diff --git a/src/lib/components/Footer.svelte b/src/lib/components/Footer.svelte index 48a590f0..c00f7225 100644 --- a/src/lib/components/Footer.svelte +++ b/src/lib/components/Footer.svelte @@ -116,15 +116,13 @@ >Blog - diff --git a/src/routes/learning-center/+page.server.ts b/src/routes/learning-center/+page.server.ts new file mode 100644 index 00000000..5e601967 --- /dev/null +++ b/src/routes/learning-center/+page.server.ts @@ -0,0 +1,20 @@ + +export const load = async ({locals}) => { + const { pb } = locals; + + const getAllBlogPost = async () => { + + + // make the POST request to the endpoint + const output = await pb.collection("tutorials").getFullList({ + sort: "-updated", + }); + + return output; + }; + + // Make sure to return a promise + return { + getAllBlogPost: await getAllBlogPost(), + }; +}; \ No newline at end of file diff --git a/src/routes/learning-center/+page.svelte b/src/routes/learning-center/+page.svelte new file mode 100644 index 00000000..9cb84970 --- /dev/null +++ b/src/routes/learning-center/+page.svelte @@ -0,0 +1,104 @@ + + + + +
+
+
+
+
+
+

+ Learning Center +

+
+ +
+ {#if allBlogPosts?.length !== 0} + {#each allBlogPosts as item} +
+
+ Stock Analysis Blog Post Wallpaper +
+
+
+

+ {item?.title} +

+

+ {item?.abstract.length > 250 + ? item?.abstract?.slice(0, 250) + "..." + : item?.abstract} +

+
+
+
+ Published: +
+
+
+
+ {#each item?.tags as tags} + + {/each} +
+
+
+
+ {/each} + {:else} +
+ +
+ {/if} +
+
+
+
+
+
diff --git a/src/routes/learning-center/article/[slug]/+page.server.ts b/src/routes/learning-center/article/[slug]/+page.server.ts new file mode 100644 index 00000000..ca964f17 --- /dev/null +++ b/src/routes/learning-center/article/[slug]/+page.server.ts @@ -0,0 +1,25 @@ +import { convertToSlug } from "$lib/utils"; + +export const load = async ({ locals, params }) => { + const { pb } = locals; + + const getArticle = async () => { + // Make the POST request to the endpoint + const output = await pb.collection("tutorials").getFullList({ + sort: "-created", + }); + + + // Find the matching article based on params.slug + const matchingArticle = output?.find( + (article) => convertToSlug(article?.title) === params?.slug + ); + + return matchingArticle; + }; + + // Make sure to return a promise + return { + getArticle: await getArticle(), + }; +}; diff --git a/src/routes/learning-center/article/[slug]/+page.svelte b/src/routes/learning-center/article/[slug]/+page.svelte new file mode 100644 index 00000000..ad57eb87 --- /dev/null +++ b/src/routes/learning-center/article/[slug]/+page.svelte @@ -0,0 +1,122 @@ + + + + +
+
+
+ Wallpaper +
+
+
+

+ {article?.title} +

+
+
+ Last Updated: {new Date(article?.updated)?.toLocaleString( + "en-US", + { + month: "short", + day: "numeric", + year: "numeric", + daySuffix: "2-digit", + }, + )} +
+
+
+
+ {#each article?.tags as tags} + + {/each} +
+
+
+ +
+
+ {@html article?.description} + + + +
+
+
+ +
+
+ {#if !data?.user} +
+
+

+ Stay informed in just 2 minutes +

+

+ Get a daily email with the top market-moving news in bullet + point format, for free. +

+ +
+
+ {/if} + +
+

Watchlist

+

+ Build your watchlist to keep track of their performance +

+
+ + +
+

Top Stocks

+

+ Get the latest Top Wall Street Analyst Ratings +

+
+ +
+
+
+
+
+
diff --git a/src/routes/learning-center/long-call-options/+page.svelte b/src/routes/learning-center/long-call-options/+page.svelte deleted file mode 100644 index fb38923a..00000000 --- a/src/routes/learning-center/long-call-options/+page.svelte +++ /dev/null @@ -1,614 +0,0 @@ - - - - - - - {$numberOfUnreadNotification > 0 ? `(${$numberOfUnreadNotification})` : ""} Long - Call Options · stocknear - - - - - - - - - - - - - - - - -
-
-
    -
  • Home
    • -
  • Long Call Options
    • -
-
- -
-
-
- -
-
- -

- Long Call Options -

- - - - - -
- A call option is one of the two fundamental types of options. The - holder of a call option has the option, but not the obligation, to - purchase 100 shares of the underlying stock at the strike price in - the future. -
-
- It is useful to understand some basic terminology regarding the strike - of a call option: -
    -
  1. - In-The-Money (ITM): The - stock price is greater than the strike - price. -
    2. -
  2. - At-The-Money (ATM): The - stock price is equal to the strike - price. -
    3. -
  3. - Out-of-the-money (OTM): The - stock price is less than the strike - price. -
    4. -
-
- - - - - - ProfitLossStock Price -
- - OTM options expire worthless, whereas ITM options hold value at - expiration. However, simply being ITM doesn't guarantee profit. - You need to consider the price you paid for the option. For - instance, if you paid $5 per contract and the option is in the - money by $2, you'd incur a $3 loss. -
-
- Profiting from the option at expiration requires it to be ITM by more - than the amount you paid for it; simple as that. -
- - -

- What's the Goal -

- - -
- To break even at expiration, the underlying stock price must be - higher than the strike price plus the premium you paid for the - option. -
-
- For example, if you paid $5.00 for a 100 call and the stock is now - worth $103, you will still lose money ($2 x 100 = $200) because you - must cover the cost of the option. -
-
- Because of this, you really want the stock to go well above your strike - price (depending on how much you paid for the option). Otherwise you - will constantly be worrying if the stock is going to make it, which - often leads to panic selling. -
-
- As a result, you want the stock to rise significantly above your strike - price (depending on the amount you paid for the option). Otherwise, - you'll be constantly worried about whether the stock will make it, - which can lead to panic selling. -
- - -

- Effect of Time -

- - -
- A call option will lose value as time passes due to theta decay. - The rate of this accelerates as expiration approaches, with the - majority of the decay happening in the final days or weeks of the - option's lifetime. -
-
- Time decay occurs because as time passes, the chance of the stock making - a large move decreases. An OTM contract can have plenty of value months - before expiration, but as the final days approach, it will rapidly - lose value if it is still out of the money. Simply put, when there - is less time remaining, there is less of a chance that the stock will - be able to move in time, making the price that others are willing to - pay for the option less. -
-
- Time decay can be "fought" by other factors. The most obvious of course, - is the price of the underlying stock. If the stock moves upwards enough, - it can increase the value of the call more than the time decay is taking - away from the call. Another factor is implied volatility, which can - offset the decay if it increases enough. -
-
- Absent of these factors, a call will lose value as expiration approaches. - The final price of a call will depend on how far ITM it is. All OTM - calls, which previously were worth something due to the time value, - will be worthless at expiration. -
- - -

- Effect of Volatility -

- - -
- Volatility is a large unknown when trading options. Like the price - of the stock itself, it is one thing that we cannot easily - predict. Options will increase in value as implied volatility - increases, and decrease when IV decreases. In fact, implied - volatility is actually calculated from the price of the option - itself compared to the "fair value" price of the option. When - other traders are willing to pay more for an option, it increases - that gap, which IV represents. -
-
- Why would an investor pay more for an option than the theoretical fair - value? There are many reasons, all of which involve real world events - that factor into their decision. The most common reason is that an - earnings announcement is upcoming. -
-
- Typically, a stock moves either up or down a fair bit when earnings - are announced, as the company either beats or doesn't meet earning - expectations. You might think this would be the perfect time to buy - a call, as there is a chance the stock makes a big move in the coming - days. Of course, everyone else in the market also thinks this and wants - to get in on the action. Demand from lots of buyers of an option will - cause the price of the option to go up. (Just like how lots of demand - from home buyers or concert-goers allows for sellers to charge more) - It goes the other way too, as option sellers know their worth and aren't - going to sell an option that could double in the coming days for cheap. -
-
- Since there's expectation of a price raise, and therefore higher implied - volatility, options are going for more than they usually would. However, - after the announcement, implied volatility (and the price of the option) - rapidly collapse to typical levels. So even if the price raises a lot - as a result of the earnings, the call option might be worth less just - because the IV is now lower (no more expectations that the price could - raise further). -
- - -

- Pros of Long Call Options -

- -
-
    -
  1. - Buying a call is much cheaper than buying 100 shares of the - underlying stock, giving you lots of leverage for relatively - little capital. -
    2. -
  2. - Like owning shares, a long call has no profit cap. -
    3. -
  3. - You can never lose more than 100% of your investment. (This - may sound like a con, but it is a benefit over other option - strategies that have uncapped loss potential). -
    4. -
-
- - -

- Cons of Long Call Options -

- -
-
    -
  1. - If the stock doesn't reach your breakeven point, you will lose - your entire investment. If you owned shares instead, you may - only be down a small amount, as the chance of a stock going to - zero is slim. (But don't forget about Lehman Brothers) -
    2. -
  2. - Being highly leveraged means that even a small downwards move - can send the call plummeting, leaving you with a tough - decision to cut your losses or hold out for longer. -
    3. -
-
- - -

- Simple Example -

- -
- When dealing with long call options, it's crucial to understand - their value and how they work. At expiration, the value of a call - option can be determined using a simple formula, also known as the - intrinsic value: - - - -
-
- This formula reflects that if the stock price exceeds the strike price, - the option is profitable and worth exercising. For instance, if the - strike price is $100 and the stock is trading at $105, the option can - be exercised to buy shares at $100, resulting in a profit of $5 per - share when sold at the market price. -
-
- The value of a call option prior to expiry consists of both intrinsic - value and extrinsic value, commonly referred to as time value. Calculating - the extrinsic value manually can be complex, often necessitating the - use of option pricing models. - -
-
- To find the breakeven, simply add the price you paid for the contract(s) - to the strike price: - - - -
- - - - -
-
-
-
-
-
- - diff --git a/src/routes/learning-center/market-tide/+page.svelte b/src/routes/learning-center/market-tide/+page.svelte deleted file mode 100644 index 6e630287..00000000 --- a/src/routes/learning-center/market-tide/+page.svelte +++ /dev/null @@ -1,185 +0,0 @@ - - - - - {$numberOfUnreadNotification > 0 ? `(${$numberOfUnreadNotification})` : ""} Market - Tide · Stocknear - - - - - - - - - - - - - - -
-
-
    -
  • Home
    • -
  • Learning Center
    • -
  • Market Tide
    • -
-
- -
-
-
-
-
-

- Market Tide -

-
- -
-

- Daily Aggregated Premium and Volume Indicator -

-

- This indicator measures the daily aggregated premium and volume of - option trades. It calculates the difference between the value of - options transacted at or near the ask - price and those transacted at or near the - bid price. -

- -
-

- Example: If $15,000 in calls are transacted at the ask - price and $10,000 at the - bid - price, the aggregated call - premium is: -

-

$15,000 - $10,000 = $5,000

-
- -
-

- Example: If $10,000 in puts are transacted at the ask - price and $20,000 at the - bid - price, the aggregated put - premium is: -

-

$10,000 - $20,000 = -$10,000

-
- -

- More calls bought at the ask - suggest bullish sentiment, while more puts bought at the - ask suggest bearish sentiment. - If both lines are close, the sentiment is neutral. Diverging trends - indicate increasing bullish or bearish sentiment. -

- -
-

- Indicators of Bearish Sentiment -

-
    -
  • - Aggregated call premium decreases rapidly. -
    • -
  • - Aggregated put premium increases rapidly. -
    • -
-
- -

- Volume is calculated as the difference between aggregated call and - put volumes. This method uses the same principles as premium - calculations. -

- -
-

- Example: If 10,000 more calls and 5,000 more puts are transacted - at the ask compared - to the bid, the - aggregated volume is: -

-

10,000 - 5,000 = 5,000

-

- Since not all options are priced equally, premium must be - considered alongside volume for a clearer picture. -

-
-
-
- - -
-
-
-
diff --git a/src/routes/sitemap.xml/+server.ts b/src/routes/sitemap.xml/+server.ts index a7432bac..d2309987 100644 --- a/src/routes/sitemap.xml/+server.ts +++ b/src/routes/sitemap.xml/+server.ts @@ -22,6 +22,7 @@ const pages = [ { title: "/list/dividend/dividend-kings" }, { title: "/list/dividend/dividend-aristocrats" }, { title: "/list/magnificent-seven" }, + { title: "/list/most-buybacks" }, { title: "/list/market-cap/mega-cap-stocks" }, { title: "/list/market-cap/large-cap-stocks" }, { title: "/list/market-cap/mid-cap-stocks" },