PhD Work

Comprehensive and multifaceted script designed for detailed stock market analysis and visualization. It begins by scraping earnings data from a financial website, specifically Yahoo Finance, for a given date. This data is then processed and organized into a DataFrame for further analysis. The script meticulously filters through various stock tickers, analyzing each for specific criteria using stock options metrics. Key functions include the analysis of stock options, calculation of historical volatility, and plotting of various financial metrics such as the price-to-earnings (P/E) ratio, implied volatility skew, and sector ETF time series. Additionally, the script contains utility functions for fetching and displaying detailed stock information, including financial ratios and historical data. It employs libraries like yfinance for data retrieval and matplotlib for data visualization, offering a range of plots from volatility surfaces to stock price histories. The script's design allows for an in-depth examination of stocks, focusing on both individual stock performance and broader market trends. This makes it a valuable tool for investors and analysts looking to make informed decisions based on a comprehensive set of financial data and metrics.