Sunday, February 25, 2018

No trade this week; looking for the next one(s)

I am working with QuantGo data to find my next trade ideas. I made progress on importing the data I'm evaluating into a database using this toolset:



Python comes with a terrific feature in its CSV module: it can "sniff" the format of the CSV file in question and automagically figure out how to parse it:

with open('example.csv', 'rb') as csvfile:
    dialect = csv.Sniffer().sniff(csvfile.read(1024))
    csvfile.seek(0)
    reader = csv.reader(csvfile, dialect)
    # ... process CSV file contents here ..

I found SQLAlchemy to be well documented and a pleasure to use ...

Next more database design for auxiliary tables I will need to store the underlying values and the delta of the options, etc.

Also I found on a StackExchange site for quants a post on backtesting so I am trying Orats, but I'm not sure it can do what I want to do ...

More next week ...

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