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Make Your Trading Algorithms More Stable With Unit Testing

When you design trading algorithms and you are not coming from software engineering, you may have noticed that your software can quickly become very complex and hard to manage. Unit testing is an excellent way to improve the functionality, usability and stability of your algos. You may have come across the scenario that you've developed … Continue reading »

Processing Excel dates in MATLAB on OS X

MATLAB's xlsread function tends to struggle with processing dates in Excel spreadsheets on OS X. For instance, given the following ASX50 price data in Excel: If we attempt to read this into a data matrix and column name vector, xlsread will interpret the dates as numeric values. The type of the column in Excel (General … Continue reading »

Adding a logger to your applications

An item that is often overlooked by developers is making use of proper logging in their applications. In this post I'm going to provide you with a simple logging setup you can easily incorporate into any of your existing Python applications. It's so simple to get up and running once you know how, and the … Continue reading »