• Nov 4, 2019

  • McDonald’s fired its CEO because of a relationship with an employee. Yay accountability! I’ve seen the exact opposite in my career.
  • TikTok is owned by a Chinese company, and is undergoing a security audit because of that implication.
  • New season of silicon valley started last week.
  • Lewy Bodies are deposits of the alpha-synuclein protein on the brain, causing erratic dementia.
  • Jeopardy tournament of champions is back, including Holzhauer.
  • Quick refresher on numpy. Matrix and linear algebra functionality.
  • Quick refresher on pandas. Series is 1d. Dataframe can have more dimensions. Can group, sort, reshape, statistics, all the standards you’d expect.
  • Sharpe Ratio is the metric for portfolio success, adjusted for risk.
  • (return – risk_free_rate) / standard deviation of excess return
  • Return in excess of risk, averaged per unit of risk.
  • The higher the Sharpe Ratio, the better.
  • Lol stefon diggs on family feud: https://www.youtube.com/watch?v=jFJaJTXvWl0.
  • Tradebot:
  • Found a fantastic library for backtesting my algotrading strategies: https://www.backtrader.com/docu/quickstart/quickstart/.
  • Added a col for average to the dataframe returned by get_data. Used the OHLC mean (just the avg of open, high, low, close). You can also use adjclose, or ignore open. Both are common.
  • Rewrote my info fetcher to define urls with py3 fstrings.
  • Linear regression with scikit-learn.
  • Added the ability to plot the history with matplotlib. sudo apt install python3-tk
  • Closed first ticket, as data fetching is basically complete: https://gitlab.com/bmahlstedt-group/tradebot/issues/1.
  • Created new ticket for the backtesting, now that I’ve formulated a handful of strategies: https://gitlab.com/bmahlstedt-group/tradebot/issues/4.
  • Business school applications are reducing in quantity. Good. STEM needs more.
  • Ordinals, like datetime.toordinal, are integers that indicate the number of days since a specific epoch. They represent dates like YYYY-MM-DD in sortable fashion, or for regression, or for whatever else. They can be relative to the proleptic julian calendar, or proleptic gregorian, or others.
  • Unix timestamps are the number of seconds that have elapsed since 1970-01-01 (midnight, the beginning of that day). Every ~31.5 million seconds is a year, so we’re at about 1.5 billion.
  • Listened to muse most of today.
  • A cat ran on the field during the MNF game and delayed it for a couple minutes!
  • P/E is great for comparing companies apples-apples, because it’s normalized by share price. market value per share / earnings per share (eps). It can go negative, although this will usually just be reported as NA (losses, usually). Higher P/E is obviously more favorable for the outlook of the company.