It's very common in data science work to have some function or a set of functions that you run in a loop to process or analyze data. When you see a loop that's performing an expensive operation, you should immediately think of (at least) two ways to speed things up. The first is vectorization, which … Continue reading Python: how to use multiprocessing to finish work faster
Basic Pandas: Moving a DataFrame column
Sometimes we want to change the ordering of a DataFrame's columns. Maybe you are saving your data and require the columns to be in a certain order, or you may have a large number of columns and want a few of them to be visible whenever viewing your DataFrame in an interactive session, so you … Continue reading Basic Pandas: Moving a DataFrame column
Basic Pandas: Renaming a DataFrame column
A very common need in working with pandas DataFrames is to rename a column. Maybe the columns were supplied by a data source like a CSV file and they need cleanup. Or maybe you just changed your mind during an interactive session. Let's look at how you can do this, because there's more than one … Continue reading Basic Pandas: Renaming a DataFrame column
Basic Pandas: How to add a column to a DataFrame
Pandas is one of my favorite Python libraries, and I use it every day. A very common action is to add a column to a DataFrame. This is a pretty basic task. I'm going to look at a few examples to better show what is happening when we add a column, and how we need … Continue reading Basic Pandas: How to add a column to a DataFrame
How to get historical market data from Interactive Brokers using Python
When exploring the world of quantitative finance or algorithmic trading, you quickly end up facing a very common issue: Where do I get historical market data? No matter what sort of analysis or trading you plan to do, you'll need access to quality market data for your research and development. This can be a challenging … Continue reading How to get historical market data from Interactive Brokers using Python
How to connect to Interactive Brokers using Python
The discount brokerage space is getting very competitive with commissions going to zero recently at many brokerages, including Interactive Brokers. IB has long been a broker with one of the largest breadth of products and service offerings targeting a professional audience. It is also a low cost brokerage making it an excellent option for the … Continue reading How to connect to Interactive Brokers using Python
Backtrader, a Python backtesting and trading framework
After looking at zipline, another backtesting framework, I thought it would make sense to take a look at some other options in the open source community for backtesting and trading. The next framework to investigate is backtrader, an open source project that aims to provide tooling for backtesting and live trading algorithmic strategies. I'll use … Continue reading Backtrader, a Python backtesting and trading framework
Zipline, an open source backtesting library from Quantopian
Developing an algorithmic trading strategy is a challenging process, with many factors to consider. One part of the process in developing a strategy is to measure its performance using historical data in what is called a backtest. It can be very helpful is to have a decent library that abstracts away some of the challenging … Continue reading Zipline, an open source backtesting library from Quantopian
On considering open source software
When considering whether to use open source software for a project, it pays to do a little investigation into the project to help you decide whether the project is the best option or if you should continue to look elsewhere. In evaluating a couple of projects recently, it was clear to me that I tend … Continue reading On considering open source software
3 ways to get historical market data from IEX Cloud
IEX Cloud is a service offering financial data. They offer a wide variety of data sets, both for historical and real-time data. Those of us interested in financial data, whether for trading or research, are always looking for good data sources, especially for clean and complete data. This post will show you three ways to … Continue reading 3 ways to get historical market data from IEX Cloud