TipMyPip / Blog
There is an old saying Be careful what you wish for. Many quants and traders wished for a long time for a better quality of publicly available data. It wasn’t an easy task to accomplish but with a minimum of effort, it has become possible to get all what you truly dreamt of...
The risk and return are the two most significant quantities investigated within the investment performance. We expect the return to be highest at the minimum risk...
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Do you remember my post on Get the Data of Fund Performance directly into Excel utilizing VBA and Google? If not, have a look as this time we will do the same but in Python...
Regardless of who you are, either an algo trader hidden in the wilderness of Alaska or an active portfolio manager in a large financial institution in São Paulo, your investments are the subject to sudden and undesired movements in the markets. There is one fear...
Forecasting risk in algorithmic stock trading is of paramount importance for everyone. You should always look for the ways how to detect sudden price changes and take immediate actions to protect your investments...
After a longer while, QuantAtRisk is back to business. As an algo trader I have been always tempted to test a gap-on-open trading strategy. There were various reasons standing behind it but the most popular one was always omni-discussed: good/bad news on the stock. And what...
Some quant problems require an intensive work with mathematical (time-)series given initial conditions. In this short lesson on Python, let’s consider the following problem and solve it analytically and with aid of Python...
One of the most devastating feelings that may hit you, and I mean it!, hit you hard – is the feeling of finding out that your job application has been turned down. Something went wrong and you don’t know what was it...
Studying a new programming language is an adventurous journey. It takes time in case of Python. Even for me. Not every concept is easy to grasp and testing a piece of code with its endless modifications may take a longer while...