Python
Hurst Exponent – Checking for Trend Persistance – Python Notebook
Hurst exponent is originally developed by the famous hydrologist Harold Edwin Hurst to study the Long-Term Storage Capacity of Reservoirs. Hurst...
Kalman Filter and Unscented Kalman Filter AFL in Amibroker using Python ComServer
In the last tutorial we explored Kalman filter and how to build kalman filter using pykalman python library. In this section...Implementation of Kalman Filter Estimation of Mean in Python using PyKalman, Bokeh and NSEPy
Kalman Filter is an optimal estimation algorithm to estimate the variable which can be measured indirectly and to find the best...What makes Python most preferred language for Algorithmic Traders
Trading systems evolve with time and any programming language choices will evolve along with them. If you want to enjoy best...
To Compute Sectoral NSE Indices Returns using Python
First of all thanks for your impressive and motivational reponse for the Nifty Returns Heatmap Generation post. Here is yet another...
Fetch Intraday Data from Google and Plot using Python
Here is an yet another interesting python tutorial to fetch intraday data using Google Finance API , , store the...Compute Cointegration using NsePy, Pandas Library
Here is a simple example to compute Cointegration between two stock pairs using python libraries like NSEpy, Pandas, statmodels, matplotlib
How to Compute Cointegration using Amibroker and Python
Cointegration is used in Statistical Arbitrage to find best Pair of Stocks (Pair Trading) to go long in one stock and...
Quantcon 2015 – Workshop Videos
In case if you missed the Quantcon 2015 a disruptive quant trading event, will break down the existing walls to algorithmic...