Born on the 4th of July… parsing dates from flat files using Pandas
Posted by Pieter Marres in Articles
This post features some practical examples on how to parse different date formats from flat text files, using Pandas.
Creating Performance Reports with Backtrader
Posted by Pieter Marres in Articles
When it comes to testing and comparing investment strategies, the Python ecosystem offers an interesting alternative for R’s quantstrat. I’m talking here about backtrader, a library that has been around for a while now. In this post, I propose a 1 page PDF report featuring both graphical output and essential performance statistics for making a sound judgment about the quality of a trading strategy.
Beware of hidden non-linearities!
Posted by Pieter Marres in Articles
In many practical applications, assuming a linear relationship between variables can simplify problem solving significantly. During a recent project I learned things can go wrong when this assumption is made silently while the real world out there turns out to behave non-linear.
Review Lenovo Thinkpad T470
Posted by Pieter Marres in Articles
It has been a month since I bought a new laptop, a Lenovo Thinkpad T470. Time has come for a small hands-on review.
Forex price movements: just a random walk?
Posted by Pieter Marres in Articles
Earlier this year we worked with a couple of data scientists on the prediction of financial markets. Our project, nicknamed Back2Future, aimed at getting a better understanding of the price movements at foreign exchange markets (Forex).