4 ms·

I just worked on a project to predict significant(greater than 3 std) changes in the market and my biggest pain point was the lack of open source resources for

by ptd 7y ago

I just worked on a project to predict significant(greater than 3 std) changes in the market and my biggest pain point was the lack of open source resources for quantitative finance(QF). It makes sense given the industry, but then I remind myself QF brought us Pandas! Thank you for making this publicly available.

throwaway8291 7y ago
It's interesting that open source lives off transparency and equality (e.g. with git, anyone can at least start to put a patch together), whereas many other vital parts of society like finance, business, politics only work, when you explicitly do not share, what you know.
- NOGDP 7y ago
  Politics would work a lot better if everything was out in the open.
  - Ma8ee 7y ago
    It doesn't seem to make much of a difference, does it?
- epa 7y ago
  This is why computer science has evolved so fast, especially over the last 20 years, because of the open aspect of the code.
  - 1996 7y ago
    open source finance is crypto. arbitrage provides information everyone can use. Practical example: get free price every minute from cryptomarketplot.com/api.json then you can figure out the EUR/USD spot using BTC/USD and BTC/EUR without ever needing yahoo finance or anything
arthurcolle 7y ago
if you're interested in pricing of securities, QuantLib is amazing.
- throwlaplace 7y ago
  Holy shit more gold! Thank you for posting this!
  - arthurcolle 7y ago
    If you want to collaborate I am working on a lot of cool qfin related projects. Hit me at my email in the profile. Cheers
- ptd 7y ago
  Thanks for sharing!