Programming Tips

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DataScience
Python

How to compute price correlation for financial data in Python

We learn how to use Pandas rolling function to calculate rolling change, rolling standard deviation and rolling correlation for financial assets.

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DataScience
Python

Mastering DataFrame – how to aggregate OHLCV data in a different time period

OHLCV stands for Open, High, Low, Close and Volume (Volume is optional). It’s used for market data such as stock, forex, commodity and crypto and consists of a series of rows that represent 5 data points: the opening and closing price, the highest and lowest price during a certain period of time. Volume is the […]

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Why it's confusing? datetime and unix time (POSIX) in Python
Python

Why it’s confusing? datetime and unix time (POSIX) in Python

To explain what native and aware objects in datetime module are and how to convert naive and aware objects to unix time (POSIX) in the right way.

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