I am doing some backtesting for some trading strategies on the stock market on a pandas dataframe and I would like to set a trailing stop loss of 1% away from the entered price. If the stock price ...

Hi I am trying to install ibapi in python however the package seems to be unavailable because there is an error every time I try to install it is there another way I can install this package . Your...

Following this post, where I had listed some of the interesting ETF1s I had found on some of the relevant forums, I received some valuable criticism. Now I want to use a Google spreadsheet to get t...

I am trying to apply the Hurst Exponent on SPY closing prices on a rolling window. The below code (which I got from here: https://www.quantstart.com/articles/Basics-of-Statistical-Mean-Reversion-Te...

I was trying to implement 101 quant trading factors that were published by WorldQuant (https://arxiv.org/pdf/1601.00991.pdf). A typical factor is about processing stocks' price and volume informati...

I have a pandas dataframe of Open/high/low/close stock prices and I am writing to write a function that will add Parabolic SAR to my dataframe. Right now the PSAR number just grows insanely huge an...

I am looking for a library which i can use for faster way to calculate implied volatility in python. I have options data about 1+ million rows for which i want to calculate implied volatility. what...

I recently asked a question about calculating maximum drawdown where Alexander gave a very succinct and efficient way of calculating it with DataFrame methods in pandas. I wanted to follow up by a...

I have some stock data based on daily close values. I need to be able to insert these values into a python list and get a median for the last 30 closes. Is there a python library that does this?

I was trying to get JSON for a company by calling API of alphavantage .For some company data is coming and for some company, it's failing. Company for which data are coming - TCS,INFY,MSFT Company ...

I'm trying to use PyAlogoTrade's event profiler However I don't want to use data from yahoo!finance, I want to use my own but can't figure out how to parse in the CSV, it is in the format: Times...

Using pandas/python, I want to calculate the longest increasing subsequence of tuples for each DTE group, but efficiently with 13M rows. Right now, using apply/iteration, takes about 10 hours. Here...

I have DataFrame final with returns of my portfolio. I am trying to calculate the MaxDrawdown using the returns. I have tried the below code and did see many stackexchange questions. But not able t...

Maximum Drawdown is a common risk metric used in quantitative finance to assess the largest negative return that has been experienced. Recently, I became impatient with the time to calculate max d...

I have a dataframe with annual price and dividend data for numerous companies. I am looking to calculate the 3-year annualized return by adding all of the dividends received during the three years ...

I want to process stock level-2 data in pandas. Suppose there are four kinds data in each row for simplicity: millis: timestamp, int64 last_price: the last trade price, float64, ask_queue: the v...

I am trying to create my own function in R based on black scholes variables and solve "backwards" i suppose for sigma. I have created a function to find the call price; however, now I have to find...

I am relatively new to FIX-Protocol. The delimiter for a FIX-Protocol message sometimes show ^ and other times |. Wikipedia for FIX-Protocol says [SOH] ( <Start of Header> for hex 0x01 ) bein...

I have a DataFrame, df with daily stock returns as such: Date Stock A Stock B Stock C 2018-12-26 -0.018207 0.083554 -0.006546 2018-12-27 0.004223 0.000698 0.003806 2018-12-28 0.024847 -0.008717 0....

I have a question regarding the Python API of Interactive Brokers. Can multiple asset and stock contracts be passed into reqMktData() function and obtain the last prices? (I can set the snapshots ...

I have the following code in my viacsv.py file that aims to allow a custom bundle to be ingested: # # Ingest stock csv files to create a zipline data bundle import os import numpy as np import p...

I'm using the data of alpha vantage for a stock market analysis site. But I cannot find a complete list of symbols available ( to be used in a selection drop down ).

I've been successful at downloading stock data from Google Finance, like so: import pandas as pd from pandas_datareader import data as web import datetime start = datetime.datetime(2016,1,1) end ...

I am trying to calculate and draw the trendlines for stock prices. I did some searches and thought for a whole day, there is no a really good idea on how to do. I have daily price history and want...

I'd like to learn how to use these packages, but I cannot seem to find any vignettes that offer something other than extensive code snippets. I'd like to learn about how they all fit together...