Quant Mashup - Thiago Marzagao
Getting historical data from MetaTrader [Thiago Marzagao]
Getting historical intraday financial data can be a pain, especially for non-US markets. If you have deep pockets you can simply buy the data you need, but for retail investors the cost is prohibitive. If you want historical transaction-level data for the Brazilian stock market, for instance,
- 1 year ago, 12 May 2021, 08:54pm -
New Site: Machine learning for finance - part 2 [Thiago Marzagao]
In this series of posts I’m trying some of the ideas in the book Advances in Financial Machine Learning, by Marcos López de Prado. Here I tackle an idea from chapter 5: fractional differencing. the problem Stock prices are nonstationary - their means and variances change systematically over time.
- 1 year ago, 19 Apr 2021, 11:18am -