April 2019
Intermediate to advanced
426 pages
11h 13m
English
Content preview from Mastering Python for Finance - Second Edition
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Finding near-term and next-term options
The VIX Index measures the 30-day expected volatility of the SPX using the market quotes of call and put options expiring between 24 days and 36 days. In between these dates, there will be two SPX option contract maturity dates. Options expiring the nearest are referred to as near-term options, while the options expiring later are referred to as next-term options. Happening once per week, when the option maturities are out of the 24 to 36 days range, new contract maturities will be chosen as the new near-term and next-term options.
To help us in finding the near-term and next-term options, let's organize our puts and calls options data indexed by maturity dates, each having a pandas DataFrame indexed ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.