The python tag has no wiki summary.
14
votes
5answers
2k views
What tools exist for order book analysis and visualization?
What tools exist for order book analysis and visualization? In particular, if one wanted to examine a limit order book and understand how it changes throughout the day where would you turn for ...
13
votes
5answers
3k views
Python library for Portfolio Optimization
Does anyone know of a python library/source that is able to calculate the traditional mean-variance portfolio? To press my luck, any resources where the library/source also contains functions such as ...
4
votes
0answers
140 views
Rate Distortion Minimization in a Python Clustering Algorithm
I'm attempting to solve for $\hat{k}$ clusters, such that the rate distortion is minimized, as described here, however, the answers that I am getting from my algorithm are not following the "Jump" ...
3
votes
3answers
362 views
Generate tick data from candlestick
Is there software (or Python / R / ... scripts) to generate (pseudo) tick data from candlestick data.
I have candlestick data (CSV format) from monthly timeframe (MN) to minute timeframe (M1) but ...
1
vote
0answers
292 views
Historical volatility from close prices (Haug pg 166)
I have implemented a function for calculating historical volatility using close the close method as described by Haug on page 166.
When I implemented the formula given by Haug, it resulted in some ...
-3
votes
1answer
295 views
Most commonly used UNIX commands & Python modules/functions? [closed]
I've got an interview coming up for a trade support position at a quant shop. I was wondering if anyone could elaborate on which UNIX commands (grep, !, history, etc.) and types of scripts someone in ...
-5
votes
1answer
517 views
Algorithmic trading in lunux using python [closed]
Is there any real time trading platform in linux in which one can test automated trading scripts written in python by ordering to a broker in a trial or demo account? Is IbPy is the way to go? But IB ...
