Wednesday, February 3, 2016

Dr. Shalizi's Book

Being mentioned in the Acknowledgements section of Dr. Cosma Shalizi's excellent book Advanced Data Analysis from An Elementary Point of View (link). It is an honor! I'd found a small mistake in a formula and informed Shalizi about it.

Friday, December 18, 2015

Backtesting

For stock trading one usually needs a backtesting framework. I prefer Python; and here is a comprehensive list,

Link

Heard about this link from here - the author was announcing his own backtester.

I just played with pyalgotrade, and it looks good.

Monday, September 21, 2015

Python Code for the Algorithmic Trading Book

I converted some of the code for Dr. Ernie Chan's Algorithmic Trading book into Python. It is open-sourced here. Dr. Chan's mention about our project is here (the end of the post).