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4 files changed

+92
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‎m6entry/.DS_Store

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‎m6entry/inputdata/earnings.py

+1-1
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@@ -1,3 +1,3 @@
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# Stock with imminent earnings
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TICKERS_WITH_EARNINGS_SOON = ['ABBV']
3+
TICKERS_WITH_EARNINGS_SOON = []

‎m6entry/inputdata/volatiitydata.py

+91-89
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@@ -1,95 +1,97 @@
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2-
stock_vols = {'ABBV':24.1,
3-
'ACN':29.2,
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'AEP':22.4,
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'AIZ':24.2,
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'ALLE':23.9,
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'AMAT':44.8,
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'AMP':36.0,
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'AMZN':42.8,
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'AVB':28.9,
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'AVY':34.5,
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'AXP':39.5,
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'BDX':23.3,
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'BMY':20.3,
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'BF-B':28.7,
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'BR':27.1,
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'CARR':33.3,
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'CDW':31.4,
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'CE':36.2,
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'CHTR':36.2,
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'CNC':34.7,
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'CNP':25.2,
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'COP':51.7,
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'CTAS':34.8,
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'CZR':69.7,
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'DG':26.8,
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'DPZ':36.0,
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'DRE':33.4,
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'DXC':43.0,
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'META':51.7,
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'FTV':31.4,
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'GOOG':38.2,
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'GPC':27.5,
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'HIG':29.9,
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'HST':45.4,
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'JPM':33.0,
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'KR':31.2,
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'OGN':33.6,
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'PG':24.8,
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'PPL':21.2,
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'PYPL':59.6,
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'RE':27.4,
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'ROL':28.2,
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'ROST':38.6,
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'UNH':30.1,
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'URI':46.0,
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'V':31.1,
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'VRSK':28.5,
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'PRU':30.9,
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'WRK':36.8,
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'XOM':42.2}
522

53-
etf_vols={'EWA':25.9,
54-
'EWC':25.6,
55-
'EWG':28.1,
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'EWH':22.9,
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'EWJ':21.0,
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'EWL':25.3,
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'EWQ':27.2,
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'EWT':26.6,
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'EWU':22.8,
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'EWY':27.0,
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'EWZ':38.0,
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'GSG':37.9,
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'HYG':14.9,
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'IAU':15.2,
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'ICLN':40.9,
68-
'IEF':11.1,
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'IEMG':22.7,
3+
4+
stock_vols = {'ABBV':21.7,
5+
'ACN':23.9,
6+
'AEP':17.1,
7+
'AIZ':18.4,
8+
'ALLE':24.8,
9+
'AMAT':39.4,
10+
'AMP':25.8,
11+
'AMZN':33.6,
12+
'AVB':22.4,
13+
'AVY':23.7,
14+
'AXP':26.8,
15+
'BDX':19.6,
16+
'BMY':21.1,
17+
'BF-B':23.3,
18+
'BR':21.4,
19+
'CARR':26.2,
20+
'CDW':23.8,
21+
'CE':30.3,
22+
'CHTR':30.8,
23+
'CNC':24.9,
24+
'CNP':18.7,
25+
'COP':39.5,
26+
'CTAS':22.7,
27+
'CZR':59.4,
28+
'DG':30.3,
29+
'DPZ':25.1,
30+
'DRE':23.6,
31+
'DXC':36.9,
32+
'FB':40.9,
33+
'FTV':22.4,
34+
'GOOG':27.5,
35+
'GPC':19.8,
36+
'HIG':20.8,
37+
'HST':32.4,
38+
'JPM':24.7,
39+
'KR':35.7,
40+
'OGN':28.4,
41+
'PG':16.9,
42+
'PPL':17.6,
43+
'PRU':23.7,
44+
'PYPL':42.8,
45+
'RE':19.1,
46+
'ROL':28.7,
47+
'ROST':32.8,
48+
'UNH':20.6,
49+
'URI':34.7,
50+
'V':24.0,
51+
'VRSK':19.7,
52+
'WRK':29.9,
53+
'XOM':32.6}
54+
55+
etf_vols={'EWA':18.9,
56+
'EWC':20.4,
57+
'EWG':28.4,
58+
'EWH':16.2,
59+
'EWJ':16.5,
60+
'EWL':19.4,
61+
'EWQ':26.2,
62+
'EWT':21.9,
63+
'EWU':19.3,
64+
'EWY':22.8,
65+
'EWZ':34.4,
66+
'GSG':30.6,
67+
'HYG':12.8,
68+
'IAU':14.3,
69+
'ICLN':35.9,
70+
'IEF':10.1,
71+
'IEMG':17.4,
7072
'IEUS':20,
71-
'IGF':14.8,
72-
'INDA':24.6,
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'IVV':24.1,
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'IWM':30.6,
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'IXN':29.9,
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'LQD':12.4,
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'MCHI':37.0,
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'REET':18.5,
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'SHY':3.7,
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'SLV':27.7,
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'TLT':21.1,
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'VXX':70.4,
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'XLB':26.7,
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'XLC':28.7,
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'XLE':44.7,
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'XLF':27.1,
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'XLI':23.4,
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'XLK':30.7,
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'XLP':18.8,
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'XLU':21.2,
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'XLV':20,
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'XLY':34}
73+
'IGF':17.1,
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'INDA':17.1,
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'IVV':18.2,
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'IWM':23.6,
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'IXN':25.2,
78+
'LQD':11.4,
79+
'MCHI':26.2,
80+
'REET':16.9,
81+
'SHY':2.6,
82+
'SLV':27.2,
83+
'TLT':18.5,
84+
'VXX':77.6,
85+
'XLB':20.0,
86+
'XLC':23.7,
87+
'XLE':33.1,
88+
'XLF':20.2,
89+
'XLI':17.8,
90+
'XLK':23.6,
91+
'XLP':13.6,
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'XLU':16.4,
93+
'XLV':16.0,
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'XLY':27.4}
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all_vols = stock_vols.copy()
9597
all_vols.update(etf_vols)

‎m6entry/outputdata/.DS_Store

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