Quant Mashup - Ryan Kennedy
Visualising Intraday Market Correlation [Ryan Kennedy]
I stumbled across a great post on MKTSTK about visualising volatility and correlations of multiple timeseries with streamgraphs, and it got me thinking about where else a streamgraph might be useful to visualise financial data. Rather than looking at an individual assets, I thought it might be
- 7 years ago, 19 Mar 2017, 05:20pm -
Interactive Brokers API in Docker [Ryan Kennedy]
While Interactive Brokers provide arguably the most extensive retail-level API available for trading, the software is quite frustrating to work with. Rather than IB offering you an API endpoint on their server to interact with, you must run their Gateway or TWS program on your host and interact with
- 7 years ago, 26 Oct 2016, 11:31am -
Cassandra as a Historical Finance DB [Ryan Kennedy]
While the explosion of noSQL database offerings of late can be daunting, each of them is typically suited for a particular purpose. Most CRUD web-applications can be comfortably done with either noSQL or a RDBMS, however for true high performance applications, the choice of database is of
- 7 years ago, 2 Aug 2016, 06:12am -
Random Asset Allocation in the ASX200 [Ryan Kennedy]
To paraphrase the old adage; "a monkey throwing darts will outperform most fund managers". I have seen this concept explored several times in relation to the SP500, but I was interested to see if it had any relevance to the ASX200. Our monkey with darts will be a random number generator,
- 7 years ago, 8 Jun 2016, 09:29am -