Shifting sands

A man with a hammer

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Thursday, January 7, 2016

Streaming OANDA with python and ZeroMQ

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I have been looking at its REST API for OANDA, for potential use with an FX trading system I developed. The API has two streaming endpo...
16 comments:
Sunday, December 13, 2015

The Halloween effect with python and pandas

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The Halloween effect, aka “sell in May and go away” is the observation that equity market returns tend to be worse over summer time in the n...
3 comments:
Monday, May 11, 2015

Equity Ranking Backtest with Python/Pandas

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I have been look at equities a bit of late, I am particularly interested in ranking a universe of equities for “low frequency” manual tradi...
3 comments:
Tuesday, March 24, 2015

Simulation and relative performance

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There’s been some nice posts on randomness the last week or so, in particular here  and  here .  I would like to look at how we can use...
4 comments:
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