David Duncan's Personal Blog

Every morning, a short Python script prices each game-plan stock’s weekly and monthly expected move from its options, then draws those edges on my DAS Trader charts as named, color-coded, global lines — without touching a chart by hand. Here’s the straddle math, the CMD API scripting, the palette, and the gotchas.

Anchoring a VWAP to the CPI release is a popular way to mark the level that “the market cares about.” On CPI morning I asked whether it actually holds as support or resistance any better than a VWAP anchored on an ordinary day. On Bank of America, across 56 CPI releases, it doesn’t. Not in the sessions that follow, and not in the release window itself. Here is the method, the result, and the falcon-stats command so you can test your own tickers.

My morning game plan opens with a gamma-exposure snapshot — the one read that tells you whether the day will mean-revert and pin or trend and extend. Then it started printing UNAVAILABLE. GEX lives and dies on open interest, so here’s why a paid options API wasn’t the fix, and how CBOE’s free public feed brought it back — with the insight that makes the “free and delayed” version actually correct.

The Finviz Elite export API is powerful but undocumented — column IDs are bare integers with no spec. Here’s how a JSON Schema catalog solves that and powers a pre-market gap scanner that feeds a daily trading game plan.

I am open-sourcing falcon-stats — a complete trading discipline system built on Daniel Miessler‘s PAI framework. It ingests your DAS Trader data, calculates statistical covariance, scores your discipline, and tells you the truth about your trading. Here is why I built it and how you can use it.

Exploring how to build a Cumulative Volume Delta indicator and compact order flow visualization using IBKR tick data, Python, and modern charting libraries — with Claude as a development partner.

How to install AWS CLI on RHEL 7 when pip is not supported for system Python