This is a summary of links featured on Quantocracy on Sunday, 04/24/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Hacking 1-Minute Crypto Candlesticks: (2) Custom Charts using Plotly [Quant At Risk]A clear and informative time-series visualisation is often a challenge. Especially this is true when it comes to candlestick charts in Python. Searching the Web for a perfect solution may bring you to the Plotly package which stores in its arsenal the corresponding function allowing for easy charting (see some examples here). The candlestick chart is a popular way to present the traded assets
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The Price of Transaction Costs [Quantpedia]Capturing the systematic premia is the main aim of many quantitative traders. However, investors tend to overlook an important factor when backtesting. Trading costs are an essential part of every trade, and yet even when we consider them, we often only use an approximation. The recent article from Angana Jacob (SigTech) looks into how heavily trading costs affect the overall return of various