Baby Steps

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.

https://datasciencelab.wordpress.com/2013/12/12/clustering-with-k-means-in-python/

https://joernhees.de/blog/2015/08/26/scipy-hierarchical-clustering-and-dendrogram-tutorial/

http://www.turingfinance.com/computational-investing-with-python-week-one/

 

 

 

 

Making baby steps. Let’s start with these.

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