Trading with Python

On 18 May 2017 the ichart data api of yahoo finance went down, without any notice. And it does not seem like it is coming back. This has le...

I've recently read a great post by the turinginance blog on how to be a quant .  In short, it describes a scientific approach to develo...

An experienced trader knows what behavior to expect from the market based on a set of indicators and their interpretation. The latter is of...

My search of an ideal backtesting tool (my definition of 'ideal' is described in the earlier 'Backtesting dilemmas' posts)...

Even with my old pc (AMD Athlon II, 3GB ram), I seldom run into performance issues when running vectorized code. But unfortunately there ...

Ok, moving on to the next contestant: PyAlgoTrade First impression: actively developed, pretty good documentation, more than enough feautu...

A quantitative trader faces quite some challenges on a way to a successful trading strategy. Here I’ll discuss a couple dilemmas involved i...

I organize my IPython notebooks by saving them in different directories. This brings however an inconvenience, because to access the note...

Many people think that leveraged etfs in the long term underperform their benchmarks. This is true for choppy markets, but not in the case...

Here is my shot at Twitter valuation. I'd like to start with a disclaimer: at this moment a large portion of my portrolio consists of s...

The Trading With Python course is now available for subscription ! I have received very positive feedback from the pilot I held this spring...

Shorting the short-term volatility etn VXX may seem like a great idea when you look at the chart from quite a distance. Due to the contango...

In my last post I have gone through the steps needed to get the short volume data from the BATS exchange. The code provided was however of ...

Price of an asset or an ETF is of course the best indicator there is, but unfortunately there is only only so much information contained in...

I am happy to announce that a sufficient number of people have showed their interest in taking the course. This means that the course will ...

Many people in the blogsphere have reconstructed the VXX to see how it should perform before its inception. The procedure to do this is not ...

The observer pattern  comes very handy when dealing with complex systems. It allows for class-to class communication with a very simple stru...

While it's been quiet on this blog, but behind the scenes I have been very busy trying to build an interactive spread scanner. To make o...

If you would like to start playing with the code from this blog and write your own, you need to setup a development environment first. I...

I love researching strategies, but sadly I spend too much time on low-level work like filtering and aligning datasets. In fact, about 80% of...