Monday, September 21, 2015

Python Code for the Algorithmic Trading Book

I converted some of the code for Dr. Ernie Chan's Algorithmic Trading book into Python. It is open-sourced here. Dr. Chan's mention about our project is here (the end of the post).

2 comments:

  1. Burak I found several issues with your code. Let me know if you want to review them

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    Replies
    1. Hi, can you enter an issue at Github or write a patch / pull-request for your additions, fixes if you have them?

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