In most of the work I do, the ability to easily plot data in Python is a major determinate when choosing a programming language for a project. A while back I was looking into what…
Taylor Series in Python
The Taylor series of a function is an infinite sum of terms that uses information about the derivative of the function to create a polynomial that approximates the function. More accurate approximations can be determined…
The Problem with Stock Path Generation
Recently I’ve been reading Benoit Mandelbrot’s book The (Mis)Behavior of Markets: A Fractal View of Financial Turbulence. Early in this book Mandelbrot discusses one major issue with the underlying assumption of certain financial simulations. In particular,…
Trading Trends with Bollinger Bands
Determining the trend of a stock price is very powerful when devising a technical trading system. If we are able to determine when a trend is reversing, that is reaching a top or a bottom,…
Improving the Results and Efficiency of My Options Trading GA
In a previous post, I wrote about a genetic algorithm (GA) whose goal is to find stocks that could potentially create a promising put-selling portfolio. Currently, the GA searches through stocks that offer weekly options…
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Cluster Monitoring in Python with Glances
Some years ago my wife bought me a few (6) Raspberry Pi 3 B+ single board computers for Christmas so that I could experiment with creating and managing clusters of computers (it’s what I’d asked…
Finding (Potentially) Undervalued Stocks in the Stock Market
In a previous post, I wrote about finding undervalued sectors in the stock market by determining the divergence of the sector from some representation of the market itself. This post was intended to be a…
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Using Genetic Algorithms to Efficiently Trade the Wheel (Python)
The wheel is a loss-limited option selling strategy that is very effective at generating income in a portfolio. Typically when trading the wheel, stocks with weekly options are preferred since they fetch higher premiums (percentage-wise)…
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A Primer on Latin Squares With Some Research Objectives
Deviating from my usual content, in this post I’m going to provide some necessary knowledge for working with a combinatorial object known as a Latin square. These objects were the centerpiece of my (IMO poorly…
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Building Machine Learning Ensembles in Python
Ensemble learning is a process used in deep learning wherein multiple models, or experts or classifiers, are combined in an ensemble to improve forecasting results. Each individual model in the ensemble, once trained, produces a…