Understand fundamentals of intertemporal pricing theory of supply and demand for commodity future trading
Newsflash! I can say with confidence that fundamental trading is still the optimal way to analyze the markets. For instance, my last topic of Inter-Temporal Pricing Theory could explain expected pricing in the next season of a commodity. From the course that I promote, you could theoretically explain both graphically and mathematically in a simple way. I have yet to see any other resource who does showcase this.
Well tonight we did it again! We had a LIVE learning session on how to use NoSQL open source MongoDB for your automated trading. I try to highlight all the important items of setting up, importing, and using Python client code to manipulate the data. There is a 2 hour video playback with all the source code available from tonight.
Next week I’ll be presenting the worlds fastest database called Redis which is an in memory NOSQL database. This is all part of my “Indie Algo Trading Business with Python” course series.
As you know, each topic will be only presented live once as there’s too much in the pipeline to cover.
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