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adventures-in-financial-data-science

Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, such as that on Medium. Those for the book are mostly originally written for the RATS time-series analysis system, which is commercial software, so I have begun porting the code to Python Notebooks written for Google's colab https://colab.research.google.com. This is mostly what I will post here. The figures for the book will be generated by notebooks titled "Section n.n.n Section Title" etc.

ephemeris

This is a simple code using pyephem to compute the observer coordinates of Jupiter and Saturn.

essays-on-trading-strategy

financial-data-science-in-python

This collects the scripts and notebooks required to reproduce my published work.

headsortails

hipparcos

This is code to work with the Hipparcos star catalogue.

labor-statistics

Briefly, these are scripts I've used historically to access data from the Bureau of Labor Statistics. They are updated to Python 3, and the purpose is to load data into a MySQL database for further study. Many BLS time-series are also imaged into the Fred repositories.

microprediction-1

Client for Microprediction.Org

sobol

wilmott-articles

This contains notebooks and scripts used to support my writing in WILMOTT Magazine.