Short scripts used for articles published on Medium The latest versions of the texts can be found on Medium, the latest changes to the code are reflected in the notebooks/scripts.
- Introduction to quantitative finance part I: Stylised facts of asset returns
- Long-term asset allocation strategies based on GARCH models — a simulation exercise in R
- Introduction to backtesting trading strategies
- Backtesting trading strategies using custom data in zipline
- The easiest way to evaluate the performance of trading strategies in Python
- Algorithmic trading based on Technical Analysis in Python
- A comprehensive guide to downloading stock prices in Python
- Introduction to dtplyr
- One-tailed or two-tailed test, that is the question
- Make working with large DataFrames easier, at least for your memory
- Explaining Feature Importance by example of a Random Forest
- Outlier Detection with Isolation Forest
- Outlier Detection with Extended Isolation Forest
- Outlier Detection with Hampel Filter
- Creating benchmark models the scikit-learn way
- Ensemble learning using the Voting Classifier