Friday, April 29, 2016

A List of Brokers

For automated trading the best known so far is Interactive Brokers (IB) - at https://www.interactivebrokers.com. The Python based trading site Quantopian supports interfacing to these guys.

For Germany, which is where I am right now, just today I saw IG - www.ig.com - not sure yet if they offer services in English. They offer a demo account with virtual money.

This list will be updated if necessary.




Monday, February 22, 2016

pysystemtrade

In order to install / run the Python code


 accompanying R. Carver's book Systematic Trading, Python 3 is required; this link is useful,


To run, for example examples/introduction/asimpletradingrule.py, there is no need to install the whole project, simply add 

import sys; sys.path.append('../..')

at the top, and run the code. You would have to conda install yaml, scipy, pandas, matplotlib of course. 

Wednesday, February 3, 2016

Dr. Shalizi's Book

Being mentioned in the Acknowledgements section of Dr. Cosma Shalizi's excellent book Advanced Data Analysis from An Elementary Point of View (link). It is an honor! I'd found a small mistake in a formula and informed Shalizi about it.

Tuesday, January 5, 2016

Multiple View Geometry Lectures on TUM

Dr. Daniel Enders made his lectures on Multiple View Geometry available on YouTube. Lecture notes are here, the pass for acess is mvg.