Quantitative Trading

Investor – Parameter Optimization

Parameter Optimization This project provides an easy to use functionality to implement and evaluate automatic stock trading strategies. It is implemented in java and therefore can be used in any environment which builds on the JVM. It provides the following functionality: – Simple access to stock data – Declarative formulation of trading strategies – Evaluation of trading strategies – Optimization of trading strategies – Support of portfolio of multiple stocks / trading strategies In this Read more…

Quantitative Trading

Investor – Impact Analysis…

Impact Analysis Now that we have the tool we can do some investigations: What is the impact of changing the data source ? Does it make a difference if we take avarage rates instead of end of day rates ? Setup the Environmant But first we need to setup the JupyterLab environment %classpath config resolver maven-public http://pschatzmann.ch:8081/repository/maven-public/ %classpath add mvn ch.pschatzmann:investor:0.9-SNAPSHOT %classpath add mvn ch.pschatzmann:jupyter-jdk-extensions:0.0.1-SNAPSHOT Added new repo: maven-public Added jars: [htmlunit-2.24.jar, jackson-annotations-2.9.4.jar, commons-codec-1.10.jar, ta4j-core-0.10.jar, Read more…

Quantitative Trading

Investor – A Java Quantitative Trading Library

Introduction Last year I was busy to build my own project which provides an easy to use functionality to implement and evaluate automatic stock trading strategies. It is implemented in java and therefore can be used in any environment which builds on the JVM. It provides the following functionality: – Simple access to stock data – Declarative formulation of trading strategies – Evaluation of trading strategies – Optimization of trading strategies – Support of portfolio Read more…

Infrastructure

Docker + WordPress = Danger

It is very easy with Docker to have a working WordPress up in no time with the official WordPress Image on Docker Hub. If you want to have an image which is backed up properly and that you can migrate w/o any problems on a different machine, you need to take care of the proper volumes mappings. Unfortunately I did not find the proper documentation and I needed to find out the hard way. WordPress Read more…

Allgemein

Hurrah! My first virtual business is live

I proudly announce that my first commercial website with an integrated web shop is live now. It relies fully on free open source software. Here is the complete solution architecture which is running with  Xubuntu: Webmin (Linux Administration) Webalizer (Web Log Analysis) System and Server Status Data Backup Docker (Software Container System) Nginx (Web Server) Worpress (Content Management) woocommerce (web shop) updraft (data backup) and many other small plugins…. Software Development SVN Server (Version Control) Jenkins Read more…

Allgemein

Multiple Wordpess Instances in Docker with NGINX & https

If you want to run your own public facing WordPress site you can just use the standard WordPress docker image, map it to port 80 and off you go. NGINX I had the need for multiple public WordPress sites using SSL and the possibility to provide public web-services in parallel. So the picture was getting a little bit more complicated. To solve my requirements I am using NGINX setup for Https and then relay the requests Read more…

Infrastructure

WooCommerce und Java REST Webhooks

I am planning to set up a Web Shop. So yesterday, I spent a full day to figure out why my WebHooks did not work together with Java Jersey . There are quite a few traps in this topic: WooCommerce does a post when the hook is activated. This is a form encoded post which is not identical with the posts which are sent when the data is posted. So I needed to define two methods Read more…

Data Science

EDGAR Filing Data Analysis – An Introduction with Pandas

Edgar can be used to analyse the financials of a single company over time. However, we try to get an overall picture of the profits over all companies. For this we use the Python Data Analysis Library Pandas and my simple Edgar REST API. In [199]: import pandas import matplotlib.pyplot as plt Profits by Country¶ We can get a quick overview with the help of the follwing REST get request. We ask for countries by year Read more…

Data Science

EDGAR Filings

I was curious about the usefulness of the Edgar Database: Is is possible to predict the development of the stock price using the company filings? Can we predict the total yearly profits for the current year based on the filings of the current months? Is the overall profitability changing over time: e.g. are companies more profitable because of e.g. Trump? Which sectors are making money and which are loosing ? Is there a relationship between Read more…

Data Science

Data Science

Today, I was putting together and testing my Data Science Toolbox in Docker  which consists of the following components: GUI/Environment – jupyter – python3 Core Libraries – NumPy – SciPy – Pandas Visualization – Matplotlib – Seaborn Machine Learning – SciKit-Learn – Keras – TensorFlow It is based on the lean Alpine Linux! Here is the version information of the installed components: In [12]: import sys print(sys.version) 3.6.2 (default, Aug 29 2017, 13:56:02) [GCC 6.4.0] In [11]: print(“Installed Read more…