Category: Data

Storing time series data

As regular readers of my posts may have realised, I kind of like burgers. It’s a simple meal, but somehow very satisfying. There’s obviously vast differences between the burgers on sale, in terms of quality. It isn’t necessarily the case that the most expensive burger will be best. In practice, excessively expensive burgers, end up…

Point-in-time for your data

The one thing we really want to know when making trading decisions, is the future! Alas, we don’t have that information! All we do have is information up until the point we actually want to trade, and have to somehow use that to make a prediction about the future price. Ok, this is blatantly obvious…

Moving from Matlab to Python

What’s your favourite burger joint? This is probably the question I get asked most. Perhaps a more relevant question I get asked, is what are the best ways to move from Matlab to Python. For many financial firms, it is a very pertinent question. I used Matlab extensively during my career, particularly when I was…