johnymontana

johnymontana

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johnymontana

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johnymontana

Options Trading As A Graph

---

Introduction

This GraphGist will begin to explore how stock option data can be modeled as a graph, some simple Cypher queries for calculating payout at expiration for an options contract and a very basic look at finding profitable options trades given a specific forecast. Please note that some of the concepts here have been simplified and are only meant as an educational overview of exploring Neo4j and graph data modeling.

johnymontana

// Import Federal Election campaign contribution data into Neo4j

// /path/to/neo4j/bin/neo4j-shell < FEC-2015.cql

//first let us create indexes!
CREATE INDEX ON :Candidate(fullName);
CREATE INDEX ON :Candidate(lastName);
CREATE INDEX ON :Candidate(candidateID);
CREATE INDEX ON :Contributor(fullName);
CREATE INDEX ON :Contributor(occupation);

johnymontana

MATCH n
OPTIONAL MATCH n-[r]->()
DELETE n,r;

LOAD CSV FROM 'https://dl.dropboxusercontent.com/u/67572426/persons.csv' AS line
MERGE (p:Person:Entity {name: line[0]});

LOAD CSV FROM 'https://dl.dropboxusercontent.com/u/67572426/orgs.csv' AS line
MERGE (o:Org:Dept:Entity {name: line[0]});

johnymontana

// Create schema constraints
CREATE CONSTRAINT ON (c:FECCommittee) ASSERT c.committee_id IS UNIQUE;
CREATE CONSTRAINT ON (t:Treasurer) ASSERT t.name IS UNIQUE;
CREATE CONSTRAINT ON (c:Contributor) ASSERT c.name IS UNIQUE;
CREATE CONSTRAINT ON (o:Occupation) ASSERT o.name IS UNIQUE;
CREATE CONSTRAINT ON (e:Employer) ASSERT e.name IS UNIQUE;
CREATE CONSTRAINT ON (c:City) ASSERT c.name IS UNIQUE;

// FEC Committees
USING PERIODIC COMMIT

johnymontana

// data available here: https://data.police.uk/data/

// Load data for City of London 2015. Change URL for other data downloaded from https://data.police.uk/data/
LOAD CSV WITH HEADERS FROM "https://dl.dropboxusercontent.com/u/67572426/london_graph_hack/2015-01-city-of-london-street.csv" AS row
WITH row WHERE row.Location IS NOT NULL AND row.Latitude IS NOT NULL AND row.Longitude IS NOT NULL AND row.Month IS NOT NULL AND row.`Falls within` IS NOT NULL AND row.`Reported by` IS NOT NULL AND row.`Crime type` IS NOT NULL AND row.`Crime ID` IS NOT NULL
MERGE (location:Location {name: row.Location})
MERGE (point:Point {lat: row.Latitude, lon: row.Longitude})
MERGE (month:Month {name: row.Month})
MERGE (juris:Jurisdiction {name: row.`Falls within`})
MERGE (report:Reporter {name: row.`Reported by`})

johnymontana

// Load airports from Openflights.org dataset

CREATE CONSTRAINT ON (c:Country) ASSERT c.name IS UNIQUE;
CREATE CONSTRAINT ON (c:City) ASSERT c.name IS UNIQUE;
CREATE CONSTRAINT ON (a:Airport) ASSERT a.id IS UNIQUE;

LOAD CSV FROM "https://raw.githubusercontent.com/jpatokal/openflights/master/data/airports.dat" AS row
WITH toInt(row[0]) AS id,
     row[1] AS name,
     row[2] AS city,

johnymontana

CREATE CONSTRAINT ON (u:User) ASSERT u.eid IS UNIQUE;
CREATE CONSTRAINT ON (f:Folder) ASSERT f.name IS UNIQUE;
CREATE CONSTRAINT ON (m:Message) ASSERT m.mid IS UNIQUE;
CREATE INDEX ON :User(email);

LOAD CSV WITH HEADERS FROM "file:///employeelist.csv" AS row
MERGE (u:User {eid: row.eid})
SET u.firstName = row.firstName,
    u.lastName  = row.lastName,
    u.email     = row.Email_id;