Quant Mashup - Ran Aroussi
Quantocracy is now on Bluesky and Threads. See the links in the header. - Mike
Fighting racism starts with a baby step [Ran Aroussi]
While most people agree that black lives matter (why shouln't they?), many also feel that the "PC Police" has gone too far with demands to ban movies like "Gone with the Wind", removing statues of historical figures, or renaming words like "blacklist". Here are my
- 4 years ago, 21 Jun 2020, 10:01am -
Algo Trading in the Cloud [Ran Aroussi]
The last few months got me busy like a bee... It all started in 2016 with the release of QTPyLib. I was trying to shorten the time it takes to go from an idea to live trading by abstracting all the techie stuff as much as possible (while still allowing flexibility for developers). Last year I shared
- 4 years ago, 3 Mar 2020, 10:15am -
It's time for a modern, standardized trading interface, suitable for the web-age [Ran Aroussi]
In this post, I share my vision for an Open Trading standard for communicating with online brokers using modern technologies. While looking for a way to add support for multiple brokers and data vendors to my open source Python trading library, I discovered that there's currently no way to
- 4 years ago, 21 Nov 2019, 07:14pm -
Downloading option chain and fundamental from Yahoo! Finance with Python [Ran Aroussi]
The recently updated yfinance added a lot more capabilities to this already popular library. You can now download fundamental data, including company financials, balance sheet and cashflow, as well as option chain data. Here's how... First, import yfinance and create a ticker object: 1 2 import
- 5 years ago, 31 May 2019, 03:03pm -
The Future of QTPyLib [Ran Aroussi]
I released the first version of QTPyLib, my Python library for algo traders, in 2016. If you had told me then that I would still be working on it three years later, I probably wouldn't have believed you. But guess what? That's precisely where I'm doing 🙂 The first release of QTPyLib
- 5 years ago, 17 May 2019, 10:45am -
Reliably download historical market data from Yahoo! Finance with Python [Ran Aroussi]
Ever since Yahoo! Finance decommissioned their historical data API, Python developers looked for a reliable workaround. As a result, my library, fix-yahoo-finance, gained momentum and was downloaded over 100,000 acording to PyPi. fix-yahoo-finance aimed to offer a temporary fix to the problem by
- 5 years ago, 17 Apr 2019, 10:23am -