This is a summary of links featured on Quantocracy on Sunday, 06/07/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Curated list of libraries, packages and resources for Quants [Milton FMR]Numerical Libraries & Data Structures numpy NumPy is the fundamental package for scientific computing with Python. scipy SciPy (pronounced Sigh Pie) is a Python-based ecosystem of open-source software for mathematics, science, and engineering. pandas pandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools
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Downloading FX Pairs via Oanda API to Calculate Currency Strength Indicator [Dekalog Blog]In the past I have posted a series of blog posts about a Currency Strength Indicator (here, here, here and here). This blog post gives an Octave function to use Oanda's API to download all the 10 minute OHLC data required to calculate the above strength indicators on the 10 minute time frame. ## Copyright (C) 2020 dekalog ## ## This program is free software: you can redistribute it and/or