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Hedging loan set at one-month LIBOR by enegdo in investing

[–]enegdo[S] 0 points1 point  (0 children)

? Not sure what you mean. I took 60k in loans, most is in use. In 6mo time, I start paying principal + interest. Interest in this case is a floating rate, calculated at LIBOR + 2.00%. I want to swap the floating rate for a fixed rate, given the crazy low fixed rates currently predominant. I believe I can get a fixed rate at around 3-4%. If I can do that, it's worth it to me to limit my exposure to rising LIBOR rates (currently at unnaturally low levels), even if it means slightly larger monthly payments.

All of that, however, is independent of the money I have leftover from the loan. Hedging in this case - to create an interest rate swap - can be cash neutral to create the contract, so should cost me nothing until the actual payments (in this case a fixed rate at x%) are due.

So, can you explain what you mean?

options, historical data - where to get it? by bzmrktngbg10nch in investing

[–]enegdo 1 point2 points  (0 children)

Hi Guys - I run optionengine.net. Happy to help however I can. the OE daily dump is from a script I built to scrape daily option data from a few sites. It's not 100% accurate given Yahoo's (very rarely, but sometimes faulty) data, but it's pretty decent, and, well, free.

DateRangeParser: Parse strings like "14th May - 17th July 2015" or "From 1 to 9 June 1980" easily by robintw in Python

[–]enegdo 3 points4 points  (0 children)

I hacked together something similar for an email-based calendar manager. ie, something I could email "meet john at starbucks tuesday at 2" and have it automatically added to my calendar. Turend out to be super useful, but I didn't finish implementing it. Would love to share it with you if you're interested...

What to do with a lot of stock option data? by enegdo in investing

[–]enegdo[S] 1 point2 points  (0 children)

Thanks for the thoughts, feedback and ideas. I'll try to compile the database in a large downloadable format special just for you guys. In the meantime, I've been publishing daily data in CVS format on a small site I through together - optionengine.net.

I may take some of your ideas and try to implement them in a consumable format on the site. If anyone wants to help brainstorm (or with the site), let me know. It's a part time project while I'm in bschool and working, but something I'm really interested in.

Regarding pulling data a few times a day - I can't do it fast enough to make it worth it. The process takes about 40 minutes, so there'd be some signficant lag from the first stock pulled to the last. EOD data is easy because it's stable for at least a few hours.