This is a summary of links featured on Quantocracy on Friday, 09/03/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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Handling Big Data [Jonathan Kinlay]One of the major challenges that users face when trying to do data science is how to handle big data. Leaving aside the important topic of database connectivity/functionality and the handling of data too large to fit in memory, my concern here is with the issue of how to handle large data files, which are often in csv format, but which are not too large to fit into available memory. It is well
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A Streamlit Dashboard for the @AlpacaHQ API (h/t @PyQuantNews)The Alpaca brokerage service is very useful for algorithmic traders that comes with an API to retrieve data and execute trades in a paper or live environment. While you can also check the status and returns of your positions through the API, Alpaca has spent some time creating a frontend where users can visually check their live and paper accounts. Seeing that Alpaca is more focused on building
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Factor Timing Is Tempting [Alpha Architect]Academic research has found that factor premiums are both time-varying and dependent on the economic cycle. For example, Arnav Sheth, and Tee Lim, authors of the December 2017 study Fama-French Factors and Business Cycles, examined the behavior of six Fama-French factorsmarket beta (MKT), size (SMB), value (HML), momentum (MOM), investment (CMA) and profitability (RMW)across business