This is a summary of links featured on Quantocracy on Thursday, 05/18/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Creating a Returns Series with @Polygon_io Forex Data [Quant Start]In this article we will access the Polygon API and download a month of intraday minutely Forex data. We will show you how to access the API, creating a Python function that can be easily adapted to extract FX data for various pairs across different timespans. We will also create and visualise a returns series with Pandas. This article is part of a series on Forex data, in later articles we will be
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Ranking aggregation using genetic algorithms [Quant Dare]In a previous post, we saw how to use genetic algorithms to make implicit optimizations. We used that technique to construct a portfolio, but in a very simple manner: we were just limited to 5 stocks, and we were looking for a constant weight for each of them, assuming daily rebalancing. Today, we will focus on another, somehow related, problem: how to aggregate rankings using these genetic