Hello, today I will shortly explain what dynamic time warping (DTW) is and show you my code implementation of it. What is it:Lets say you got 2 signal that are the same. The difference between them though might be in length (one is more streched then the other) or/and in phase (same high of the … Read more
Hello guys, today I’ll show you a quick and dirty method on how to get Trades/aggTrades/K-line/Index K-line… data for free (I think up to 2020).The data is from Binance only! You can find the data here: https://www.binance.com/en/landing/data If you click on “Trades” > “Spot Data” you will see that Binance let you download each day … Read more
In this post I would like to explain the Viterbi algorithm as simple as possible. It is used to compute (EFFICIENTLY) the most likely sequence of hidden states in a HMM given a sequence of observed variables. The following pictures I drew should explain it. Afterwards you can find a code corresponding to it – … Read more
This post builds on the previous post about Markov chains. Now I will explain what Hiddem Markov Models are and how to calculate the most likely sequence of Markov chain states given a observable variable sequence. Content of this post: What is a HMM HMM explained Calculate the probability of a state sequence given observable … Read more
Today I would like to create a simple, primitive text generator using Markov chains (I explained them in a previous post). Necessary steps for this project: Get text to learn from Create the transition matrix Generate text I will do everything from scratch, but I will a library called “tqdm” to show a progress bar … Read more
Hope you are doing well! Today I will explain “Markov Chains” as a prerequisite for a future post. Content of this post: Short description of Markov chains – What are they Detailed explaination of Markov chains – using a weather example How to calculate the state probabilities random walk equilibrium eigenvector approach – with brief … Read more
Bonjour! Today I present you my work on how to get the official CIK mapping and all submissions made by a company as well as its own little description! If you click here – https://github.com/Heuristic-Analyst/… – you will find some files I wrote which can do the things I just described. For clarification reasons: CIK … Read more
In todays post I will walk through the process of installing MariaDB, run the database server and access it through Javascript. In this project I will get real time trades from the Binance futures exchange (BTCUSDT and ETHUSDT). The goal with this post is to create a template database structure to save stock prices, orderbooks … Read more
Hello people of finance and tech lovers, today I would like to create a Python code which will be able to construct a mean-variance optimal stock portfolio. The theory is based on Harry Markowitz’s work. Lets begin with the fun! Structure of this post: Metrics: How to calculate the portfolio return and volatility (I hope … Read more
In this post I will show you how to calculate the optimal values of a multiple linear regression using the gradient descent algorithm. In the previous posts I already introduced you to the simple linear regression (of one independent variable) and also to the (stochastic) gradient descent algorithm. First, I will briefly introduce what multiple … Read more
