A book like Trading Evolved will without a doubt have errors. On top of errors, updates may also be needed as new versions of dependent software packages are released. I will keep a running log on this site of issues found, and suggested solutions. After this list grows long enough, I will update the book itself, and put a version ...
Read More »Trading Evolved – Taking it to the Next Level
A year in the making, my third book is now complete. Trading Evolved is quite different from my previous books, and substantially more information packed. This book is a practical, in-depth guide on how to backtest and analyze strategies using powerful Python techniques. To my knowledge, no such book exist at the moment. Trading Evolved is a trading book. Not ...
Read More »Complex Backtesting in Python – Part II – Zipline Data Bundles
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Read More »Complex Backtesting in Python – Part 1
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Read More »Backtesting with Python
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Read More »Getting Started with Python Modeling – Making an Equity Momentum Model
For years, people smarter than me have been telling me to get into Python. I’ve had a perfectly valid reason to resist. It seemed difficult. And besides, just look at the syntax! It looks like some silly BASIC that I used to code back in the 1980’s. It doesn’t even have any semi colons! But slowly I’m starting to see ...
Read More »Making Your Own Quant Reporting Engine
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Read More »Setting up your own quant environment – Populating the database
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