Thursday, February 2, 2017

Work being resumed

Some fears have passed. We are back on track.

At the moment I am creating a database and downloading all the options before the new machine becomes functional for development purposes. It is still in its eary phase and some technical difficulties are arising along the way, but if nothing else, I have learned more about installations, drivers, firmware, ...bla bla. Mainly the importance of a haing the luck in setting up the computer in a way that is ready for production. There is enough space to hold all the data and analysis in one place and after this initial obsacle is over... the real production Will take place. Can't wait to translate what is in my head into something useful. Till new updates folks!

Soo.. the new environment is set up. Data being downloaded every day, have created a FRED's account and my volatility is calculated like a charm with a Newton Raphson metod. The oter paramaters are still in production as well as graphics and useful hints programs to be installed. I have some concerns on the dataset and the fact that somebody may get angry to make the invisible visible. But this is just for studying purposes and realizing the size of the options market to make better predictions with other algorithms. Once useful graphs will be produced, it will be updated. However, I have some problems with interpretation and the fact that some outragious numbers are coming out of a bisection. The only answer I have is... the algo is working purely. But we will rewrite and use other methods to check and verify what is coming out. The SSL error stopet being annoying and next time it pups up the pycharm debugger will step me trough.

Also, I think that ECB shall provide a pythion api for the researchers to obtain data much faster to do creative and productive work the same way FED has it. I don't like the upgrade from the latest pandas version that requires an API key to obtain data.. but hey, if data is there and one line of code gets it.. I would not think why not. So, again, we in the EU are some steps behind with this issue and more shall be done to teach in economics classes how to program in pythin to facilitate data retrival and do more productive work.

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