Chauncey Blog

Thinking will not overcome fear but action will.

Trading with Momentum

Notes of AI for Trading, Project 1

Trading with Momentum As the simplest strategy and alpha factor Generate Signal A trading signal is a sequence of trading actions, or results that can be used to take trading actions. A common f...

Posted by Chauncey on May 10, 2020

利用plotly画可交互性图

plotly画图

可交互性python画图 Data data = project_helper.plot_stock(pd.read_csv('data.csv', index_col=0, parse_dates=True, squeeze=True), '{} Stock'.format(apple_ticker)) data date 2013-07-01 53.10917319 201...

Posted by Chauncey on May 10, 2020

利用pivot降维DataFrame

Notes of AI for Trading, Project 1, Stock Data

Raw Data with open('prices.csv', 'r') as file: prices = file.read() print(prices) ABC,2017-09-05,163.09,164.24,160.21,162.63,29417590.0,162.49,29414672.0 ABC,2017-09-06,162.85,162.46,15...

Posted by Chauncey on May 10, 2020

ETF50期权模拟

基于Black-Scholes模型

Black-Scholes公式模拟期权期权数据获取通过Tushare获取所有华夏上证50ETF期权数据。选取17年09月执行价2.30看涨期权，编码‘10000844.SH’。得到执行价、期权到期日、期权有效期等信息。期权交易数据获取通过Tushare获取17年09月执行价2.30看涨期权，所有交易日的日数据。以该期权每日收盘价为纵坐标，日期为横坐标作图，得到该期权交易变...

Posted by Chauncey on April 10, 2019