Tag: python
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Performance of MACD and RSI
We will continue our adventure through the algorithmic trading jungle by taking a look at two common technical indicators: Moving Average Convergence/Divergence (MACD) and Relative Strength Index (RSI). Disclaimer I am not licensed as a financial advisor by IIROC. The information provided on this website does not constitute investment advice, financial advice, trading advice, or…
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Parameter Optimization for Moving Average and Kalman Filters
We will pick up where the previous post left off, and continue our adventure through algorithmic trading by optimizing some of the parameters used by the Moving Average and Kalman Filter signals. Disclaimer I am not licensed as a financial advisor by IIROC. The information provided on this website does not constitute investment advice, financial…
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Turning Moving Averages into Trade Signals
Let’s pick up where the previous post left off. I’ll take those moving averages and turn them into a trade signal. First, the same disclaimer applies. Disclaimer I am not licensed as a financial advisor by IIROC. The information provided on this website does not constitute investment advice, financial advice, trading advice, or any other…
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Moving Averages & Kalman Filters for Time Series Analysis
Disclaimer The information provided on the website does not constitute investment advice, financial advice, trading advice, or any sort of other advice. Conduct your own due diligence before making any life altering or investment decisions. Moving Averages Moving averages are used in time series analysis to smooth a noisy signal and extract the long-term trend.…
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Calgary Pedestrian-Traffic Incidents in February
I’m back with an update on Pedestrian-Traffic Incidents for the month of February. The data is sourced from the City of Calgary’s open data website. The data set is here. There were 14 incidents in February – even with January, and 1 fewer than last February. The heat map and cluster map are shown below:…
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Calgary Pedestrian-Traffic Incidents in January
I’m back with an update on Pedestrian-Traffic Incidents for the month of January. The data is sourced from the City of Calgary’s open data website. The data set is here. There were 13 incidents in January – 23 fewer than December, and 20 fewer than last January. The heat map and cluster map are shown…
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Calgary Pedestrian-Traffic Incidents in December
I’m back with an update on Pedestrian-Traffic Incidents for the month of December. The data is sourced from the City of Calgary’s open data website. The data set is here. There were 36 incidents in December – 9 more than November, and 12 more than last December. The heat map and cluster map are shown…
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Calgary Pedestrian-Traffic Incidents in November
I’m back with an update on Pedestrian-Traffic Incidents for the month of November. The data is sourced from the City of Calgary’s open data website. The data set is here. There were 27 incidents in November – 2 fewer than October, and 9 more than last November. The heat map and cluster map are shown…
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Calgary Pedestrian-Traffic Incidents in October
I’m back with an update on Pedestrian-Traffic Incidents for the month of October. The data is sourced from the City of Calgary’s open data website. The data set is here. There were 28 incidents in October – 10 fewer than in September and 8 fewer than last October. The heat map and cluster map are…
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Calgary Pedestrian-Traffic Incidents in September
I’m back with an update on Pedestrian-Traffic Incidents for the month of September. The data is sourced from the City of Calgary’s open data website. The data set is here. There were 37 incidents in September – 16 more than in August and 2 fewer than last September. There seems to be a seasonal spike…