vectorbt is a package that combines backtesting and data science. It takes a “vectorized” approach to backtesting using pandas and NumPy. This...
Python can be slow. If speed is a requirement, check out Cython. It is absolutely incredible.
Looks pretty. I'm def with 6yaNYCjm5m on this one though: Linux/UNIX all the way :)
Actually, I'm just starting to explore the GUI side of the fence and your comments really helped. You also hear such mixed reviews of useful...
This is great, but a little dense for my purposes. Instead of a purely professional method and implementation, I'm looking for more of a general...
What are some methods employed in optimizing position size when trading listed equities in a high-frequency environment? I realize that it surely...
Wow, great post 6yaNYCjm5m. I'm very familiar with the modules you mention. Another one of note is CVXOPT which is an optmization package.
Either for strategy backtesting/development or actual algo trading through an API?
I am in the process of obtaining financing for a home purchase. The breakdown is as follows: Cash down payment (no rate): $15,000 Cash down...
Does anyone use the vanna and vomma for hedging exchange traded equity options?
I'm looking for histocial weights of S&P 500 constituents. I have access to a Bloomberg terminal. Any thoughts on how/where I might calculate/find...
I have an interview at Cognitive Capital in Chicago as a strategy manager. I'm curious if anyone has worked at the firm and can provide their...
I've enhanced this application: * Added series for $ change, % change, relative price, and log return * Added filesize and filename to...
My hosting company (1&1) allows a maximum of 30gb for the memory limit. I am in the process of reconfiguring some code to avoid the problem....
The application will not function when only one symbol is entered. You must enter two symbols or greater. I am working on allowing the download...
Thanks again for the heads-up. I've corrected this problem. The application now checks for existance of the symbol and whether or not data exists.
You've stumbled across an issue that I have been working to fix. If a symbol is not recognized, then the application will notify the user (try...
Why do you want to see the source? I have never seen anyone ask for that. If you want something different, write one yourself - like I did.
It's pretty robust for what it is designed to do.
Separate names with a comma.