Python Development Part 2 : Cheatsheet
Posted by Pieter Marres in Articles
This post is about publishing your first Python package on PyPI.
Python Development Part 1 : The Big Picture
Posted by Pieter Marres in Articles
This post features an overview of the development process in Python.
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.