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  1. 2

    The last 48 hours of FTX/Alameda, told by an employee

    based on a true story?
  2. 2

    Looking for SPY weekly returns by day of the week

    import pandas as pd import nasdaqdatalink k='gfgffglkkj5' data = nasdaqdatalink.get('NSE/OIL',api_key=k) data[data.index.weekday.isin([ 0,1])].resample('W').apply(diff) once you have the data you get the weekdays you want and subtract. pandas provides a resample() to make it easier
  3. 2

    Looking for SPY weekly returns by day of the week

    Python pandas. Should be less than 10 lines
  4. 2

    How to utilize Portfolio with multiple systems to improve performance and limit risk

    Treat the systems as assets. So you have a portfolio of 2 assets. You can run minimum variance, max returns,... given some constraints
  5. 2

    Option Pricing Performance

    still slower than a GPU
  6. 2

    Tip: Buying stock about 8% cheaper using synthetics :-)

    that is not a synthetic. you need to make strikes the same
  7. 2

    Proprietary Trading Firms - A Different Business Model

    can you partner with an already established firm, a jbo?
  8. 2

    FTX Collapsed…Here’s Why

    why? This doesn't make sense
  9. 2

    Automated emails based on price spreads

    subscribe to some datafeed configure stock pairs and thresholds onMarketData() determine if threshold breached send email. I think you can send to gmail or any free account would take at most half a day, maybe half an hour
  10. 2

    Another one bites the dust

    blockchain makes this easier with smart contracts (escrow services, market makers, lotteries, insurance policies, auctions ...). NFTs would be good for real world real estate titles or titles of anything. Just with that you automated away many people
  11. 2

    Alameda is next

    capitulation. BTFD :D
  12. 2

    How can I determine in 3 minutes or less whether the finances of a company is improving /declining?

    cashflow
  13. 2

    Fun books about great traders

  14. 2

    crypto web tool aggregator orderbook chart

    got it trdr.io
  15. 2

    crypto web tool aggregator orderbook chart

    Anyone know a crypto web site that offers charts, orderbook, live stream of multiple venues? I used to look at one but forgot the name, somethng like tradeR
  16. 2

    MARKETS Fidelity to open commission-free crypto trading to retail investors

    are they acting as the market maker and custodian? Where are the wallets and keys?
  17. 2

    ticker data or bardata.

    it's just arithmetic. You can google the terms aggregation or sampling. Or just use a database that can do this for you
  18. 2

    ticker data or bardata.

    volume = sum quantity in your window If you need this explained to you you probably cannot do it without a lot of pain.
  19. 2

    Diversified Algo Portfolio Allocation vs SP500 Index

    if you have 2 investments A and B both expect $10 and a standard deviation of $100. If you only invest in one of them then you expect $10 with std of $100. But if you put half in each you still expect $10 but std is $100/sqrt(2) ...about $70 and sharpe increased from .1 to .14
  20. 2

    ticker data or bardata.

    :confused: open = first price in your window high = max price in your window low = min price in your window close = last price in your window
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