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.