Computing Option Skews with Dask

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Post Outline

  • Introduction
  • Links + Datasets
  • Notebook
  • Next Steps

Introduction

This article series provides an opportunity to move towards more interactive analysis. My plan is to integrate more Jupyter notebooks and Github repos into my research/publishing workflow. For datasets that are too big to share through github I will provide a download link both here and in the github readme. 

I will be posting the notebooks into this blog using iframes. If you experience any issues with formatting I recommend viewing the notebook at github directly. If you're using mobile, you will have to "request the desktop site" for the ipynb to render. 

Links + Datasets

Notebook

Next Steps

The next step in this process will be analysis of the skew metric and how we might apply it to develop a trading strategy.