Our today’s topic
Anonymous Poll
65%
I suggest go deeper into copulas (maths we skipped last time)
35%
Next chapter (exotic derivatives) please
Options and other stuff
Our today’s topic
We are about to start ☺️
Dear all! We agreed to have an additional out of schedule webinar dedicated to cross risk and copulas. If you want to join as contributor, feel free to send me a message or make a post here. For the rest of the community who is willing to join as listeners I will get back with an exact date and time as soon as we form a contributing group.
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Dear alll!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
This time I try using “schedule live stream” as a notification option. We will be still meeting in zoom!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
This time I try using “schedule live stream” as a notification option. We will be still meeting in zoom!
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Last Friday we discussed opportunities for extracting financial data. The simplest way to get some options data is to use YahooFinanance options chain which unfortunately doesn’t support historical data. You may use their web interface, Quandle or access data with a Python library (for Yahoo and for Quandle)
Here are some options data sets from Kaggle. If you have links / archives to share feel free to make a post in the group chat
1. SP500 https://www.kaggle.com/datasets/kylegraupe/spy-daily-eod-options-quotes-2020-2022
2. SP500 https://www.kaggle.com/code/shawlu/option-pricing/inpu
3. Stocks https://www.kaggle.com/discussions/general/395148
1. SP500 https://www.kaggle.com/datasets/kylegraupe/spy-daily-eod-options-quotes-2020-2022
2. SP500 https://www.kaggle.com/code/shawlu/option-pricing/inpu
3. Stocks https://www.kaggle.com/discussions/general/395148
Kaggle
$SPY Option Chains - Q1 2020 - Q4 2022
Historical End of Day Options Price Quotes for $SPY between Q1 2019 and Q4 2022
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Dear all! As I promised ☺️ Wednesday notification: Yes, we will be meeting this Friday
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Dear alll!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
This time I try using “schedule live stream” as a notification option. We will be still meeting in zoom!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
This time I try using “schedule live stream” as a notification option. We will be still meeting in zoom!
☺️ Dear HSE students, thank you for your support and the feedback.
https://www.hse.ru/best/2025_bank
https://www.hse.ru/best/2025_bank
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Dear alll!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
This time I try using “schedule live stream” as a notification option. We will be still meeting in zoom!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
This time I try using “schedule live stream” as a notification option. We will be still meeting in zoom!
Good day dear all!
If you are doing any kind of sentiment analysis you may find useful this collection of papers and facts:
https://sraf.nd.edu/loughranmcdonald-master-dictionary/
The way negative news sentiment affects financial statements and reports is addressed with peculiar attention to detail
If you are doing any kind of sentiment analysis you may find useful this collection of papers and facts:
https://sraf.nd.edu/loughranmcdonald-master-dictionary/
The way negative news sentiment affects financial statements and reports is addressed with peculiar attention to detail
Software Repository for Accounting and Finance
Loughran-McDonald Master Dictionary w/ Sentiment Word Lists
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Dear alll!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
Dear alll!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
Dear all!
I’m proud to be a part of the course ☺️
https://www.linkedin.com/posts/v-kirova_as-part-of-the-program-application-of-innovative-activity-7363911020618080256-Ctg9
While the course is what I can’t share due to ethical reasons I believe I can share key ideas and findings which are derived from my experience more than from any source.
I’m proud to be a part of the course ☺️
https://www.linkedin.com/posts/v-kirova_as-part-of-the-program-application-of-innovative-activity-7363911020618080256-Ctg9
While the course is what I can’t share due to ethical reasons I believe I can share key ideas and findings which are derived from my experience more than from any source.
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Dear alll!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for ⚠️17:15 ⚠️today.
15 minutes later than our usual time!
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for ⚠️17:15 ⚠️today.
15 minutes later than our usual time!
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09