This is a summary of links featured on Quantocracy on Friday, 05/31/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
Optimising MetaTrader for Algorithmic Trading [Robot Wealth]If youve ever delved into the world of retail foreign exchange trading, youll have come across the MetaTrader platform. Lets be clear. The platform has its drawbacks. If youve traded grown-up markets, some of the features will leave you scratching your head. But one things for sure MetaTrader provides fast, convenient access to pretty much every retail forex broker on the
Downloading option chain and fundamental from Yahoo! Finance with Python [Ran Aroussi]The recently updated yfinance added a lot more capabilities to this already popular library. You can now download fundamental data, including company financials, balance sheet and cashflow, as well as option chain data. Here's how… First, import yfinance and create a ticker object: 1 2 import yfinance as yf aapl = yf.Ticker("AAPL") Next, let's get information about the stock
Extended Kalman Filter, Alternative Version [Dekalog Blog]Below is alternative code for an Extended Kalman filter for a sine wave, which has 4 states: the sine wave value, the phase, the angular frequency and amplitude and measurements thereof. I have found it necessary to implement this version because I couldn't adjust my earlier version code to accept and measure the additional states without the Cholesky decomposition function chol() exiting and