Most useful Python functions for Time Series Analysis
All these Functions will be tested on a use case, helping you better your analysis and get better insights Source
Market
Portfolio Analysis Basics: Returns and Drawdowns
In this story, we are going to do some basic portfolio returns analysis in python. Source
Analysis of Stock Market Cycles with fbprophet package in Python
Stock market cycles are the long-term price patterns of stock markets and are often associated with general business cycles. They are key to technical analysis where the approach to investing is based on cycles or ...
Creating Bitcoin trading bot that could beat the market
In this tutorial, we will continue developing a Bitcoin trading bot, but this time instead of doing trades randomly, we’ll use the power of reinforcement learning. Source
AI for algorithmic trading: rethinking bars, labeling, and stationarity
In a series of articles I was applying a very straightforward approach to forecast financial time series: take the whole dataset, using a sliding window approach generate X and Y, split it into historical and ...
Gap Trading. An Introduction & Back-test in Python
Introducing Gaps and How to Identify and Trade Them. Gaps form an important part of price action. They vary in rareness from market to market. For instance, in the currencies market, they usually happen on ...
The Mirror Indicator. Incorporating Extremes to Trade the Markets
Presenting a Simple Improvement on a Well-Known Indicator. Ranging markets present great opportunities to get an abundance of signals and time the markets quite well. Many famous indicators exist for this specific usage such as ...
Obtain 40+ Technical Indicators for a Stock Using Python
Using the Technical Analysis (TA) library, we can acquire 40+ technical indicators for any stock. Source
Deep Learning and Momentum Investing
Discover how to apply deep learning models to financial data in a disciplined and interpretable way In this post I provide an overview of my new working paper on deep learning and momentum in U.S. ...
Using the Average Slope as a Trading Indicator
Taking Advantage of Steepness to Find Trading Signals in Python. Finding signals and patterns inside a random-like market is not an easy job and as such, one has to seek out every possible way to ...