Many technical indicators involve keeping running totals of chunks of data, removing old data, and adding in new data. A common technique for doing this is the Sliding Window wherein a window can be imagined to slide over the data keeping a sum (or product) of whatever data is “in…

Stream processing is a computing architecture in which data is processed as soon as updates on a stream of data are received. After some processing is done, new data is placed on the stream to be consumed by a sync node or to be further processed by a different processing…

Much of this post is based on Machine Learning: An Algorithmic Perspective by Stephen Marsland. This book offers easy-to-follow and understand introductions to practically every field of machine learning including deep learning, evolutionary learning, and reinforcement learning. …

Alembic is a Python tool that offers hassle-free database migrations. The library, in essence, takes snapshots of a database’s structure, compares them to models defined with SQLAlchemy (another Python library), and can auto-generate Python scripts to perform table updates and alterations based on the difference between the models and the…

Support my content by shopping on Amazon and learning more about portfolio optimization. Inspiration In a previous post, I wrote about using modern portfolio theory (MPT) to build a dividend portfolio. MPT requires two things: a risk metric and a return metric. Multi-objective optimization is performed using these two metrics wherein…

Protocol Buffers (or protobufs for short), developed by Google, are a mechanism for defining messages in the proto format which allow for simple message definition and passing between processes and languages. From the homepage, Protocol Buffers are a language-neutral, platform-neutral extensible mechanism for serializing structured data. Put simply, protobufs are…

Algorithm Source Mirjalili, Seyedali, and Andrew Lewis. “The Whale Optimization Algorithm.” Advances in Engineering Software, vol. 95, 14 Jan. 2015, pp. 51–67., https://doi.org/10.1155/2817. Accessed 20 Sept. 2022. Although whales can live alone or in groups, they are most often observed in groups. Some species of whales, such as the killer whale, will…

Support my content by learning more about C++ programming or AI in finance. When investing in the stock market good data sources are paramount. Whether your investment decisions are based on fundamental analysis, technical analysis, or a combination of the two, it can be challenging to find the requisite data…

Test-driven development (TDD) is a software development process wherein the software requirements are first broken up into a series of unit tests and the software is then written to satisfy these unit tests. For example, if you were creating an API or a wrapper around an API that returns stock…