The following table is based on rank correlations between 6 month z-score of forward stock return (larger than 0.5 in absolute value) and given fundamental factors , available in tradingview. Each sector has different set of metrics correlated to stock…
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What are crypto derivatives?
What are crypto derivatives? Crypto derivatives are financial products where payoff (cashflow you get at maturity) is a formula of a price of crypto coin or crypto-related index (e.g. BTC price or BTC volatility index) . Crypto derivatives can be…
how to run desktop version of interactive brokers tws on android phone
you can run full TWS on android phone, to use, for example, with Samsung DEX using following steps: . install TERMUX and AVNC from f-droid (version on google play is outdated) . install ubuntu on termux termux-setup-storage apt-get update &&…
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bitcoin and ethereum futures spread dynamics
Here we will download and display calendar futures spread on btc and eth from binance. We will use the following code to get the data via http API. We will look into september / december 2020 calendar spread for coin…
how to quickly get new crypto api points for new products
When new products are introduced on crypto exchanges, the python api’s and docuementation sometime is not complete, and it’s difficult to find exact symbol names and other paramters.To quickly find out symbol names and other paramters for api calls, we…
How to save order book and trades data for crypto futures
To save data in text format for crypto futures order book and trades from binance we can use the following python snippet: (if you are interested to have -10% on binance trading fees you can use the following code: WFH7DYED…
Python structure for machine learning experiments
Here we will present the setup for single machine to run time consuming machine learning experiments like feature selection using different machine learning models. First we will create python program which runs single experiment. We will use argparse library to…
Feature selection
Feature selection in low signal-to-noise environments like finance. In the following we will create a feature selection function which would work on XGBoost models as well as Tensorflow and simple sklearn models. We will use univariate as well as other…
How to display candle stick bars from binance futures in jupyter notebook
In order to download and display binance candlestick bars in jupyter notebook we will need the following packages: pip install mplfinance pip install python-binance pip install plotly Also you would need to get API keys from binance Binance API management…