Quant Mashup - Thiago MarzagaoEmail summaries are back. Get the Quant Mashup delivered to your inbox every 1-3 days. Never more than one email per day. No spam and no sharing your address. Look for the email link in the header and sidebar. - Mike 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,(...) 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.(...)