Tuesday, 21 August 2018

Closed: September 2018 Put Spread


Barely one week after opening the trade, out of a total of six, I reached 50% profit so I decided to close the trade and take the money from the table.

DAX 30 on August 21st. Source Investing

Monday, 13 August 2018

New position: ODAX September 2018 Put Spread


This morning, with the DAX 30 hitting 12350, I opened a 11500/11100 Put Spread aiming for the September expiration cycle (39 days until expiration).

DAX 30 on August 13th 2018. Source Investing

Six trading weeks to go and an Implicit Volatility of 19%. The DAX index has declined a bit during this month so my bet is for a slight rebound and a continuation of this sideways market for some weeks.

If things go wrong, I will adjust the trade when the short option reaches 30 delta.

Sunday, 5 August 2018

How to import CSV files into Parquet with Kite SDK


In order to perform some data studies, I need to import a CSV file, generated by Yahoo Finance and containing historical data from General Electric (GE) into Parquet files in HDFS so I can later run some Spark Jobs on it. 

The data is a time-series and that should be partitioned per year and month (just for the sake of the example).

In order to have a quick solution (I do not want to write a Spark Job or Java application), I will use Kite SDK.

Steps to follow
  • Clean the data with a simple AWK script
  • Define the schema of the Parquet file (column types, etc.)
  • Define the partition strategy that is going to follow (for more optimal querying)
  • Execute the import