Episode #125 of the Stack Overflow podcast is here. We talk Tilde Club and mechanical keyboards. Listen now
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I used https://newsapi.org/ for one of my last projects. free access to over 30,000 news sources world wide (US, Germany, India, Japan, etc.) RESTful API returning JSON excellent API documentation no throttling Example: Top Headlines Request: https://newsapi.org/v2/top-headlines?country=us&apiKey=YOUR_API_KEY Response: { status: 'ok', ...


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Z. Jiang, D. Xu, J. Liang, in A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. demonstrate a Deep RL framework for Trading. The approach is based on Tensor flow and uses the ideas similar to the Open AI Gym used by Deepmind for video games! In my blog Optimizing a Portfolio of Cryptocurrencies with Deep Reinforcement ...


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One of the most famous definition of Regimes and Regime Switching in Financial Markets comes from Wyckoff Cycle. Wyckoff believed that prices judged by supply and demand, go through periods of advance, accumulation, decline an distribution based on the movement of smart money. In the quantitative world one can use state space models (ARIMA+Markov) to model ...


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Given you have a database that stores this data daily, you could write a short python script to apply your screening and email you the daily rankings or scores. I think you can even do this in Excell if you have a Bloomberg or TR terminal. I am pretty sure that you can. If you want to backtest the performance of such a strategy then I think using ...


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1) When you buy/sell a currency pair in the spot market, you will be holding the actual currency. For example, if one buys EUR/USD, one will own EUR and have paid with it in USD. If you have USD in the account to cover the purchase, your account will be debited the USD. If not, you will be borrowing USD from your bank and therefore incur financing costs....


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1) Imagine your have a USD denominated account (HOME currency USD) and you want to buy NZD/JPY. Without a broker you would use the HOME currency account as collateral to borrow money in the QUOTE currency (JPY), convert that money to NZD (known as the BASE currency) and put the amount in NZDs in a deposit (interest earning) account. In this scenario you ...


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Update Dec 2018. Basic auto-trading code for R and Interactive Brokers API can be found at https://github.com/PhilGuerra I know the code works b/c it is the same code that I modified so that I could automate trading long/short futures portfolios.


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