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Every Python quant should have a library of analysis tools. The problem? Most people don’t know where to begin. Here’s a quick walkthrough of the Kalman filter that might help....
There is $482,000,000,000 invested in factor ETFs. Factors can help you diversify risk and drive returns. Unfortunately, most people don’t know how. Until now. Here’s a step-by...
7 books for automated trading you should read in 2023:
Trading the wrong strategy is a recipe for losing money. Pick the right strategy for the market. Use the Hurst exponent to help. Here’s how with Python:
Most algorithmic traders only focus on the trade signal. Then they wonder why they lose money. It's not the signal that's most important. It's the filter. Here are 9 of the mos...
Missles, robots, and traffic. Nothing to do with quant finance, right? Quants use the Kalman filter to predict future observations of hidden variables. You can use it too-with P...
7 blogs to help you generate trading ideas:
Factors help quants diversify risk and drive returns. You can too. Here’s how with Python:
Nothing beats a pretty picture. A free guide to building beautiful stock charts in 1 line of Python code: https://t.co/kefk5S64nh
The January 15 cohort of Getting Started With Python for Quant Finance is oversubscribed. So I opened 50 more spots for today only. Registration ends at 12:00 pm EST. Here's eve...
Backtest a trading strategy with Backtrader When you're ready, use a backtesting framework to analyze the risk and performance metrics of your strategy. This Notebook walks you t...
If you’re not taking fat tails into consideration, your risk management is broken. Unfortunately, most people don’t know where to start. Professionals use conditional value at ri...