Python can keep you entertained all day!

It was about time. As the route in implementing probability density functions to option data is somewhat leghty, being as stubborn as I am, I continued with solving problems regarding data acquisition and preparation for further calculations and analysis.

Data from yahoo! finance is an excellent medium to observe options prices and doing simple quests and calculations for the unindexed parameters. The best part, that such data became freely available to the public (I do not know exactly where it comes from, but for studying and testing purposes is excellent). However, making use of the Black Scholes formula with the downloaded data is a total nightmare to obtain (yes, I can save you some time with my going around the bush script if you want to come up to speed with this development).

After a nice day with reading about python, I finally made a put-call graph that normally you do not see in any classes. I will polish it and make it more readable in the future.