Pat Hennessy, CMT @pat_hennessy Twitter profile

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Pat Hennessy, CMT

@pat_hennessy

3 years

OPTION/VOLATILITY BOOKS THREAD: I'll be listing my favorite books on options/volatility here, broken down into three categories: -Basics -Trading/Practical Application -Quant/Modeling

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Pat Hennessy, CMT

@pat_hennessy

3 years

Everyone's favorite fund is up to the plate to roll their $SPX put spread collar tomorrow. Given current market pricing, the fund will be selling the 4425 SepQ call (3.1% OTM). Given current AUM of $18bn, the quantity is around 49k(!!!) contracts.

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Pat Hennessy, CMT

@pat_hennessy

1 year

Are you an options nerd like me? Have you been wondering why the PutWrite (PUT) has outperformed the BuyWrite (BXM) by so much over its history? Well you're in luck! I will break it down for you in far more detail than you ever wanted or needed. 🧵time...

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Pat Hennessy, CMT

@pat_hennessy

1 year

Ooooo yaaaa Cboe is rolling out the 1d VIX on Monday.

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Pat Hennessy, CMT

@pat_hennessy

4 years

Was driving 18hrs through the night on Friday a bit impulsive? Maybe. Was it worth it? Definitely.

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Pat Hennessy, CMT

@pat_hennessy

1 year

Created a monitor for $SPX daily option strategies (a la Nomura) with some addl strats included. Surprised that directionally neutral strategies (straddles, strangles, condors) haven't gone anywhere since May despite anemic RV in the index. VRP is not there.

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Pat Hennessy, CMT

@pat_hennessy

3 years

Todays move in VX30 was a whopping +3.95 on a 2.1% $ES selloff. A basic polynomial regression would predict VX30 should only be up ~1.5pts on this magnitude of sell off in ES...

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Pat Hennessy, CMT

@pat_hennessy

11 months

My brother in Christ, you can literally purchase a *risk free asset* that yields almost 2% more than this

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Pat Hennessy, CMT

@pat_hennessy

3 years

No one, literally no one: Please list 5 year options on $SPX. Cboe: say no more fam

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Pat Hennessy, CMT

@pat_hennessy

3 years

Long $VIX 😤😤😤 @Sven am i doing this right?

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Pat Hennessy, CMT

@pat_hennessy

3 years

What is the true cost of hedging your portfolio? Our newest research piece dives into the topic and compares the cost of hedging an equity portfolio to the "cost" of diversifying a portfolio with bonds. The results may surprise you...

DocSend - Simple, intelligent, modern content sending

DocSend helps you communicate more effectively by telling you what happens to content after you send them and letting you keep control in real time.

docsend.com

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Pat Hennessy, CMT

@pat_hennessy

2 years

One dynamic I am keep a close 👀 on is the performance of option selling strategies in this new environment we've found ourselves in. The best performers YTD (Iron Condors, Bflys, OTM put selling) were all the laggards of the last few years.

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Pat Hennessy, CMT

@pat_hennessy

2 years

Bring the gamma! Tuesday and Thursday expiries coming to the $CBOE $SPX

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Pat Hennessy, CMT

@pat_hennessy

5 years

Just how big is $SPX gamma selling you ask? It's literally warping spacetime. (credit: SG)

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Pat Hennessy, CMT

@pat_hennessy

3 years

People think Citadel, Susq, etc. are the big boys in products like $SPY... but the real ones know who really runs that market #WHHHUUUTTT #OOOKKKKK

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Pat Hennessy, CMT

@pat_hennessy

2 years

Let's talk a little bit about $SPX skew, rates, and how you can use the current dynamics in option markets to structure portfolio hedges. It's been well documented that skew is trading at the flattest levels on record since the GFC

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Pat Hennessy, CMT

@pat_hennessy

2 years

Every large down move in $SPX this year (quantified by <= -2 Zscore) has been followed by a relatively flat day/lack of follow through. Any ideas as to why this is?

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Pat Hennessy, CMT

@pat_hennessy

5 years

The year is 2025. Underlying stock is simply a means to delta hedge as all equity exposure has moved into put writes. 25 delta puts trade at a 5 vol discount to 25 delta calls. Iron condor funds manage $5 trillion despite showing annualized rets of -12%. All is well in the world.

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Pat Hennessy, CMT

@pat_hennessy

5 years

Twitter fam, a rare piece of personal news- I got hitched this past weekend to THE most beautiful bride. I’ll see y’all next week. (p.s. I’m the one on the right not the middle)

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Pat Hennessy, CMT

@pat_hennessy

3 years

Pretty wild chart showing how much of the $SPX option volume has moved to short dated stuff. Sub 2 week to expiry SPX options now account for 2/3rds of total option volumes! #GammaAddictsAnonymous

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Pat Hennessy, CMT

@pat_hennessy

4 years

Vol Up Spot Up! Some thoughts... large call buying in $NDX single names is driving index vols higher with spot as dealers are short gamma/vega in these names. Over the last 3 days the $VXN is up 6pts on a 2% rally in the NDX. (red dot in the chart is today)

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Pat Hennessy, CMT

@pat_hennessy

1 year

With all the focus $SPX 0DTE options lately, I took a look at how expensive these have been since 2022. This backtests sells a 1DTE straddle the day before expiry and holds to maturity. Performance since the Nov CPI has been stellar, with a 63% win rate and avg gain of $20.

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Pat Hennessy, CMT

@pat_hennessy

1 year

Have been blessed to welcome Cooper James Hennessy into the world. Born 3/15/23, exactly 9 years to the day after his mom and I met. Wisdom and advice welcomed!

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Pat Hennessy, CMT

@pat_hennessy

5 years

Is selling options still worth the risk? We took a look at what has been driving the underperformance of popular option-writing strategies and the opportunities presented by large scale option selling programs.

Is Selling Options Still Worth the Risk? » IPS Strategic Capital

Patrick Hennessy, CMT Head Trader I learned a long time ago as a young broker on Wall Street that when looking at a potential trade if the numbers look good, buy the position. Conversely, if the...

investps.com

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Pat Hennessy, CMT

@pat_hennessy

6 years

$VIX continues to underperform when $SPX falls. All the data points in the blue box are from end of Mar/early Apr. Investors are either 1) already hedged 2) too scared to hedge near lows and get burned or 3) already reduced equity exposure (or some combo of the 3).

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Pat Hennessy, CMT

@pat_hennessy

1 year

me and the boys checking out those 0DTEs

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Pat Hennessy, CMT

@pat_hennessy

2 years

Lots of pontification on why $SPX skew is so low lately. I can offer one piece of advice. Try buying it... And now you know why skew is so low.

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Pat Hennessy, CMT

@pat_hennessy

5 years

Traders are bidding $SPX tails/skew like the world is about to end... last time this type of premium existed relative to realized was ahead of US election and Brexit.

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Pat Hennessy, CMT

@pat_hennessy

4 years

$SPX Sep Qtrly options are a great example of how markets adjust to the footprint of large systematic (and well choreographed) players. One of the largest hedged equity funds will put on a put spread collar end of day in massive size (~30k), per its prospectus.

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Pat Hennessy, CMT

@pat_hennessy

3 years

In case you're confused about how 13f filings work, this is completely wrong. They are long 8,000 put options with a notional value (on filing date) of approx. $534mm.

*Walter Bloomberg

@DeItaone

3 years

Michael Burry bought more than 800,000 Tesla put options contracts in the first quarter worth $534.4 million, according to a filing with the U.S. Securities and Exchange Commission - CNBC $TSLA

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Pat Hennessy, CMT

@pat_hennessy

4 years

Theme of the day thus far seems to be $SPX call overwriters rolling their short calls up and out. These trades can fuel upside in indexes as market makers are left net short delta when facilitating the trade, needing to buy futs as a hedge.

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Pat Hennessy, CMT

@pat_hennessy

6 years

$SPX skew continues to get crushed as downside protection is out of favor with traders. Lack of downside demand has coincided w/ bottoms in the Sep15, Feb16, Dec16, and Apr18. Traders have been positioning for upside rally with calls/csprds (note call volm/OI). Is it that easy?

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Pat Hennessy, CMT

@pat_hennessy

10 months

Some personal news... After over a decade at IPS, I'll be starting a new chapter of my career at @SimplifyAsstMgt as a Senior Risk Manager. I'm absolutely thrilled to be joining such a high caliber team that continues to innovate in the alternative-based ETF space. And a

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Pat Hennessy, CMT

@pat_hennessy

3 years

Barring a few instances of $VIX - Oct fut inversion, the VIX curve has remained in contango throughout the selloff. Despite higher base VIX level all year, term structure has refused to invert on these sell offs. Keeping a close eye on inversion as a tell 👀

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Pat Hennessy, CMT

@pat_hennessy

3 years

RV forecasting is tough. One practical approach that avoids fancy models/math is to look at tomorrows potential return outcomes and see how it changes the RV. This approach allows you to relate specific levels in the underlying in +/- change in RV.

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Pat Hennessy, CMT

@pat_hennessy

3 years

Take a look at how the $SPX has traded the last few quarters. Flat/slightly lower into quarter end followed by massive upside in the first couple of weeks of the quarter.

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Pat Hennessy, CMT

@pat_hennessy

4 years

Covered call and put-write strategies were actually down more than the $SPX YTD as of yesterdays close. Half of the upside with all of the downside! Brilliant - here's $100bn!

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Pat Hennessy, CMT

@pat_hennessy

4 years

A trader on the block desk at one of the major retail brokerages said its all puking from advisors... selling IG bonds and equities to buy treasury ETFs. Said normally 300 block orders a day, up to 1000/day now 🤮

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Pat Hennessy, CMT

@pat_hennessy

3 years

Great stat @VIXandMore , had to double check this. $VXX finishes the day down 15.7% which is the largest 1d decline in its history! Steep term structure is doing its job with VX30 down only 13.4% on the day.

Bill Luby

@VIXandMore

3 years

Currently on track for the largest 1-day % decline in $VXX ever at -17.01%

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Pat Hennessy, CMT

@pat_hennessy

4 years

Regardless of your views on GEX assumptions, one absolute truth is that massive amounts of OI (and thus positions on MMs books) come off on monthly Opex. This causes a cyclical effect where realized vol tends to fall into & expand out of Opex.

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Pat Hennessy, CMT

@pat_hennessy

3 years

I also suspect that JPM team (who is top notch, this is not a knock on them) understands this. They've issued 2 new funds that trade in different quarterly cycles presumably to mitigate the market impact their trades have.

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Pat Hennessy, CMT

@pat_hennessy

3 years

The old heuristic is that opex tends to be bullish for equities, but that hasn't been the case for quite some time. Here's the rolling 3 year average returns of $SPX broken down by the week relative to opex. Notice how opex week returns peaked in 2016 and have trended lower since

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Pat Hennessy, CMT

@pat_hennessy

3 years

JPM collar becoming more relevant by the day.

Alpha_Ex_LLC

@Alpha_Ex_LLC

3 years

SPX 9/30 exp collar: 4065/3425 put spread vs 4430 call. Below mapping gamma and theta profiles of just the call. 2.5bln of SPX to buy (sell) when market falls (rises) by 1%. Theta is 7.4mln per day. Vastly incomplete picture, but it's certainly a large trade out there.

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Pat Hennessy, CMT

@pat_hennessy

3 years

If anyone wants a real life example of why looking at VIX in % changes can get you into trouble, look no further than the SEC complain against LJM. Their "stress test" shocked the portfolio with a -5% SPX and +50% vol move.

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Pat Hennessy, CMT

@pat_hennessy

4 years

Return of the VRP? The spread b/w implied & realized volatility continues to widen as IVs refuse to budge despite abysmal realized vol in $SPX. Historically, the avg spread b/w 21d EWRV and VIX is around 3.5-4pts. It currently sits just shy of 17!

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Pat Hennessy, CMT

@pat_hennessy

6 years

A few (free) and useful web-based apps for traders: @ft_options (can't believe this is free): Intraday realized vol/trend: SPX "VIX" Term Structure: Please share any useful ones you use.

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Pat Hennessy, CMT

@pat_hennessy

2 years

$VIX 2.5 pts off its highs when $ES traded here around 4160 this morning. We're only down 70bps on the day, but tons of intraday travel so it's interesting to see vols showing signs of exhaustion here

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Pat Hennessy, CMT

@pat_hennessy

4 years

I believe the technical term for the performance of selling var swaps in March is "OOOF"

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Pat Hennessy, CMT

@pat_hennessy

3 years

Really can't be understated how steep the $VIX term structure is right now. Does anyone wanna guess how VXX/vol performs one month after the term structure looks like this?

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Pat Hennessy, CMT

@pat_hennessy

6 years

@stevenmnuchin1

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Pat Hennessy, CMT

@pat_hennessy

5 years

I see a lot of analysts equating positive gamma in SPX to an all-clear long signal. This is not the case. A simple 10d MA strategy would've significantly outperformed a strategy where you are long SPX when gamma is > 0.

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Pat Hennessy, CMT

@pat_hennessy

3 years

Damn, twitter is so cool. Years ago I was reading John's work while studying for my CMT and now he's thanking me for my charts?!

John Bollinger

@bbands

3 years

@pat_hennessy Nice chart, thanks for posting it.

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Pat Hennessy, CMT

@pat_hennessy

4 years

Not to pile on here, but tomorrow begins the blackout window for stock buybacks. Buybacks don't stop entirely but there's usually a 30-40% reduction in share repurchases during this window.

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Pat Hennessy, CMT

@pat_hennessy

3 years

I haven't ran this trade (short $ES, short $VXX) in ages because it's been a turd since 2018 but I had to check after recent vol/spot performance and.... are we back?!?!

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Pat Hennessy, CMT

@pat_hennessy

3 years

Very important pt brought up by Cem. Based on end of day AUM, I estimate they will trade 46k of the DecQ collars. Using closing prices today, this represents $10.5bn in delta that the MMs will need to hedge (~49k ES futs) when the trade goes up.

Cem Karsan 🥐

@jam_croissant

3 years

1/3 If things continue on their current path, this’ll be the 1st time we’ll have closed below the JHEQX call strike (current 4430) since March 2020. This could have important ramifications for the next 29 hrs, & likely has played some role in the sell off of the last 43 hrs. When

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Pat Hennessy, CMT

@pat_hennessy

3 years

The Second Leg Down - @HariPKrishnan2 My favorite book in this section. Hari gives detailed yet digestible explanations to trades that ACUTALLY WORK in today's markets. One of the only books I've read that gives away some secret sauce.

The Second Leg Down: Strategies for Profiting after a Market Sell-Off (The Wiley Finance Series)

www.amazon.com

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Pat Hennessy, CMT

@pat_hennessy

2 years

With all the fear in the markets you'd think that short dated $SPX put skew would be higher than the 0th percentile over the last decade... (subpanel shows 1w, 2w, and 1m 10 delta put skew relative to ATM)

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Pat Hennessy, CMT

@pat_hennessy

5 years

I think most of us would agree that $SPX option sellers have had a rough go since 2018. Just how rough you ask? Let's compare a strategy that buys 7d ATM calls to one that sells 7d ATM puts (rolled with 1DTE). This is the growth of $1mm portfolio trading 5 contracts.

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Pat Hennessy, CMT

@pat_hennessy

3 years

Aaaand just like that, single digit $SPX vols back on the board.

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Pat Hennessy, CMT

@pat_hennessy

3 years

Really good listen if you trade $VIX futures or any vol products. Stefan is a OG VIX trader and gives away a ton of actionable advice in this interview, great questions from @JasonMutiny too!

TopTradersLive.com

@TopTradersLive

3 years

Today @JasonMutiny takes us deep into various types of Volatility trading with my colleague Stefan Wintner. But first they have to establish if Volatility is an "Asset Class"...listen in... 👇👇👇👇👇 #Volatility #VIX #investing #stocks

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Pat Hennessy, CMT

@pat_hennessy

3 years

@Trading_Boxes Depends what you're looking for... Raw data: -CBOE Datashop (my rec) -ivolatility -delta neutral Backtesting as a service: -ORATS (my rec) -CML Viz Also, OptionNetExplorer (which doesn't necessarily fit into either) is great for historical data and scenario analysis.

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Pat Hennessy, CMT

@pat_hennessy

6 years

Convexity with positive carry

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Pat Hennessy, CMT

@pat_hennessy

4 years

It's not everyday that you see $VXX and $SPX both above their upper bollinger bands 🤷‍♂️

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Pat Hennessy, CMT

@pat_hennessy

4 months

@AgustinLebron3 The answer (as always) is to sell skew

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Pat Hennessy, CMT

@pat_hennessy

4 years

If you were upset after looking at your quarterly statements in March, just remember that a 150yr old tennis club did a better job of managing risk than your financial advisor

Darren Rovell

@darrenrovell

4 years

Wimbledon reportedly paid $2 million a year for pandemic insurance for the last 17 years (Total: $34 Million) For this year's cancellation as a result of the Coronavirus, Wimbledon will reportedly receive $141 million from the policy.

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Pat Hennessy, CMT

@pat_hennessy

4 years

It would appear the $VIX term structure strategies got the 'all clear' signal today to pile back into short vol.

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Pat Hennessy, CMT

@pat_hennessy

4 years

The avg bid/ask spread in $ES got up to 3.62 ticks (almost $1!!!) during Fridays session. Even in the throes of the Dec 2018 sell off we managed to keep about tick wide markets. Not even close right now.

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Pat Hennessy, CMT

@pat_hennessy

3 years

Options Trading, The Hidden Reality - @RiskDoctor Amazing practical insights from a former Cboe market maker. I particularly loved the section on position dissection/synthetics. Also THE MOST creative illustrations in options literature.

Options Trading: The Hidden Reality - Ri$k Doctor Guide to Position Adjustment and Hedging ("Opti...

Required Reading for the Serious Options Trader This book is an expanded revision of "Options: Perception and Deception" and "Coulda Woulda Shoulda". "Options Trading: The Hidden Reality" (OTTHR) is...

www.amazon.com

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Pat Hennessy, CMT

@pat_hennessy

5 years

Here's a few questions for vol twit: What are the implications of how well broadcasted gamma exposure anlaysis has become? Will it give traders a sense of false confidence at inopportune times? Do the inherently flawed assumptions ever end up mattering?

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Pat Hennessy, CMT

@pat_hennessy

8 years

To all my $VIX traders out there, here is a playbook to help you sniff out where the best setups might be $VXX $SPX $VVIX

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Pat Hennessy, CMT

@pat_hennessy

4 years

IB's risk dept knows where the bodies are buried. Heed their warning.

ZeroHedge

@govttrader

4 years

Interactive Brokers eliminates reduced intra-day margin. Effective with today's close of US markets, reduced intra-day margin on all Futures products will be suspended. We will continue to monitor market volatility to determine whether intra-day reduced margin will be restored.

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Pat Hennessy, CMT

@pat_hennessy

2 years

Market regimes are always shifting - I've found that options markets tend to reward players who are willing to take on strategies/positions that have performed poorly in the recent past and penalize those who pile into popular, high returning strategies.

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Pat Hennessy, CMT

@pat_hennessy

3 years

The deed is done. The new put spread collar strikes are P3425/P4060/C4420. SPX was at 4294.3 when this printed giving the trade moneyness of 79.7%/94.5%/102.9%.

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Pat Hennessy, CMT

@pat_hennessy

6 years

This chart shows the average bid/ask spread width on the $SPY $IWM and $QQQ. The Feb event was a liquidity driven sell off. Yesterday was, by comparison, an 'orderly selloff'. Liquidity appears to have been solid throughout the day.

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Pat Hennessy, CMT

@pat_hennessy

2 years

Hey guys been off desk since Tuesday close. Don't have access to charts but I see were only down 20 pts so I assume the Fed was a non event? 50 bps as expected...

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Pat Hennessy, CMT

@pat_hennessy

4 years

Friendly reminder that, all things equal, $VIX will be gliding higher as Nov. 6th options are now the "far term" in the index calculation. This term captures the election in $SPX options will be included in the VIX calc until 10/14/20.

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Pat Hennessy, CMT

@pat_hennessy

5 years

Wait a sec... that isn't supposed to happen!? Maybe, and hear me out here, the systematic selling of $800mm vega every month is causing historical relationship to change?

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Pat Hennessy, CMT

@pat_hennessy

6 years

$VIX term structure flattens between Oct/Nov (mid-term vol), steepens everywhere else. Mkt telling you the floor for Oct VIX (Nov SPX vol) should be higher. Spot VIX WILL go higher when Nov 9 options are used in VIX calculation (early next week).

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Pat Hennessy, CMT

@pat_hennessy

1 year

Samantha LaDuc

@SamanthaLaDuc

1 year

How cool is that: BofA's points out that longer dated $SPX puts haven't been this cheap in "modern times": "Since our data began in 2008, it has never cost less to protect against an S&P drawdown in the next 12 months." H/t @themarketear

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Pat Hennessy, CMT

@pat_hennessy

5 years

$ES liquidity remains abysmal despite price resilience. This *by itself* is not a catalyst for markets to sell off. That being said, if there were a catalyst to sell off (LOL, ya right) and you start from a point of such low liquidity.... #NoBid .

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Pat Hennessy, CMT

@pat_hennessy

7 years

@dynamicvol Ppl need to be aware of these liquidation risks. The mkt knows theres a price insensitive buyer EOD.. what's the worst they can do?

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Pat Hennessy, CMT

@pat_hennessy

5 years

The MRA VRP Index, a measure of implied vol - subsequent realized vol (e.g. how profitable it was to sell $SPX options 30 days ago) has been negative a remarkable 41% of the time since the beginning of 2018. #VolRiskNoPremium

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Pat Hennessy, CMT

@pat_hennessy

3 years

A very simple illustration of this effect: Asset 1 returns +2%, -1%, +1% every 3 days. Asset 2 returns -0.5%, +3%, -0.5% every 3 days. The correlation of the returns is -0.94 despite the correlation of price being +0.94. Don't let the charts fool you!

Benn Eifert 🥷🏴‍☠️

@bennpeifert

3 years

Periodic reminder that one of the most innocuously annoying fintwit formats is "X <asset> isn't buying Y's <loosely statistically correlated other asset> move today" let's do better together

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Pat Hennessy, CMT

@pat_hennessy

4 years

$SPX 5d realized hits a 2 handle. Mission accomplished @federalreserve !!!!

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Pat Hennessy, CMT

@pat_hennessy

3 years

$SPX 5d realized sitting sub 2!

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Pat Hennessy, CMT

@pat_hennessy

3 years

The Fund's marketing materials state that they always enter a 95%/80% moneyness put spread and sell a call with a strike price that makes the trade zero cost. They claim the average moneyness of this short call is between 3.5%-5.5%.

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Pat Hennessy, CMT

@pat_hennessy

5 years

you may have been able to evade the skeptics, short sellers and the SEC but NO ONE can recover from a kiss of death from the IB risk dept... adios @elonmusk , was fun while it lasted

SqueezeMetrics

@SqueezeMetrics

5 years

There it is. What you've all been waiting for. $TSLA $TSLAQ

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Pat Hennessy, CMT

@pat_hennessy

5 years

Dealing with a different set of Greeks this week

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Pat Hennessy, CMT

@pat_hennessy

5 years

Soooo there's an ETN in South Korea that sells 5% OTM strangles on the KOSPI. Oops I almost forgot to mention that it has over $900mm in AUM 😲

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Pat Hennessy, CMT

@pat_hennessy

6 years

$GS notes that OVER 100% of $SPX YTD return has come from these 10 stocks.

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Pat Hennessy, CMT

@pat_hennessy

1 year

Welp, it was fun while it lasted. $SPX straddle only pricing 83bps for tomorrow ahead of CPI, lowest on record since dailies were listed in May 2022.

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Pat Hennessy, CMT

@pat_hennessy

5 years

Good read on BAML's "fantastic solution" to the short vol products they sell their clients.

Equity derivatives house of the year: Bank of America - Risk.net

Risk Awards 2020: Focus on risk spurred invention and made space for $2 billion Natixis deal

www.risk.net

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Pat Hennessy, CMT

@pat_hennessy

4 years

Wake up early on a holiday, excited to add some new features to historical options backtester. 3 hours later: zero features added BUT I can tell you how many business seconds until any option expires ¯\_(ツ)_/¯

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Pat Hennessy, CMT

@pat_hennessy

3 years

The Basics: Option Volatility & Pricing - Natenberg This is required reading for any options trader and will arm you with the tools you need to try to make sense of this crazy stuff.

Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition

www.amazon.com

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Pat Hennessy, CMT

@pat_hennessy

3 years

People like @jam_croissant have pointed out the effect that this single trade has on the SPX vol surface as market makers adjust their volatilities for this behemoth trade that occurs at the same time every quarter.

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Pat Hennessy, CMT

@pat_hennessy

4 years

A good reading regarding gamma exposure. Until you've dug in and done the work yourself, you can't really appreciate the number of assumptions that go into calculating gamma exposure.

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Pat Hennessy, CMT

@pat_hennessy

4 years

It is remarkable how similar the $VIX term structure looks to both 12/24/18 and 8/24/15 (minus election bump).

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Pat Hennessy, CMT

@pat_hennessy

3 years

Anyone here use yfinance package in python? Is it normal for it to take 30 minutes to download 10 yrs of data on 30 tickers? Also, big shout of to BBG data limits for forcing me to go this route!

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Pat Hennessy, CMT

@pat_hennessy

3 years

The fall foliage is in full effect out here right now 🔥

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