Closed ODAX Sep 2017 Iron Condor

Summary

Last Friday, I was hoping that the volatility would decrease after the expiration day, so I could close the remaining Put spread for a smaller loss, but I was proven wrong.

DAX on 24/07/2017. Source investing.com

Volatility was still relatively high and the DAX kept going south, so I had to close the trade for a bigger loss, reducing the overall Iron Condor profit to a tiny 18,5€ or 0,001% account increase.

Overall, there is an accumulated 6,1% gain since the beginning of the year (DAX increased 5.0% in the same period).

ODAX September 2017 Iron Condor adjustment (II)

Summary

Quite some movement since the last adjustment where the Call side was threatened. Now, in the July cycle expiration day, it's the Put side that is taking all the heat.

Dax on 21/07/2017 Source investing.com

Today, I closed the Call side for about 60% of the max profit. My plan is to wait until Monday before taking any further action (either deploying a new Call spread or closing the Put spread for a loss, ideally with a little bounce upwards and a reduction in the volatility).

I don't like the idea of a Call spread so close to important technical supports, though.

ODAX September 2017 Iron Condor adjustment

Summary

The ODAX September 2017 Iron Condor reached today the adjustment point on the Call side (30 delta), as the Dax has climbed more than 300 points since I opened the spread a week ago.

Dax index on 12/07/2017 Source Investing 

This is a pretty bad scenario, with a relative quick movement against you without having consumed much time and without almost any Theta decay.

Trading ODAX stock options

Summary

In the unlikely case that you have followed this blog since its inception, you might have noticed that it contains different "learning notes" that I have compiled while learning different technologies and tools, all of the software related, which I wanted to share with anyone interested.

Apart from the software development, I have other hobbies, one of them being the stocks, derivatives and the markets in general. A while ago, I started learning about stock options trading and after some studying I began, at the start of 2017, performing some actual trades using the options over the DAX30 index (the index holding the 30 biggest traded German companies).  They are called ODAX, by the way.

So today, I would like to introduce you the system I have followed for the better part of this year, which I would like to polish as I continue learning about stock options trading. Feedback is always welcome!

Zeppelin + Scala: Consuming a HTTP endpoint

Summary

In our last post, we discussed on how could we execute Spark jobs in Zeppelin and then create nice SQL queries and graphs using the embedded SQLContext (provided along with the usual Spark context).

Today, we will see a way to populate your Spark RDDs/Data-Frames with data retrieved from a HTTP endpoint/REST service. We will focus on the parsing of the resulting JSON response. Additionally, we will also learn how to import additional libraries to Zeppelin.

Fast prototyping with Zeppelin, Spark & Scala

Summary

It´s been a while since I wrote anything here (again) but I don´t have much free time nowadays. Currently I´m taking some training on Scala and Spark, which, by the way, brings us here today.

A recipe for quick prototypes for Data Analysis: Scala + Spark + Zeppelin

If you remember well, I wrote some time ago about some personal learning projects I was working into, which basically picked stocks price information from the Web (using Spring Integration) and ran a couple of Spark analysis that were lately displayed in an AngularJS interface.

Nothing complicated at all, but rather verbose and time consuming to set up, specially if you just want to learn the subject.

How to set up e-mail notifications for Cron

Summary

Last week, I found myself setting up some jobs in a Unix environment (Centos 7) for which I wanted to get error email notifications and I ran into some troubles setting up the proper configuration, so I would like to take the chance and share the actions I took in case anyone finds him/herself in the same situation.

Please note that we are going to use Postfix as mail service here!

Initial Crontab setup

This was the setup I was facing, some jobs scheduled that might fail sometimes and one that will always fail as it was badly written:

$crontab -l

30 15 * * * java -jar /path_to_your_jar_app/job.jar
45 13 * * * /path_to_some_script/script.sh
45 19 * * * obviously_wrong_command

I wanted to be notified by email of any failure (and as I was using Cron, the expected behavior was to get an email  notification when either process returns a non-zero exit code).

This is an example of an email that should be generated for the above setup:

Message  1:
From cron_user@homepc  Sun Oct 23 19:45:01 2016
Delivered-To: john.doe.the.sysadmin@mailservice.com
From: "(Cron Daemon)" 
Subject: Cron  obviously_wrong_command
Content-Type: text/plain; charset=UTF-8
Auto-Submitted: auto-generated
Precedence: bulk
X-Cron-Env: XDG_SESSION_ID=3289
X-Cron-Env: XDG_RUNTIME_DIR=/run/user/3001
X-Cron-Env: LANG=en_US.UTF-8
X-Cron-Env: MAIL_TO=admin_user_alias
X-Cron-Env: SHELL=/bin/sh
X-Cron-Env: HOME=/home/cron_user
X-Cron-Env: PATH=/usr/bin:/bin
X-Cron-Env: LOGNAME=cron_user
X-Cron-Env: USER=cron_user
Date: Sun, 23 Oct 2016 19:45:01 +0200 (CEST)
Status: RO

/bin/sh: obviously_wrong_command: command not found

Keep reading if you want to get the same setup!