Bravo!
How is everyone getting on with the VIX explosion?
Thanks for that, tis interesting. I might try and highlight significant instrument rotations on the dynamic plot, now that I can! Thanks again for...
Another question for Monday morning, I guess we have been using the weekend for some offline processing. I wonder if your daily order generation...
I look forward to it, I've managed to poke around and get the optimization running. I look at how instruments are differing thought time. With the...
Exciting! What's the working title?
Would it be possible to view the configuration of your system used in the blog post? Is the Config yaml commited anywhere?
Hi, I'd be interested in the Python version, it's been on my todo list to play with cvxpy (suports CPLEX and others). Also, there is a nice...
My kids would call this the OG approach :D
Hey Rob, I think what you are looking for is the chunksize param to "pool.map" grid_possibles = list(itertools.product(*grid_points)) if...
yeah i guess context would be helpful eh? Datascope provide intraday and daily data for all asset classes. The REST API is pretty decent e.g. you...
Hi, I'm interested in augmenting my IB data with another provider. I like the look of the Datascope REST API (from github docs), does anyone have...
Hi GAT, I wonder if you have any thoughts about bargain hunting for potential buys for your long only equity portfolio? Do you have any...
English humor, I was being facetious.
I knew you would say that
OK Nooby, you seem to be too successful and therefore I think it only fair to the reset of us that you build your strategies using this Visual...
Typically quant data is suited to a columnar layout not SQL rows. Also, these days you can get extreme storage along the columns. Some good...
we're just jealous of the optimisation the JVM does (seriously) pypy is our closest attempt at that speed
Hi GAT, Would be really interesting to hear your thoughts on system design from a coding perspective. I'm familiar with your initial...
probably too well known for this list: Red Notice: How I Became Putin's No. 1 Enemy, Bill Browder
Separate names with a comma.