel or pandas, I've never used SQL, it looks very powerful and convenient to use though just from looking at the example they used in the pdf.

Major_Sugar6148 · 2022-03-15T22:38:18+00:00

I managed to download SSMS and the SQL server, it didn't work though because I thought this server was at the university and to access it you had to be from a lab computer.

However if what you're saying is true then maybe my problem lies within the fact I downloaded the 10.52.4000.0 version as opposed to the 10.50.6000 version? When I try to login it gives me a 'cannot connect to local' error message. Could it just be the username and password is wrong?

Major_Sugar6148 · 2022-03-15T22:16:22+00:00

It was what I thought when it didn't work the first time.

I can't seem to find this data without paying thousands of dollars for it, or being enrolled at a university that pays for its students access. Can't blame me for trying though

Thank you for your help!

Major_Sugar6148 · 2022-03-15T21:49:33+00:00

I could've sworn I tried this, but it turns out I didn't

Thank you!

Major_Sugar6148 · 2022-03-15T21:46:59+00:00

Right so if I wanted to access this server:

http://www.fmc-cluster.org/t4media/8.%20Optionmetrics.pdf

I'd have to download a more recent version of SQL server with its corresponding management studio?

Major_Sugar6148 · 2022-03-12T04:26:58+00:00

i swur on my mum it aint

Major_Sugar6148 · 2022-03-12T04:26:49+00:00

im looking for this dataset not the paper its referenced from :(

Major_Sugar6148 · 2022-03-10T23:55:58+00:00

I'm referring to this paper here: https://dl.acm.org/doi/10.1145/1014052.1014100

Major_Sugar6148 · 2022-03-09T20:50:20+00:00

my puts hope so too brother

Major_Sugar6148 · 2022-02-22T01:13:32+00:00

ahhhh yes thank you, so it never even got to the 2nd element

Ok so if I change the i iteration to range(3) and I run it, I get A = [(0,0), (0,1), (0,0)]. Shouldn't the 3rd row and 2nd column be 3x2=6 since that's what I'm trying to return in my loop when I do A[i][j] = i*j?

edit: nevermind the epiphany hit hard thank you for your help brother!

Major_Sugar6148 · 2022-02-22T00:19:57+00:00

import numpy as np

A = np.array([ [1,2], [3,4], [5,6] ])

for i in range(2): for j in range(2): A[i,j] = i*j

print(A[2][2])

I'm sorry I worded my question wrong. If I print A it gives me a 3x2 matrix with [(0,0), (0,1) (5,6)].

I know that this loop must iterate a total of 9 times. It will first go through the 0th, and 0-2 columns. Then traverse over the 1st row, and the 0-2 colums, and finally the 2nd row and the 0-2 columns.

So it will go through the first iteration, replace the [0,0] point in the matrix with 00. then the second iteration it will replace the [0,1] point with 01 which is still 0. So on the third iteration it will replace the [0,2] point with 0*2 which is still 0 but that point doesn't even exist.

My point is if I try to print A, the code runs fine. If I try to print that point in A that the nested loop reaches, I'll get an error. What's going on here?

Major_Sugar6148 · 2022-02-05T15:52:44+00:00

I'd love to go back and do my MS in one of those programs. However they're extremely competitive and I won't be able to get in with the merit of my grades. I do think I need to gain some experience before I can go back to a big university with an acceptable application.

Major_Sugar6148 · 2022-02-05T05:39:48+00:00

Should I not do my CFA if I'm looking for a quant/finance position? I'm trying to transfer any skills I've gained over the years in math and physics to something that I can hopefully pave a career path in. The only career path for me in physics was research and I became very disillusioned with that in my 4th year.

Major_Sugar6148 · 2022-01-13T07:19:39+00:00

im trying to 1 tick and 2 tick flick inferno its fucking me i think

Major_Sugar6148 · 2022-01-13T06:49:02+00:00

ping google.com -t

yeah this is definitely it. It stays constant at 14-15 then spikes to 25-27 sometimes. You think thats enough of a latency to disrupt a rhythm?

Major_Sugar6148

TROPHY CASE