EphBlog Board member and chief technologist Eric Smith ‘99 writes:

I have two ideas on options trading that I want to get historical data for so as to test out the ideas, as I have already mentioned. As I also mentioned, I fully expect both ideas to either be proven idiotic, or discovered years ago and fully exploited to the point of being useless.

I finally found an economic paper on one of them, and it is only from 2006! That’s a first, something actually recent to when I thought of something, as opposed to 50 years too late.
The gist of the paper, as far as I can tell, says that the idea is either a bad one, or inconclusive, but it wasn’t exactly the same idea I had and they only tested it on a fairly small amount of data - so I still want to try it out.

The other one is either so wrong that nobody has talked about it, or it is something that already exists with a name and I just haven’t mapped it correctly in my head to recognize it exists.

Hopefully I can get the data before Christmas and then I will have some time to work on it.

Eric has enough time to work on obscure option trading strategies but not enough time to transition EphBlog to Wordpress? Say it ain’t so!