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Showing posts from March, 2019

Fractional Differencing Implementation (FD Part 3)

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Well...That took a lot longer than I expected it too. 6 weeks later and I finally have the last installation in these series of posts. It's also the longest one so you could say it was worth the wait. I recently found out that Python 2.7 (the python I've used for EVERY project) will soon be deprecated. In other words, any support or bug-fixes will cease to exist. In an effort not to repurpose all my Python 2.7 code into Python 3.x code at the same time, I thought I would get a head start. Dealing with sudo permission issues, homebrew and having multiple versions of python existing on my mac are only a few reasons why there was such a substantial delay. I've also been learning a new platform called MetaTrader5 for backtesting and live trading purposes. Although it's not as glamorous as TradeStation, NinjaTrader or AmiBroker that is seen most often with retail traders, it does have a fair bit of flexibility. Having integration with use cases outside of the program itsel...