http://xlwings.org/
xlwings is a free and open-source alternative to VBA that allows you to program Microsoft Excel with Python. It works on Windows and Mac.
Category Archives: Uncategorized
Top 10 data mining algorithms in plain English | rayli.net
Today, I’m going to explain in plain English the top 10 most influential data mining algorithms as voted on by 3 separate panels in this 2007 survey paper.
Source: Top 10 data mining algorithms in plain English | rayli.net
Simple Dividend Strategy For Income Investors [17% CAR]
This is a simple dividend strategy for investors seeking dividend stocks, income generation and capital gains. The strategy saw good returns and low drawdowns.
Source: Simple Dividend Strategy For Income Investors [17% CAR]
A Backtesting Framework
Source: QuantLab – Blog
Quantifying Technical Analysis
How to convert technical analysis nto something more amenable to statistical analysis
Source: Quantifying Technical Analysis
Shifting sands: Equity Ranking Backtest with Python/Pandas
A ‘Simple Pattern’ for Trading | Jay On The Markets
How to win any popular game, according to data scientists – The Washington Post
Inovance – Bollinger Band Feature Analaysis Using a Random Forest Algorithm
Investment Idiocy: System building – Data capture
Flexible Backtesting for Python
Quantopian – Crowd-Sourced Stock Sentiment Using StockTwits
Social data research links: oil prices, real estate, and power laws | MKTSTK
Random walks down Wall Street – Stochastic Processes in PythonStuart Reid
Quantitative Trading: Beware of Low Frequency Data
FRAMA – Fractal Adaptive Moving Average By John Ehlers
http://mesasoftware.com/papers/FRAMA.pdf
MSc theses in computational finance
MSc theses in computational finance
via Datasim Financial Forums • View topic – MSc theses in computational finance.
Pairs Trading with Copulas
Pairs Trading with Copulas
via Pairs Trading with Copulas by Wenjun Xie, Qi Rong Liew, Yuan Wu, Xi Zou :: SSRN.
Using Intraday Data to Define Market Regimes
BlackDog: A Dynamic Stock/Bond Allocation Strategy | the augmented trader
Combining Momentum and Mean Reversion Strategies
Wolfram Data Drop: Universal Data Accumulator
Investor sentiment for the S&P 500 | The Behavioural Quant
Cross-Correlation Networks: visualizing influence in the S&P 100 | MKTSTK
Betting Against Beta by Andrea Frazzini, Lasse Heje Pedersen :: SSRN
http://ssrn.com/abstract=2049939
via Betting Against Beta by Andrea Frazzini, Lasse Heje Pedersen :: SSRN.
Intelligent Trading: IBS reversion edge with QuantShare
Developing Long/Short ETF Strategies
Kalman and Bayesian Filters in Python
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A Monte Carlo Simulation for Pi Day | R-bloggers
A Monte Carlo Simulation for Pi Day
DTR Trading: Iron Condor Structure Alternatives
Days to Cover and Stock Returns by Harrison G. Hong, Weikai Li, Sophie X. Ni, Jose A. Scheinkman, Philip Yan :: SSRN
03-09-2015 – A Profitable System That Makes Real World Money
Network visualization links: social data and correlation filtering | MKTSTK
Algorithmic Trading
Clustering of Time Series Subsequences is Meaningless
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SIC lookup by stock symbol | MKTSTK
Quantitative Trading: Commitments of Traders (COT) strategy on soybean futures
Academic research links: social data and financial markets | MKTSTK
Risk Laboratory: Ophir Gottlieb: * Financial Mathematics
A Comparison of Programming Languages in Economics
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