Python

Analyze the source of portfolio performance Highlights Preface Portfolio’s performance is affected by many factors. It is not easy for us to clearly distinguish whether the performance is due to the rise in the market, the stock selection ability of traders, or the proper allocation of assets or industries? Therefore, we can use the performance […]

Use common technical indicators to backtesting Highlights Preface Relative strength index (RSI) is the momentum technical indicator. It is usually used as an oscillator interval to evaluate overbought or oversold condition by measuring recent trend of price movements. Following is the way to calculate this indicator: Criterion of RSI: RSI’s Deactivation: Gain and loss is […]

Backtesting and stock-picking strategy with machine learning Highlights Preface To put it simply, random forest is one of algorithms made up of many decision trees with the adoption of bagging and random sampling. Since it’s based on CART algorithm, it can handle both classification and continuous data. Other advantages such as its comparability with high […]

Does the weights setting affects the performance of the two-factor portfolio? Preface The common weights settings are equal-weighted and capitalization-weighted. The former treats all factors as the same, assigns equal weights to different factors, and synthesizes new factor values; the latter weights individual factors with capitalization-weighted to synthesize new factor values at first, assign different […]

Use Python Django to create a website Highlights Preface Django is a Python-based application framework of web. Since it has advantages such as fixed framework and abundant libraries, users can develop a website in a more straightforward and efficient way. In this series, we’ll cover the topics including the setting of Django, framework introduction, connection […]

Use radar chart to present company’s performance Highlights Preface Dashboard is a simple page that coveys valuable information with proper visualization and informative chart. The users can quickly identify a certain trend or make some inferences. Therefore, a well-designed dashboard not only requires simple and clean user interface, but also has to reveal the most […]

KD indicator is one of the commonly-used indicators in technical analysis. It’s mainly used for judging the current strength of stock price or possible timing of reversing. Following is the way to calculate this indicator

Use algorithm to learn the investment factors and predict returns. Highlights Preface We talked about how to create new enviornment and install XGBoost last time. If you haven’t read it yet, please click this link. In this article we will make some preprocessing on data. Then train the model to predict the stock returns and try […]

Use algorithm to learn the investment factors and predict returns. Highlights Preface Recently, a lot of algorithms have emerged, and various mathematical models have been developed to solve problems. The classic model is “regression”. With the advancement of technology, algorithms now been developed which can improve and learn by themselves (Machine Learning). Nowaday has developed […]

Use free database to do backtesting Highlights Preface MACD, standing for moving average convergence divergence, can be used to identify the medium-term and long-term trend of stock price. If the fast line (DIF) crosses from below to above the slow line(MACD), indicating there’s an upside momentum. On the contrary, when the fast line crosses from […]

The gambling trading strategy. Highlights Preface 「Martingale Strategy」is a popular way of gambling since 18th century. The main method is to double the next bet when we lose this time. By this strategy, if we win the next bet, not only recover previous losses, but also get rewards for the first bet. It sound like […]

All roads lead to Rome Highlights Preface TEJ offers different ways to access to TEJ database through programming languages, such as Python-based REST API and TEJ API, R-based R API or NET-based .Net API. Even though the mechanisms behind these are a bit different, the logic of getting data and the way to set input parameter share many similarities, which enable […]