Tag Archives: Python

Install PyQt5 5.14.1 bug on Linux and Python for Qt Designer

I had difficulty installing PyQt5 into my Python 3 with Ubuntu Linux. This link helped especially the answer from eyllanesc. This is in relations with Qt Designer and Python

https://stackoverflow.com/questions/59711301/install-pyqt5-5-14-1-on-linux

Free trading books https://quantlabs.net/

or learn algo trading https://quantlabs.net/dvd.

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Integrating Excel Spreadsheets in Python

I started looking at how Python can read Microsoft Excel worksheet. It seems to be pretty easy with this Python package. Here are these articles I speak of.

When I posted another story in my Facebook programming group, it seems an educational post got this response:

Good article. I’ve been really pushing Python in the risk space. Many companies are not willing to go beyond Excel.

For those stuck in Excel will wither away as traders as analytics thanks to its limitations.

Thanks Bryan

P.S. Don’t forget to consider our latest Python Trading Course as here are the details

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!

Attempt to build TA-Lib Python and C++ in WIndows Linux terminal

Lots of wasted time struggle here but here are the valuable links with Python and C++ build l

Build TALib C++ library following these instruction

https://github.com/mrjbq7/ta-lib/issues/47

To copy paste into a Linux terminal, do

https://www.tenforums.com/tutorials/93961-change-console-window-font-font-size-windows.html

First video of time wasting struggle

The struggle of building technical analysis library with c++ #python using #windows wsl #linux terminal

Posted by QuantLabsNet on Monday, December 30, 2019
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Python already replaced Excel in banks

If you are an old school trader using a tool like Excel for analysis, you may be forced to use Python. Here are some topics that this career article will highlight:

Interested in this topic? Get some free books while you are it

If you are an old school trader using a tool like Excel for analysis, you may be forced to use Python.

“Python already replaced Excel,” said Matthew Hampson, deputy chief digital officer at Nomura, speaking at last Friday’s Quant Conference in London. “You can already walk across the trading floor and see people writing Python code…it will become much more common in the next three to four years.”…

As we reported previously, Hampson runs Nomura’s new and growing e-trading strategy team, which was formed in May 2019. The team is tasked with increasing Nomura’s fixed income trading revenues by 15% through the integration of artificial intelligence into the bank’s systematic market making platform…

Hampson’s comments come amid suggestions that Excel is in danger of dying out as sheets can be imported into Python where the computation is much quicker….

“I can run an Excel model with a several hundred interlocking formulas and a data table that has 50,000 rows and 100 columns and it takes 15 min to update,” said one contributor to Wall Street Oasis last month. “Or, I can run a Python based model with thousands of interlocking corelation points and an underlying data structure that has 10,000,000 rows and 1,000 data attributes. Not to mention I can write scripts to infer missing data points. All of this can be done in about a second.”…

Future traders will have hybrid skills covering finance, quantitative knowledge and the ability to automate processes and extract data, said Hampson. Today’s top traders already have, “much more universal skillsets – they understand data, they understand finance, they understand how to code. That brings an agility that you didn’t see until about five years ago.”…

PMorgan is arming members of Hans Buehler’s 180-strong ‘Analytics, Automation & Optimization’ team with trading licenses as the quants break into trading. ..

https://news.efinancialcareers.com/uk-en/3002556/python-replaced-excel-banking

This is why you need start looking at the Quant ELITE membership. 3 year term is still available but it will not last !

Thanks Bryan

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!

Python infrastructure building blocks Q&A live webinar

Here are the links discussed tonite for the Python course
http://beatthemarketmaker.com/
https://github.com/quantlabs/algo_trading_signal_with_email
https://www.cftc.gov/PressRoom/PressReleases/pr7528-17
https://mrjbq7.github.io/ta-lib/doc_index.html

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!

Example URL links of long term mean reverting strategy code with Ernie Chan

Notes

Notes on Ernie Chan lomg term vs short term coding

cointegration diverges between pairs over long term while co-relation comove in same direction
cointegration is long term and about price
correlation is short term and about returns
basic mean reversion strategy bollinger bands -> enter into position only when price deviates by more than a std deviation and exit when price reverts
consider commission fees to stay profitable

More helpful links while researching

http://epchan.blogspot.com/2016/04/mean-reversion-momentum-and-volatility.html

https://www.forexfactory.com/showthread.php?t=262827

Machine learning in trading: Predicting multiple trade outcomes using a linear regression model

FX-Trader Magazine Article: Function based trailing stop mechanisms

http://adrianboeing.blogspot.com/2010/03/alpha-beta-filters.html

https://robotwealth.com/demystifying-the-hurst-exponent-part-1/

https://robotwealth.com/demystifying-the-hurst-exponent-part-2/

http://www.jurikres.com/catalog1/ms_cfb.htm#top

https://www.researchgate.net/publication/266672524_Can_we_predict_the_unpredictable

very useful

https://dailypriceaction.com/free-forex-trading-lessons/mean-reversion-guide-to-market-timing/

Lots of Python code examples

https://www.datacamp.com/community/tutorials/finance-python-trading

Half life test mentioned in Ernie Chan’s video above

View at Medium.com

More

View at Medium.com

Complete pairs trading example

View at Medium.comNOTE 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!

Forex pairs available for Oanda REST Python API

These are the only forex pairs that gives any data for the Python/REST API call of InstrumentsOrderBook. The good is these have liquidity/volume and low spread. My new Python script will give breakdown of total short vs longs at any time called.

Can get order book from
AUD_JPY
USD_CAD
EUR_CHF
GBP_USD
USD_CHF
AUD_USD
GBP_CHF
EUR_AUD
USD_JPY
EUR_USD
NZD_USD
EUR_JPY
GBP_JPY
EUR_GBP

Sort of like this https://marketplace.oanda.com/products/open-position-ratios

Be contrarion according to this?

Open Position Ratios (FX Brokerages)

Or ignore? https://www.forexlive.com/Orders/!/against-retail-position-ratio-charts-20140625

What this link discounts is that most trades do not go outside of the Oanda networks esp on higher volume pairs!

 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!

Microsoft

Why Microsoft enabled easy install for Python on Windows 10

So is Microfot trying to make it easier for developers to install Python on Windows 10. Are they just trying to stay relevant for both cloud and Machine learning as Google releases Tensor Flow 2 with Colab? I explain all this in an opinion video so I would be interested to hear what you have to say. Here is the Microsoft article below

 

Who put Python in the Windows 10 May 2019 Update?

If you are wanting to build trading bot with crypto, try learning with this framework

Python Algo Trading Infrastructure with Crypto Currency

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!

Kraken advantages with Cryptowatch and Python API

 

I did not know this when I signed up. They have a Python API for their killer CryptoWatch pweb platform. They have some big benefits over Binance:

  1. Allow stop loss and take profit
  2. Cryptowatch platform is owned by Kraken
  3. Cryptowatch has a Python  API
  4. Trade in fiat currency once you move to the intermediate level

This is an unofficial Python wrapper for the Cryptowatch public Data API. Cryptowatch is a cryptocurrency charting and trading platform owned by Kraken.

https://readthedocs.org/projects/python-cryptowatch/

Holy

https://github.com/uoshvis/python-cryptowatch

A sad note here. None of the cryptowatch for Python on GitHub are useful. They also appear to be abandonded. with no live trading capabilities.

I even looked for Kraken repos on Github but resulted in nothing useful.

 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!