Tag Archives: calculation

Python interface for the creation of graphs and the calculation of statistics for financial time series

Python interface for the creation of graphs and the calculation of statistics for financial time series

Someone from my Telegram made me aware of this project, From the guy behind http://mechanicalforex.com

Project description

The qq-pat library provides you with an easy interface for the creation of graphs and the calculation of statistics for financial time series. The library uses time series stored within pandas dataframes to make its calculations. You can have either one or several columns within your dataframe and qq-pat will always calculate statistics for all of them and return the results as either a list (if you are calculating something like the Sharpe ratio) or an actual pandas dataframe with the same number of columns.

To use qq-pat is very easy. First make sure you create a pandas series or dataframe that contains either the daily returns or the daily price/balance for the assets or strategies you want to evaluate. After this simply initialize the qq-pat analyzer:

https://github.com/QuriQuant/qq-pat

 

https://github.com/danielfppps

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

DLib best for beta calculation in Python and C++

DLib best for beta calculation in Python and C++

This library works with both languages for calculating something like Beta using this formula.

http://www.investopedia.com/articles/financial-theory/09/calculating-beta.asp

http://dlib.net/algorithms.html

Follow instructions in readme.txt

I got during cmake –build .

0: fatal error:
‘X11/Xlocale.h’ file not found
#include <X11/Xlocale.h>

You may need to install for Mac OSX:

brew install x11

brew update

This could help:

https://sourceforge.net/p/dclib/discussion/442518/thread/b479b400/?limit=25

NOTE I abandoned this as it I could not build

Join my FREE newsletter to see how I plan to use this library for my automated trading

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Long Call Short Put Options Combination Demo to Purchase Price Range Calculation

Long Call Short Put Options Combination Demo to Purchase Price Range Calculation

I provide the source for this somewhat trickier options strategy

http://www.cmegroup.com/trading/agricultural/files/AC-215_SelfStuy_GuideNYMEX.pdf

You can get my source code by joining my Quant Elite Membership

Join my FREE newsletter to learn more about using this option strategy for your automated trading business 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Simplest Bollinger Band calculation ever

Simplest Bollinger Band calculation ever

Here are some over engineered answers

http://www.metastock.com/customer/support/kb/faq.aspx?fc=120#/120

http://www.investopedia.com/articles/trading/05/022205.asp

Here is the simplest yet but I wish more would it explain this exactly like this (the world would be more peaceful if this was the case)

http://www.great-trades.com/Help/bollinger%20bands%20calculation.htm

Join my FREE newsletter to learn more about using trading indicators in your automated trading

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!