algorithmic-trading-with-python
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Source code for Algorithmic Trading with Python (2020) by Chris Conlan
trying to unpack this. pd.Series.index returns integers when I pass a log return series to this function and thus (end_date - start_date) evaluates to a single element tuple ``` def...
When trying to run fit_alternative_data_model.py and simulate_alternative_data_portfolio.py getting the error as, No such file or directory in ml_model.joblib
I bought the book. trying to reproduce all the simulator results. everything looked good with position class & portfolio class, until I encountered the below assertion error, when running the...
Recently saw this Amazon review that highlighted some confusion about where the `pypm` package is located: https://www.amazon.com/review/R1MBCECGQGIXL7/ref=cm_cr_srp_d_rdp_perm?ie=UTF8&ASIN=B086Y6H6YG The `pypm` package is local to the GitHub repository, as can be seen...
Hello, Would @chrisconlan, or the community please confirm that the charts in chapter 5 no longer match the images in the book please? I get these when running on windows...