[ptd]

I just worked on a project to predict significant(greater than 3 std) changes in the market and my biggest pain point was the lack of open source resources for quantitative finance(QF). It makes sense given the industry, but then I remind myself QF brought us Pandas!

Thank you for making this publicly available.

[throwaway8291]

It's interesting that open source lives off transparency and equality (e.g. with git, anyone can at least start to put a patch together), whereas many other vital parts of society like finance, business, politics only work, when you explicitly do not share, what you know.

[epa]

This is why computer science has evolved so fast, especially over the last 20 years, because of the open aspect of the code.

[1996]

open source finance is crypto. arbitrage provides information everyone can use.

Practical example: get free price every minute from cryptomarketplot.com/api.json then you can figure out the EUR/USD spot using BTC/USD and BTC/EUR without ever needing yahoo finance or anything

[NOGDP]

Politics would work a lot better if everything was out in the open.

[Ma8ee]

It doesn't seem to make much of a difference, does it?

[arthurcolle]

if you're interested in pricing of securities, QuantLib is amazing.

[throwlaplace]

Holy shit more gold! Thank you for posting this!

[arthurcolle]

If you want to collaborate I am working on a lot of cool qfin related projects. Hit me at my email in the profile. Cheers

[ptd]

Thanks for sharing!