Note: This is the learning note for common data structure conversion between list, dictionary and ndarray
, Pandas’ Series
and DataFrame
. Nothing fancy, but handy.
When it comes to the data analysis, there are always needs for converting between different data containers.
List, dictionary, ndarray, Series and DataFream are data structures used most of the time in data analysis. …
TA-Lib is widely used by trading software developers requiring to perform technical analysis of financial market data.
I have tried a few ways to install it:
pip install ta-lib
and
conda install -c quantopian ta-lib
both shows that I need to downgrade my python==3.8 to…
Note from Towards Data Science’s editors: While we allow independent authors to publish articles in accordance with our rules and guidelines, we do not endorse each author’s contribution. You should not rely on an author’s works without seeking professional advice. See our Reader Terms for details.
Warning: There is no magical formula or Holy Grail here, though a new world might open the door for you.
Note 1: How to install mlfinlab package without error messages can be found here.
Note 2: If you are reading Advances in Financial Machine Learning by Marcos Prado. 7. Fractionally Differentiated Features is Chapter…
Note from Towards Data Science’s editors: While we allow independent authors to publish articles in accordance with our rules and guidelines, we do not endorse each author’s contribution. You should not rely on an author’s works without seeking professional advice. See our Reader Terms for details.
Warning: There is no magical formula or Holy Grail here, though a new world might open the door for you.
Note 1: How to install mlfinlab package without error messages can be found here.
Note 2: If you are reading Advances in Financial Machine Learning by Marcos Prado. 7. Fractionally Differentiated Features is Chapter…
Warning: There is no magical formula or Holy Grail here, though a new world might open the door for you.
TL;NR:
pd.nan
, but do have np.nan
.NaN ==np.nan
. np.nan
is not comparable to np.nan
... directly.np.nan == np.nanFalse
NaN is used as a placeholder for missing data consistently in pandas, consistency is…
Warning: There is no magical formula or Holy Grail here, though a new world might open the door for you.
Note 1: How to install mlfinlab package without error messages can be found here.
Note 2: If you are reading Advances in Financial Machine Learning by Marcos Prado. 7. Fractionally Differentiated Features is Chapter 5 about Fractionally Differentiated Features. 8. Data Labelling is Chapter 3 about The Triple-barrier Method. And 9. Meta-labeling is Chapter 3.6 on page 50.
Warning: There is no magical formula or Holy Grail here, though a new world might open the door for you.
In the previews article, I briefly introduced the Volume Spread Analysis(VSA). After we did feature-engineering and feature-selection, there were two things I noticed immediately, the first one was that there were outliers in the dataset and the second issue was the distribution were no way close to normal. By using the…
Warning: There is no magical formula or Holy Grail here, though a new world might open the door for you.
Following up the previous posts in these series, this time we are going to explore a real Technical Analysis (TA) in the financial market. For a very long time, I have been fascinated by the inner logic of TA called Volume Spread Analysis (VSA). I have found no articles on applying…
Warning: There is no magical formula or Holy Grail here, though a new world might open the door for you.
We always say “let the data speak for themselves”. But data can either shout loud or whispering low. Some data properties are easy to spot, while others are not so obvious and buried in the noise. Like a whisper in your ear, you got to work hard to figure out what…
Warning: There is no magical formula or Holy Grail here, though a new world might open the door for you.
In Part one and Part two, I introduced the mean and standard deviation (std) to set the outliers boundary. Here we are going to use Exponential Moving Average (EMA) as the boundary. …
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