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Processing Excel data sources in Python

The Python Excel library provides a convenient api for working with Excel spreadsheets in Python. Within the library, the xlrd module contains functionality for reading Excel spreadsheets. For instance, Standard and Poors make available spreadsheets of all constituent members of their different indices. The below extract is taken from their S&P500 list. You can use … Continue reading »

Roulette PnL Simulation in MATLAB

Being able to model real world systems statistically is an important skill if you wish to develop quantitative models of the financial markets. In this post I'm going to take you through how to develop a simple roulette simulator in MATLAB. Our drunken sailor (of random walk fame), while heading home, happens to stumble into … Continue reading »