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Showing posts from 2014

Something interesting on the side

So I have had this blog for a few years and until now I have yet to post a single article (I have never really found time or been that interested in writing a blog). Anyway I have decided that if I am to maintain a blog, or at least make a once off post, I will try keep it aligned to what I am passionate about; Data, open source and travel for now. So without further adieu I present, something interesting on the side.

While browsing /r/algotrading I came across an interesting article about identifying mean reverting spreads in US listed equities using Python. The article itself is not very detailed, but I enjoyed it none the less. My discovery of the article coincided with the start of the JSE Challenge and I thought it may be an interesting side project to build a small system/series of scripts which I could use to identify trading opportunities and then trade on them in the game. It at the very least would be good refresher in pandas and a nice way to practice writing in python.