Homework 5

Learning Outcomes

• Learn to pull options data from WRDS

• Learn to deploy a Sphinx site to Vercel

• Learn to protect a Vercel site using Clerk

Assignment

The assignment is located at the following GitHub Education link: https://classroom.github.com/a/UiVW8xxG

This homework focuses on understanding and implementing SPX hedging with options. For this homework, you simply need to do the following:

1. Complete the SQL query in src/pull_options_data.py to pull the SPX options data from WRDS. Completeing this query should solve the tests in src/test_spx_hedging_functions.py.

2. Take the resulting Sphinx site generated in docs/ and deploy it to Vercel, and protect it from unauthenticated and unauthorized access using Clerk. You can do this using Example 7 from my simple_auth repo here: jmbejara/simple_auth

3. Add one of your classmates as an authorized user to your Vercel project.

For more information on how to use the OptionMetrics data, see the following resources:

• https://wrds-www.wharton.upenn.edu/pages/support/manuals-and-overviews/optionmetrics/wrds-overview-optionmetrics/

• https://wrds-www.wharton.upenn.edu/data-dictionary/optionm_all/opprcd2023/

• https://wrds-www.wharton.upenn.edu/data-dictionary/optionm_all/secprd1996/

• https://wrds-www.wharton.upenn.edu/pages/get-data/optionmetrics/ivy-db-us/options/option-prices/

• https://wrds-www.wharton.upenn.edu/data-dictionary/frb_all/rates_daily/