Automating Trading Operations
Capital management Kelly criterion in binomial setting Assume a gambler is playing a coin-tossing game against an infinitely rich bank or casino. Assume further that…
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FX Trading with FXCM
Install the Python wrapper package Open a FAXM Demo Account Create a unique API token Connect to the API The configuration file Retrieving data Retrieving…
CFD Trading with Oanda
The Oanda API The configparser module is used to manage account credentials. Filename: pyalgo.cfg To access the API via Python, it is recommended to use…
Working with Real-Time Data and Sockets
ZeroMQ is a lightweight, fast, and scalable socket programming library. ZeroMQ supports different patterns for socket communication. One of those patterns is the so-called publisher-subscriber…
Building Classes for Event-Based Backtesting
Potential shortcomings of the approach are the following: Look-ahead bias Vectorised backtesting is based on the complete data set available and does not take into…
Predicting Market Movements with Machine Learning
Using Linear Regression for Market Movement Prediction Using logistic regression to predict market direction Without considering transaction costs Consider the same strategy applied to the…
Vectorised Backtesting
Simple moving average (SMA) based strategies For buy and sell signal generation is already decades old. Momentum strategies Based on the hypothesis that recent performance…
Reading Financial Data From Different Sources
The Data Set Suppose that we have file, AAPL.csv in a data folder. Reading from a CSV File with Python Using a csv.DictReader iterator object…
Fundamental Algorithmic Trading Strategies
Any algorithmic trading strategy should entail the following: It should be a model based on an underlying market theory since only then can you find…
Zipline and PyFolio
Zipline and PyFolio abstract away the complexities of the backtesting and performance/risk analysis aspects of algorithmic trading strategies. Backtesting should include all relevant factors, such…
Financial Market Data Access in Python
Exploring the yahoofinancials Python library The yahoofinancials Python library provides free access to the market data available from Yahoo Finance, whose provider is ICE Data…
Statistical Estimation, Inference, and Prediction
Four key statistical libraries in Python statsmodels is a Python library to explore data, perform statistical tests, and estimate statistical models Normal distribution test with…
Data Visualisation Using Matplotlib
Creating figures and subplots Defining figures’ subplots Adds a subplot Plotting in subplots The sharex= parameter can be passed when creating subplots to specify that…
Data Manipulation and Analysis with pandas
The name pandas is derived from panel data, an econometrics term for a multidimensional structured dataset. Introducing pandas Series, pandas DataFrames, and pandas Indexes pandas.Series…
High-Speed Scientific Computing Using NumPy
Creating NumPy ndarrays Creating 1D ndarrays Inspect the type of the array Creating 2D ndarrays Creating any-dimension ndarrays Creating an ndarray with np.zeros(…) Creates an…
Exploratory Data Analysis in Python
The objective of exploratory data analysis (EDA) is to load data into structures most suitable for further analysis to identify and rectify any wrong/bad data…
A Basic Python main()
In some python scripts, you may see a function definition and a conditional statement that looks like the example below: In this code, there is…
Regular Expressions Based on Syntax Used by Perl
Symbol(s) Meaning Example Example Matches * Matches the preceding character, subexpression, or bracketed character, 0 or more times a*b* aaaaaaaa, aaaaabbbb, bbbbbbb + Matches the…
Vehicle usage per month question
You want to find out which fraction of your car’s use is for commuting to work, and which is for personal use. You know the…
Transportation question
You want to decide whether you should drive your car to work or take the train. You know the one-way distance from your home to…
Painting Question
In order to estimate the cost of painting a house, a painter needs to know the surface area of the exterior. Develop an algorithm for…
Bank Account Question
Write an algorithm to settle the following question: A bank account starts out with $10,000. Interest is compounded monthly at 0.5 per cent per month.…
Create a virtual environment for a Python project
A virtual environment is created on top of an existing Python installation, known as the virtual environment’s “base” Python. It may optionally be isolated from…
Binance Terminologies
Market Data Endpoints These endpoints provide real-time and historical market data for different cryptocurrencies traded on Binance. This data includes information such as the current…
How to get remote from Yahoo Finance
According to the “datareader” official site, to access the remote Yahoo Finance Data, it is suggested to use the following code: These codes will pop…
How to fix no module named ‘pandas-datareader'[Solved]
The following code doesn’t work. Without any reason, the code above will give you an error message: ModuleNotFoundError: No module named ‘pandas_datareader’ After seeking a…
urllib and “SSL:CERTIFICATE_VERIFY_FAILD” Error
I’m trying to test my blog site by the urllib.request. Unfortunately, my blog site has SSL (Secure Sockets Layer) enabled, and returns an urlopen error,…
Part 1 Machine Learning for Trading – From Idea to Execution
Algorithms are a sequence of steps or rules designed to achieve a goal. They can take many forms and facilitate optimisation throughout the investment process,…
Bash: Reading Input
The read command is a builtin command that reads from the standard input. By default, it reads until a newline is received. The input is…
Bash: Printf
printf: formatting and printing data printf FORMAT ARG … The FORMAT string can contain ordinary characters, escape sequences, and format specifiers. Ordinary characters are printed…
Install Python Packages on Visual Studio Code
Visual Studio Code is a free programming software. It is multiple platforms software that you can install it on Windows, Linux and Mac OS. As…
How to Install Python on Ubuntu
The latest version of Python is 3.9.2 on the date of posting this tutorial that shows how to install Python on Ubuntu. Installing Python 3.9…