This is my personal blog where I try to write frequently about things
I am currently working on.
My posts discuss on algorithmic implementations of many problems in
finance and data analysis.
I realy like to check theory against data and try to understand the
way our assumptions affect our judgement.
- The Abs Diet
- Yeah! I did the abs diet and I can tell that was an enjoyable process. It isn’t a radical program to cut everything you eat. No, it is not. It is a program to help you learn how to eat properly.
- Estratégias de trading (Trading Strategies)
- I was teacher assistant of a course on how to develop quantitative trading strategies held by the Master Program on Quantitative Finance of FGV’s Economics Department. The notes are in portuguese and the material of the course was 100% developed using R tools.
bizdays is a set of functions which helps you dealing with calculations using business days. It comes in two flavours:
- Fixed income and interest rate calculations made easy. It also comes in 2 flavours:
- Sequela is a web frontend for
Jasmine (for unit testing).
- A small Perl script that has been growing since its inception. The original purpouse was to help me handling csv files in command line. Surprisingly it has evolved to a tiny DSL. I have a lot of plans to improve it, but I can’t do in Perl, I can’t go that far. So, I’m always trying to write the Python version. Maybe someday.
- One more point in my track to make csv a useful format. Easycsv is a Python module that wraps the NoSQL library Storm. It processes the csv file and manage to execute some actions into a database table.
- That is my first implementation of a Genetic Algorithm and it is in Python. This code has many flaws and I am trying to find some time to make it useful. Now the code is totally experimental so that it can only help others to implement a Genetic Algorithm from scratch.