No data in the path from notebook

AI & Machine learning
1

Course Name: Machine Learning for Options Trading, Section No: 7, Unit No: 7, Unit type: Notebook

 

Hello, 

I have a problem with the data for the course. According to the notebook, there should be a path data_modules/spx_raw_data. However, there is no such data and I have a problem proceeding with the course. Please assist me with the issue

2

Hi Antek,



The notebook you are referring has to be run on your local system. I believe you are looking for the spx_raw_data folder to proceed with this. However, as mentioned in the notebook, this folder has to be fetched by you. To learn how to fetch this data you can refer to the step by step guide added in section 7 unit 6 of this course.



For further clarity:

Step 1: Download the data using the steps mentioned in this unit

Step 2: Rename the downloaded folder as "spx_raw_data" and store this folder inside another folder named "data_modules"

Step 3: Download the notebook and store it in a folder. Make sure this folder is saved in the same location as the data_modules folder

Step 4: Run the notebook after converting the Raw NB code cells into actual code.



Hope this helps!



Thanks

Rushda

3

Okay, I get it - thanks for the reply! I have one more question though. I have an alternative data provider and I am thinking about how the data in the module is structured. These are EOD quotes for each day, all expirations, but expiration up to what time (up to a year)? How should I download the data?

4

Hi Antek,



In the course we have used the daily SPX End-Of-Month options chain data for a period of 12 years (2010 to 2022).



And just to clarify, the data downloading process via OptionsDX has been explained in Section 7 unit 6 of the course.



Thanks

Rushda