A stock index is just a list of stocks. But an index is a special list because investors use it to make investing decisions. An index is constructed via rules about stocks to include, how much to include, and when to include (or remove it). Finding this data, especially for more obscure indexes, can be …
Finding and analyzing free stock index data with Python and EDGAR Read More »
Some sources of financial data can be expensive or difficult to find. For example, some is only available from exchanges or vendors who charge a hefty fee for access. However, the financial industry is also heavily regulated, and one of its main regulators provides free access to its data. The U.S. Securities and Exchange Commission …
An introduction to accessing financial data in EDGAR, using Python Read More »
There are big differences between overnight and intraday stock returns. This article shows how to use pandas to understand one big reason.
When exploring the world of quantitative finance or algorithmic trading, you quickly end up facing a very common issue. Where do you get historical market data? If you have an account with Interactive Brokers, you can download historical data from them using Python. This article will show you how. No matter what sort of analysis …
How to get historical market data from Interactive Brokers using Python Read More »
The discount brokerage space is getting very competitive with commissions going to zero recently at many brokerages, including Interactive Brokers. IB has long been a broker with one of the largest breadth of products and service offerings targeting a professional audience. IB is also a low cost brokerage, so that makes it a good option …
How to connect to Interactive Brokers using Python Read More »
After looking at zipline, another backtesting framework, I thought it would make sense to take a look at some other options in the open source community for backtesting and trading. The next framework to investigate is backtrader, an open source project that aims to provide tooling for backtesting and live trading algorithmic strategies. I’ll use …
Backtrader, a Python backtesting and trading framework Read More »
Developing an algorithmic trading strategy is a challenging process, with many factors to consider. One part of the process in developing a strategy is to measure its performance using historical data in what is called a backtest. It can be very helpful is to have a decent library that abstracts away some of the challenging …
Zipline, an open source backtesting library from Quantopian Read More »
IEX Cloud is a service offering financial data. They offer a wide variety of data sets, both for historical and real-time data. Those of us interested in financial data, whether for trading or research, are always looking for good data sources, especially for clean and complete data. This post will show you three ways to …
3 ways to get historical market data from IEX Cloud Read More »