intuition | Quantitative trading kit , for hackers
kandi X-RAY | intuition Summary
kandi X-RAY | intuition Summary
Intuition is an engine, some building bricks and a set of tools meant to let you efficiently and intuitively make your own automated quantitative trading system. It is designed to let developers, traders and scientists explore, improve and deploy market technical hacks. While the project is still at an early stage, you can already write, use, combine signal detection algorithms, portfolio allocation strategies, data sources and contexts configurators. Just plug your strategies and analyze backtests or monitor live trading sessions. In addition I work on facilities to build a distributed system and 21st century application (big data, fat computations, d3.js and other html5 stuff), tools to mix languages like Python, node.js and R and a financial library. You will find some goodies like machine learning forecast, markowitz portfolio optimization, genetic optimization, sentiment analysis from twitter, ….
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Top functions reviewed by kandi - BETA
- Main simulation
- Create new trading algorithm
- Configures the trading calendar
- Create a TradingEngine
- Build a summary report
- Compute the metrics for the benchmark
- Returns a pandas DataFrame containing the return data
- Returns a pandas DataFrame containing the performance of each percentile
- Build a strategy
- Normalize data types
- Normalize start and end dates
- Build a pandas timestamps
- Get all data for a given symbol
- Make a request to Yahoo Finance
- Convert a panel of data to a DataFrame
- Calculates returns for a given time series
- Return a pandas dataframe of the given symbols
- Apply mapping to source row
- Returns market data for a given symbol
- Compute Sharpe ratio
- Return raw data
- Long description of README md
- Run the algorithm
- Calculates the cumulative returns of a given statistic
- Calculate Moving Average
- Query the features
intuition Key Features
intuition Examples and Code Snippets
Community Discussions
Trending Discussions on intuition
QUESTION
I was writing a simple loop in C++ and was wondering what the time complexity would be.
My intuition tells me that it is O(n*log(n))
but I couldn't come up for a proof for the n*log(n)
ANSWER
Answered 2021-Jun-14 at 14:10Worst case is when the input has only unique numbers. In that case, the equivalent is:
QUESTION
Some Background (feel free to skip):
I'm very new to Rust, I come from a Haskell background (just in case that gives you an idea of any misconceptions I might have).
I am trying to write a program which, given a bunch of inputs from a database, can create customisable reports. To do this I wanted to create a Field
datatype which is composable in a sort of DSL style. In Haskell my intuition would be to make Field
an instance of Functor
and Applicative
so that writing things like this would be possible:
ANSWER
Answered 2021-Jun-10 at 12:54So I seem to have fixed it, although I'm still not sure I understand exactly what I've done...
QUESTION
I am trying to understand the constructor of a std::thread
but fail to understand how parameter types are represented/handled. Judging from cppreference, a simplified constructor could be sketched as follows:
ANSWER
Answered 2021-Jun-13 at 14:24Std thread makes a copy (or move) into a decayed version of the arguments type. The decayed version is not a reference nor const nor volatile nor an array (arrays and functions become pointers).
If you want an lvalue reference argument, use a reference wrapper. The called function in the thread ctor gets an rvalue otherwise; decay copy just determines how the rvalue you are passed in the thread function is constructed from your std thread argument.
QUESTION
Suppose you have a neural network with 2 layers A and B. A gets the network input. A and B are consecutive (A's output is fed into B as input). Both A and B output predictions (prediction1 and prediction2) Picture of the described architecture You calculate a loss (loss1) directly after the first layer (A) with a target (target1). You also calculate a loss after the second layer (loss2) with its own target (target2).
Does it make sense to use the sum of loss1 and loss2 as the error function and back propagate this loss through the entire network? If so, why is it "allowed" to back propagate loss1 through B even though it has nothing to do with it?
This question is related to this question https://datascience.stackexchange.com/questions/37022/intuition-importance-of-intermediate-supervision-in-deep-learning but it does not answer my question sufficiently. In my case, A and B are unrelated modules. In the aforementioned question, A and B would be identical. The targets would be the same, too.
(Additional information) The reason why I'm asking is that I'm trying to understand LCNN (https://github.com/zhou13/lcnn) from this paper. LCNN is made up of an Hourglass backbone, which then gets fed into MultiTask Learner (creates loss1), which in turn gets fed into a LineVectorizer Module (loss2). Both loss1 and loss2 are then summed up here and then back propagated through the entire network here.
Even though I've visited several deep learning lectures, I didn't know this was "allowed" or makes sense to do. I would have expected to use two loss.backward()
, one for each loss. Or is the pytorch computational graph doing something magical here? LCNN converges and outperforms other neural networks which try to solve the same task.
ANSWER
Answered 2021-Jun-09 at 10:56From the question, I believe you have understood most of it so I'm not going to details about why this multi-loss architecture can be useful. I think the main part that has made you confused is why does "loss1" back-propagate through "B"? and the answer is: It doesn't. The fact is that loss1 is calculated using this formula:
QUESTION
In the TypeScript code snippet below, I need to assign from one object to another where both of them are Partial
. Here, my intuition says that typescript should be able to understand what is going on because at line (B), the type of key
is typeof InjectMap
. So, it should be able to assign values from input
to output
correctly.
ANSWER
Answered 2021-Jun-07 at 08:38I don't think it is a bug, it is almost always unsafe to mutate the values and TS just tries to make it safe.
Let's start from InjectMap
interface.
It is clear that you cant have illegal state like:
QUESTION
If we have a double-precision value in C++ and do a static_cast
on it, will the returned value always be smaller in absolute value? My intuition behind this says yes for the following reasons.
- The set of possible single precision exponents is strictly a subset of double precision exponents
- In converting the double precision mantissa to single precision, bits are probably truncated off then end to fit the double's mantissa into the float's mantissa. However, it's not impossible that rounding up is sometimes done to the next highest floating point value if it's more accurate. Perhaps this is system-dependent, or defined in some standard.
I have experimented some numerically with this in the following program. It appears that sometimes, rounding up happens, and other times, round down.
Where can I find more info about how I can expect this rounding to behave? Does it always round to the nearest float?
...ANSWER
Answered 2021-Jun-04 at 22:41The standard says in [conv.double]:
A prvalue of floating-point type can be converted to a prvalue of another floating-point type. If the source value can be exactly represented in the destination type, the result of the conversion is that exact representation. If the source value is between two adjacent destination values, the result of the conversion is an implementation-defined choice of either of those values. Otherwise, the behavior is undefined.
Note that with the header you can check the round style by
std::numeric_limits::round_style
. See [round.style] for the possible values. (At least I assume that floating-point conversion falls under floating-point arithmetic.)
QUESTION
I'm trying to index a column for each row in a matrix.
Suppose I have a numpy array A
with the shape (n,m)
.
I also have a numpy array B
with the shape (n,)
containing integers between 0 and m, so they can be used as indices for the 2nd axis of A
.
I want to get a numpy array C
with shape (n,)
with C[i] = A[i,B[i]]
, so every row of A
yields one value based on the index in B
.
Surely I could use this last expression in a for loop or list comprehension, but how would I do it using the efficiency of numpy?
My first intuition was C = A[:,B]
but this clearly yields something else. (shape (n,n)
)
ANSWER
Answered 2021-Jun-03 at 16:22You are close, try:
QUESTION
I am creating a Smart Contract (BEP20 token) based on the BEP20Token template (https://github.com/binance-chain/bsc-genesis-contract/blob/master/contracts/bep20_template/BEP20Token.template). The public contructor was modified to add some token details. However all of the standard functions are giving compile time issues like Overriding function is missing.
** here is the source code **
...ANSWER
Answered 2021-May-11 at 13:28Constructor public () - Warning: Visibility for constructor is ignored. If you want the contract to be non-deployable, making it "abstract" is sufficient.
The warning message says it all. You can safely remove the public
visibility modifier because it's ignored anyway.
If you marked the BEP20Token
contract abstract, you would need to have a child contract inheriting from it, could not deploy the BEP20Token
itself, but would have to deploy the child contract. Which is not what you want in this case.
QUESTION
I am working on my first Flutter app, and I am struggling to find a good solution to this problem. My app has multiple pages and different routes that the user can take. Currently, I am redefining the app bar for every one of these pages which has not been a huge deal since all have been placing on the app bar is the title for every page. I would like to place a button on the app bar for each page that will return the user to the home page, no matter where they are in the app. I also still need to be able to change the title on the app bar on the different pages. I could just redefine this navigation functionality for each page, but intuition tells me that there has to be a better solution, as this would violate the DRY principle. Thanks in advance!
...ANSWER
Answered 2021-Jun-03 at 03:08Add a leading
IconButton
to your AppBar
that calls Navigator.pop()
when pressed. This will return the user to the last page:
QUESTION
I'm using a pre-trained word2vec model (word2vec-google-news-300) to get the embeddings for a given list of words. Please note that this is NOT a list of words that we get after tokenizing a sentence, it is just a list of words that describe a given image.
Now I'd like to get a single vector representation for the entire list. Does adding all the individual word embeddings make sense? Or should I consider averaging? Also, I would like the vector to be of a constant size so concatenating the embeddings is not an option.
It would be really helpful if someone can explain the intuition behind considering either one of the above approaches.
...ANSWER
Answered 2021-Jun-01 at 17:03Averaging is most typical, when someone is looking for a super-simple way to turn a bag-of-words into a single fixed-length vector.
You could try a simple sum, as well.
But note that the key difference between the sum and average is that the average divides by the number of input vectors. Thus they both result in a vector that's pointing in the exact same 'direction', just of different magnitude. And, the most-often-used way of comparing such vectors, cosine-similarity, is oblivious to magnitudes. So for a lot of cosine-similarity-based ways of later comparing the vectors, sum-vs-average will give identical results.
On the other hand, if you're comparing the vectors in other ways, like via euclidean-distances, or feeding them into other classifiers, sum-vs-average could make a difference.
Similarly, some might try unit-length-normalizing all vectors before use in any comparisons. After such a pre-use normalization, then:
- euclidean-distance (smallest to largest) & cosine-similarity (largest-to-smallest) will generate identical lists of nearest-neighbors
- average-vs-sum will result in different ending directions - as the unit-normalization will have upped some vectors' magnitudes, and lowered others, changing their relative contributions to the average.
What should you do? There's no universally right answer - depending on your dataset & goals, & the ways your downstream steps use the vectors, different choices might offer slight advantages in whatever final quality/desirability evaluation you perform. So it's common to try a few different permutations, along with varying other parameters.
Separately:
- The
GoogleNews
vectors were trained on news articles back around 2013; their word senses thus may not be optimal for an image-labeling task. If you have enough of your own data, or can collect it, training your own word-vectors might result in better results. (Both the use of domain-specific data, & the ability to tune training parameters based on your own evaluations, could offer benefits - especially when your domain is unique, or the tokens aren't typical natural-language sentences.) - There are other ways to create a single summary vector for a run-of-tokens, not just arithmatical-combo-of-word-vectors. One that's a small variation on the word2vec algorithm often goes by the name
Doc2Vec
(or 'Paragraph Vector') - it may also be worth exploring. - There are also ways to compare bags-of-tokens, leveraging word-vectors, that don't collapse the bag-of-tokens to a single fixed-length vector 1st - and while they're more expensive to calculate, sometimes offer better pairwise similarity/distance results than simple cosine-similarity. One such alternate comparison is called "Word Mover's Distance" - at some point,, you may want to try that as well.
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