Has been a while to start a blog or diary. There has been many sites I used as memo but never looked back.
Take this place as another start of setting up targets, keeping ideas and my resolutions. Hope to be meaningful by the time I look back how much effort I put into this.
As start, I need to setup a few things.
A few python wrappers to use matplotlib to chart, LaTeX to output as report, and pandas to scraping data and storing it.
A backtest framework, rebuild after all the lesson from the past months.
A statistics library for calculating portfolio performance, analyze pnl results, with different techniques I have learned so far.
Making baby steps. Let’s start with these.