This is a summary of links featured on Quantocracy on Friday, 11/11/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Pandas tutorial : Convert tick by tick data to OHLC data [Quant Insti]In this post, we will explore a feature of Python pandas package. We usually find queries about converting tick-by-tick data into OHLC (Open, High, Low and Close) frequently. This can be accomplished with minimal effort using pandas package. The OHLC data is used for performing technical analysis of price movement over a unit of time (1 day, 1 hour etc.). We have already seen How OHLC data is used