This is a summary of links featured on Quantocracy on Sunday, 08/28/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Don’t append rows to a pandas DataFrame [Wrighters.io]Most pandas users encounter a situation where choosing to append rows to a pandas DataFrame seems like a good idea. A quick search of the API (or your favorite search engine) reveals that pandas has an append method in DataFrame. You may be tempted to use it. In this article Ill show you why you should not use append, how you should grow your DataFrame, and a tip to make it faster. Since pandas
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Are There Intraday and Overnight Seasonality Effects in China? [Quantpedia]At the moment, there is a lot of attention surrounding overnight anomalies in various types of financial markets. While such effects have been well documented in research, especially in US equities and derivatives, there are other asset classes that are not as well addressed. We previously compiled the most influential studies and built strategy upon them and also examined if similar