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VIX Futures Expiry Dates

As VIX futures do not expire on the same day each month, I thought I'd share the following code you can use to determine the when the next expiry date is. There is one caveat - if the CBOE is closed on the third Friday of the month the date moves back one day, you'll … Continue reading »

Quickly run up microservices for your trading apps

In todays world of microservices, Flask is a great compact framework in Python for quickly creating web services. For simple services, it's faster to work with then Django (which incidentally is great for more complex services/sites). For instance, you can build a self-contained service that serves up random price data over JSON, in 15 lines … Continue reading »