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Text URL

Location

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PythonHub

Open

huak A Python package manager written in Rust inspired by Cargo. https://t.co/SR6njzTU6d

https://github.com/cnpryer/huak

98232

https://twitter.com/PythonHub/status/1574719288174383104

2022/09/27

3

1

QuantMinds

Open

Meet the industry experts joining us at QuantMinds International 2022 including… Bruno Dupire, Head of Quantitative Research at Bloomberg L.P.! Bruno’s presentation will be on optimal, super, sub and deep hedges. Register now to avoid missing out >> https://t.co/fwwpeG1DGs https://t.co/5DAfsZX5PW

http://spr.ly/6011Mn9lH

Global

5904

https://twitter.com/QuantMinds/status/1574702392557305856

2022/09/27

2

0

PythonHub

Open

Virtual Ants Artificial life and Langton's ... https://t.co/YvrXoCZiOz

https://healeycodes.com/virtual-ants

98170

https://twitter.com/PythonHub/status/1574658888510603264

2022/09/27

4

0

macro_srsv

Open

"Higher moments capturing non-normalities of return distributions [are] an important source of risk in pricing securities...Investors perceive volatility, skewness and kurtosis as risks with heterogeneous persistence and require corresponding premia." https://t.co/qHIdRrs9M8 https://t.co/bIbIxD3QoC

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4209319

London, England

9153

https://twitter.com/macro_srsv/status/1574649481944965120

2022/09/27

3

1

pyquantnews

Open

If you like Python for quant finance, check out the 46-Page Ultimate Guide to Pricing Options and Implied Volatility With Python. Here's why: • Black-Scholes, the greeks, and implied volatility • Jupyter Notebooks with the code • Live options data https://t.co/uUXgYrCqgx

https://pyquantnews.gumroad.com/l/46-page-ultimate-guide-pricing-options-implied-volatility-python-pdf-code-pyquant-news

64498

https://twitter.com/pyquantnews/status/1574602335761965063

2022/09/27

15

6

PythonHub

Open

Yes, Python Has a Built-In Database. Here’s How to Use It. A simple guide to SQLite in Python.Continue reading on Towards Data Science ... https://t.co/WhLFwmzRU3 https://t.co/STejtd2UWA

https://towardsdatascience.com/yes-python-has-a-built-in-database-heres-how-to-use-it-b3c033f172d3

98151

https://twitter.com/PythonHub/status/1574598496392552452

2022/09/27

2

1

carlcarrie

Open

Paper describes impact of high frequency trading on stock market microstructure, liquidity dynamics and market quality - #hft #lob paper https://t.co/KCNEdrlOwY

https://link.springer.com/article/10.1007/s12599-022-00768-6

New York

11221

https://twitter.com/carlcarrie/status/1574579753641721865

2022/09/27

3

0

carlcarrie

Open

Conditional Order Imbalance in trading #hft #lob Paper: https://t.co/DMOnA8SRg4 https://t.co/EUlG2XQQYr

https://arxiv.org/pdf/2209.10334.pdf

New York

11221

https://twitter.com/carlcarrie/status/1574577773305217025

2022/09/27

5

0

carlcarrie

Open

Feature Engine Feature-engine is a Python library with multiple transformers to engineer and select features for use in machine learning models. Article: https://t.co/XSJTdThODS Python GitHub: https://t.co/jRGx15nwB3 Documentation: https://t.co/Th4UmiEXcu

https://trainindata.medium.com/feature-engine-a-new-open-source-python-package-for-feature-engineering-29a0ab88ea7c

New York

11221

https://twitter.com/carlcarrie/status/1574575812598177792

2022/09/27

2

1

carlcarrie

Open

Reddit sentiment dashboard using Dash and Roberta https://t.co/gpCuZhfTwg https://t.co/mCdM0kqd00 https://t.co/nrMizsmnjm

https://github.com/SaremS/reddit_sentiment_dashboard/blob/master/main.py

New York

11221

https://twitter.com/carlcarrie/status/1574570609644040197

2022/09/27

2

1

carlcarrie

Open

Autoregressive Random Forests in Tabular and Time-Series Analysis profiled in this article… https://t.co/RA0qhtwcYP Python Jupyter Notebook GitHub: https://t.co/e7FN1NX7Od

https://www.sarem-seitz.com/forecasting-with-decision-trees-and-random-forests/

New York

11221

https://twitter.com/carlcarrie/status/1574569627954384896

2022/09/27

10

1

carlcarrie

Open

Pen & Paper Exercises in Machine Learning #ebook https://t.co/BBzHkS6sKk https://t.co/ArjCnT3WVg

https://arxiv.org/pdf/2206.13446.pdf

New York

11221

https://twitter.com/carlcarrie/status/1574568392446582786

2022/09/27

0

0

achenfinance

Open

I wish there was more research on the cost and benefits of open data policies. Here's is a nice example of the (potential) benefits. I can't think of a paper on the costs! https://t.co/cwHPE0JClE

https://twitter.com/dom_roche/status/1570473153335263239

Washington, DC

1448

https://twitter.com/achenfinance/status/1574564696195211276

2022/09/27

0

0

pyquantnews

Open

Blankly Blankly is a live trading engine, backtest runner, and development framework wrapped into one powerful open-source package. Models can be instantly backtested, paper traded, sandbox tested, and run live by simply changing a single line. https://t.co/JM0ULZlRvM

https://github.com/Blankly-Finance/Blankly

64479

https://twitter.com/pyquantnews/status/1574553703612284945

2022/09/27

1

0

fullstackpython

Open

What's new with Forms in 2022? https://t.co/7bqUV2m5Zu https://t.co/I2PDEwya8A

https://css-tricks.com/whats-new-with-forms-in-2022/

82134

https://twitter.com/fullstackpython/status/1574525729026498562

2022/09/26

1

0

saeedamenfx

Open

26Sep22 / #365APoem / Sterling gaps down, but question, do they care?

London

8976

https://twitter.com/saeedamenfx/status/1574503769387171843

2022/09/26

0

0

PythonHub

Open

requests-ip-rotator A Python library to utilize AWS API Gateway's large IP pool as a proxy to generate pseudo-infinite IPs for web scraping and brute forcing. https://t.co/qWv0SwSNba

https://github.com/Ge0rg3/requests-ip-rotator

98127

https://twitter.com/PythonHub/status/1574477695215353858

2022/09/26

2

1

carlcarrie

Open

DeFi Incidents empirically analyzed - paper https://t.co/7XUH73EGAa #DeFi #OpRisk

https://arxiv.org/pdf/2208.13035.pdf

New York

11215

https://twitter.com/carlcarrie/status/1574404294719279106

2022/09/26

2

1

IBKR_QB

Open

Join @quantpedia for a review of an academic paper that uses #MachineLearning techniques to explore hidden info in annual reports’ images: https://t.co/bned2PSHBU #DataScience https://t.co/7nOEQKARxs

https://www.tradersinsight.news/sumq

Connecticut, USA

2543

https://twitter.com/IBKR_QB/status/1574398388883394561

2022/09/26

0

0

QuantMinds

Open

Ahead of his session at QuantMinds International, Erik Vynckier, shares a contrarian look at ESG, and asks whether the financial industry really is the right tool to craft environmental policy. Read his article here >> https://t.co/F5d5adKQEW #ESG #QuantMinds

http://spr.ly/6015Mn99d

Global

5902

https://twitter.com/QuantMinds/status/1574383286494846977

2022/09/26

0

0

pyquantnews

Open

If you like Tweets about getting started with Python for quant finance, you might enjoy my weekly newsletter: The PyQuant Newsletter. Real Python code for quant finance you can use now. Join 4,600+ subscribers who are taking action with Python. https://t.co/Bt6ld5oEne

https://pyquantnews.com/the-pyquant-newsletter/

64439

https://twitter.com/pyquantnews/status/1574375849301876739

2022/09/26

5

0

pyquantnews

Open

Empyrical: Common financial risk and performance metrics in Python Library of risk metrics created by Quantopian for their popular Zipline backtesting framework. This library works totally independently. https://t.co/vIU4WEeNSl

https://github.com/quantopian/empyrical

64439

https://twitter.com/pyquantnews/status/1574372763107840002

2022/09/26

52

0

saeedamenfx

Open

Bitcoin Investors' Style, Skill, Sentiment, Seasonal Trading, and Anchoring Bias https://t.co/lHCp5K3VWW #QuantLinkADay https://t.co/Emg86XXUSw

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4209663

London

8974

https://twitter.com/saeedamenfx/status/1574368190972379138

2022/09/26

0

0

fullstackpython

Open

The Realities And Myths Of Contrast And Color https://t.co/fIb7dIZz9c https://t.co/96W5UP8JhX

https://www.smashingmagazine.com/2022/09/realities-myths-contrast-color/

82118

https://twitter.com/fullstackpython/status/1574341097148620801

2022/09/26

1

0

macro_srsv

Open

“[Time-series] Forecasting with Decision Trees and Random Forests”: Article with notebook of Python code. https://t.co/d8Y2cFxG21 https://t.co/mumWHsDiaK

https://www.sarem-seitz.com/forecasting-with-decision-trees-and-random-forests/

London, England

9142

https://twitter.com/macro_srsv/status/1574278846517346304

2022/09/26

1

0

pyquantnews

Open

Message of the day: Go write some code.

64386

https://twitter.com/pyquantnews/status/1574190601691664385

2022/09/26

14

1

carlcarrie

Open

Optimized Kalman Filter Python GitHub: https://t.co/i1aP2cMTJX https://t.co/i7hAKO5VDe

https://github.com/ido90/Optimized-Kalman-Filter

New York

11174

https://twitter.com/carlcarrie/status/1574178632926257152

2022/09/26

14

1

carlcarrie

Open

Diffusion Transformers for Time-Series https://t.co/ZRDKVRnVaA

https://github.com/archinetai/difformer-pytorch

New York

11172

https://twitter.com/carlcarrie/status/1574170777821147137

2022/09/25

3

0

saeedamenfx

Open

25Sep22 / #365APoem / Tax cut, we will reverse, Starmer declares,

London

8971

https://twitter.com/saeedamenfx/status/1574129503533613056

2022/09/25

0

0

ArturSepp

Open

Boxplot of #BTC -25d put and 25d call skews (difference between 25d vols and 50d vol) conditional on quintiles of BTC monthly rolling performance Left bucket: put skew is large- demand for protection Right bucket: call skew is positive- demand for upside Last dots are last values https://t.co/ZSEWVdc5y2

Zurich, Switzerland

6454

https://twitter.com/ArturSepp/status/1574118624394350592

2022/09/25

4

0

carlcarrie

Open

mbt_gym, a Python module that provides a suite of gym environments for training reinforcement learning (RL) agents with high frequency trading #hft & limit order book problems #lob https://t.co/GXBfwlIXyh https://t.co/srUgWvoWd4

https://github.com/JJJerome/mbt_gym

New York

11162

https://twitter.com/carlcarrie/status/1574076981309743104

2022/09/25

8

3

saeedamenfx

Open

@carlcarrie looks quite interesting! Have you used it before?

London

8971

https://twitter.com/saeedamenfx/status/1574052119245733888

2022/09/25

0

0

carlcarrie

Open

Docarray - nested, unstructured, multimodal data in transit, including text, image, audio, video, 3D mesh for deep-learning applications. https://t.co/CswAoRCzpm https://t.co/e5FbJXwyZy

https://github.com/jina-ai/docarray

New York

11158

https://twitter.com/carlcarrie/status/1574051731268313089

2022/09/25

1

0

carlcarrie

Open

Overnight sentiment and returns - paper Researchers find stronger effects from social media compared with the news. They show that highly positive (negative) overnight tonality in social media results, in 4.75% (-4.99%) excess avg. returns annually. https://t.co/JAKktaut1A https://t.co/PYWc1ITXfi

https://papers.ssrn.com/sol3/Delivery.cfm/a768d1d8-9d6b-4be1-8a74-b69318b7c315-MECA.pdf?abstractid=4184707&mirid=1

New York

11158

https://twitter.com/carlcarrie/status/1574049463924056065

2022/09/25

6

0

carlcarrie

Open

Eland is Elasticsearch wrapped in a Pandas Dataframe-like API and allows transforming trained regression and classification models from ML libraries to be serialized and used as an inference model in Elasticsearch Python GitHub: https://t.co/uckdXzYeun https://t.co/UR8xV2hXEx

https://github.com/elastic/eland

New York

11157

https://twitter.com/carlcarrie/status/1574039350848851968

2022/09/25

2

0

IBKR_QB

Open

Chainika Thakar reviews the benefits of the Python Lambda function. Read more in this @QuantInsti featured article: https://t.co/AL5TY6RkIh #PythonProgramming https://t.co/TwzpyhV7ze

https://www.tradersinsight.news/00lw

Connecticut, USA

2541

https://twitter.com/IBKR_QB/status/1574036007468634114

2022/09/25

0

0

carlcarrie

Open

CryptoML Technical Analysis and ML (Prophet/Scikit) on Cryptocurrencies Python GitHub: https://t.co/Wx5clhgiYu https://t.co/N48xFHnrid

https://github.com/bszek213/cryptoML

New York

11157

https://twitter.com/carlcarrie/status/1574035166669963266

2022/09/25

5

0

carlcarrie

Open

A fast-to-implement-and-run PyTorch modularized framework and pythonic API for building deep reinforcement learning agents Paper: https://t.co/93G5cn4mc0 Python, PyTorch GitHub: https://t.co/4oDXK1HO3i https://t.co/p8kelvknXb

https://arxiv.org/pdf/2107.14171

New York

11158

https://twitter.com/carlcarrie/status/1574024351212503041

2022/09/25

0

1

carlcarrie

Open

Jointly model time-series classifications and their representations with Similarity-Aware Time-Series Classification (SimTSC) using a Graph Neural Network Paper: https://t.co/PU2c7Aj0RK Python GitHub: https://t.co/VrHQtW8nDl https://t.co/tg9WpTw7af

https://arxiv.org/pdf/2201.01413v2.pdf

New York

11158

https://twitter.com/carlcarrie/status/1574022934313799680

2022/09/25

2

2

pyquantnews

Open

Investing in index ETFs is nearly free. The information ratio can tell you if you’re better off managing your own portfolio, or not. Yesterday, 4,711 subscribers learned how in Python. Miss the issue? Grab it below ↓ https://t.co/Y9FtGQVhKi

https://pyquantnews.com/how-to-measure-skill-portfolio-manager/

64121

https://twitter.com/pyquantnews/status/1574010126998147072

2022/09/25

2

0

saeedamenfx

Open

Do Macroeconomic Variables Drive Exchange Rates Independently? https://t.co/lLygT3rgbz #QuantLinkADay

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4223036

London

8972

https://twitter.com/saeedamenfx/status/1574005799659053056

2022/09/25

2

0

carlcarrie

Open

TSAOpy - Time Series by Anharmonic Oscillators - fit ODEs https://t.co/9l7JL2Qh7N Colab Notebook: https://t.co/0HNmYAl8rd https://t.co/HC4JlQYDnP

https://tsaopy.github.io/

New York

11155

https://twitter.com/carlcarrie/status/1573855618561187844

2022/09/25

8

1

pyquantnews

Open

That's a lot of data! What to keep all these handy? Hop back to the top and retweet the top tweet so you can find it later - and so others can find it too! Here's the link: https://t.co/2CMvKUAPp7

https://twitter.com/3187132960/status/1573830722627985409

63826

https://twitter.com/pyquantnews/status/1573836223231180800

2022/09/25

8

1

pyquantnews

Open

https://pyquantnews.gumroad.com/l/46-page-ultimate-guide-pricing-options-implied-volatility-python-pdf-code-pyquant-news

63826

https://twitter.com/pyquantnews/status/1573836053278085121

2022/09/25

12

4

pyquantnews

Open

Here's what we covered: tia ccy IBApi Tiingo Tradier Alpaca Finnhub yfinance inquisitor Wallstreet finsymbols Polygon .io marketstack Twelve Data MetaTrader5 googlefinance Stock Extractor Alpha Vantage Nasdaq Data Link pandas-datareader

63826

https://twitter.com/pyquantnews/status/1573835975746326528

2022/09/25

25

5

pyquantnews

Open

Tiingo End-of-day stock price data API that emphasizes redundancy, transparency, and completeness https://t.co/YBxOs8Wm8J

https://api.tiingo.com/documentation/general/overview

63826

https://twitter.com/pyquantnews/status/1573835724809437184

2022/09/25

8

2

pyquantnews

Open

marketstack Real-time intraday and historical market data with 30+ years of history and 170,000+ tickers. https://t.co/gzj40MjAfC

https://marketstack.com/documentation

63776

https://twitter.com/pyquantnews/status/1573835466209722369

2022/09/25

8

0

pyquantnews

Open

Finnhub Real-time RESTful APIs and websockets for stocks, currencies, and crypto. https://t.co/0tZdg4hNJg

https://github.com/Finnhub-Stock-API/finnhub-python

63776

https://twitter.com/pyquantnews/status/1573835217000976384

2022/09/25

8

0

pyquantnews

Open

Alpaca-py Do everything from streaming market data to creating your own investment apps. https://t.co/5IVidwb3BU

https://github.com/alpacahq/alpaca-py

63776

https://twitter.com/pyquantnews/status/1573834960619847682

2022/09/25

7

0

pyquantnews

Open

MetaTrader5 Type the desired financial security name and date in a command, and receive a complete data array. Platform launch, data synchronization with the broker’s server and data transfer to the Python environment is done automatically. https://t.co/Pnwo7P300T

https://pypi.org/project/MetaTrader5/

63776

https://twitter.com/pyquantnews/status/1573834716972826624

2022/09/25

6

0

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