Retrieve the Data of Fund Performance utilizing Google and Python

21 October 2014, 18:38
TipMyPip
0
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Do you remember my post on Get the Data of Fund Performance directly into Excel utilizing VBA and Google?

If not, have a look as this time we will do the same but in Python. Shortly, given a list of APIR codes (referring to different investment option performance) we want to fetch the publicly available data at InvestSMART.com.au website. Previously we built a code in Excel/VBA.

Now... This article will bring some heads up display in the cockpit of trading, At least not at 39,000`.

But what if you tried it, and find new ideas, to track down investment volumes into the currency exchanges? Then you might be the next big thing on Facebook.

Next : The Markov property - Simply put, a stochastic process has the Markov property if its future evolution depends only on its current position, not on how it got there. Here is a more precise, mathematical, definition.

It will be assumed throughout this course that any stochastic process {Xn}n∈N0 takes values in a countable set S - the state space. Usually, S will be either N0 (as in the case of branching processes) or Z (random walks). Sometimes, a more general, but still countable, state space S will be needed. A generic element of S will be denoted by i or j. (Page 63)

And here is my question, If you have two algorithms giving you opposing signals, Can you calculate the probabilities within the time series of the two and find the time needed to open other orders to hedge for the difference in lost time between them?

Then you could write some new ideas in MQL for more quantified Trading. -> Sources.

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