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Options Greeks calculation with Python

Aplying the BlackScholes formula we can relatively easily calculate the different greeks of the options. Options greeks are the parameters that are going to tell us how the option prices is going to performance in relation to the changes in the underlying price and others like time to the expiry date or volatility. One of […]

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Excel Management with Python Pandas

Here I share three excel functions that can be useful when working with Excel Files. When working with data, we must define an input and output way of dealing with data. As I used to work with Visual Basic in Excel, I feel more confortably using it. I usually use a tab as input (tickers […]

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Connection to the Interactive Brokers API using IbPy

Thanks to the library IbPy is very easy to access the Interactive Brokers API with Python and perform all the functionality it allows. In this post I share a very basic use of it just for downloading the updated porftolio.   """ This script will contain functions for accessing the IB API """   #=============================================================================== […]

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Python Introduction

One of the most versatile languages to use in the analysis of data is Python. In addition to being a very simple and easy to learn language, the high number of available libraries (and in progress) make it a multipurpose tool. This is one of its main advantages over R, the other most important tool […]

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