Baris Trading Tech

Discover practical notes on data science for financial trading.


Blogs

Supervised ML - Simple KNN TA Strategy

Making a simple KNN model using technical analysis indicators as features to predict price directions.

Blogs

Unsupervised Learning - Simple KMeans Clustering on Coins

A simple example of applying unsupervised learning to stock returns for clustering.

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Calculating Correlations of Coins

Create a nice-looking correlation heat map from crypto returns.

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Rolling Correlation Calculation on Metal Futures

Calculate and visualize the rolling correlation of major metal commodities.

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Calculating CPI adjusted All Time S&P 500 Returns

Get all time CPI and S&P prices to calculate and visualize CPI adjusted index.

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Getting GDP Data from Fred

Getting data from Fred using Pandas datareader with GDP example.

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Kelly Optimumum Leverages for Multiple Stock Porfolio

Calculate Kelly optimum leverages for a stock portfolio based on historical prices.

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Getting Data with Binance API

Get historical crypto currency historical data using BÅŸnance API with and without an API KEY.

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Getting All Coin Data with Binance API

Get historical crypto currency historical data using Binance API with and without an API KEY.

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Visualizing Backtest Trades

How to visualize all historical buy and sell points with matplotlib.

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Creating Coin Market Cap Based Portfolios

Divinde coins listed in Binance into different marketcap groupds and create equally weighted indexes and compare historical performances.

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BIST Fundamentals - Calculate Total Market Cap

Get BIST30 stocks and calculate total market cap and visualize component's marketcaps for comparison.

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Getting Data From Financial Model Prep API

Simple use cases of Financial Model Prep API, requires free key.

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GET VIOP Opening Requirements

Scrape minimum equity requirements for opening a position in VIOP market from FinansInvest.

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Get all BIST stocks fundamentals

Using prepared list of all BIST stock list get any fundamental data from Yahoo.

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Asset Performance Metrics Calculations

Calculate two ETF's basic performance metrics for comparison.

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Beta Calculation

Calculate stock beta with two different method.

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Some Useful Stock Analysis Functions & Stock Class

Simple functions for EDA and comparison of stocks.

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Calculating BIST Index in USD

Calculate and visualize BIST index in USD from the begging of index.

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Get Major Index Components

Get major world indexes' component list from Wikipedia using only Pandas.

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Get Major World Stock Index Data

Using the world indexes list get historical data from Yahoo.

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Download All S&P 500 Stocks with yFinance and BeautifulSoup

To get all stock's historical data use a simple scraping script and yfinance.

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Backtesting Optimized Technical Analysis Strategy

Applying a correction to significance test of optimized strategy backtest results to eliminate data mining bias.

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Where to find all time USD/TRY prices

Web source for official free all-time usd-try prices and how to simply visualize it.

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Kelly Optimum Leverage For One Stock

Calculate simple kelly optimum leverage for a single stock based on historical prices.

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Cointegration Test of Gold

Test cointegration of gold spot and gold miners with visualized price spread.

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Yahoo_fin Library Demo

Get fundamental data using yahoo_fin library. A simple example.

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Backtesting Simple Technical Analysis Strategy

Simple technical analysis backtesting methodology with Monte Carlo simulation and significance test.

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Log Returns vs. Percentage Returns

Discover differences between percentage and log returns with small experiments.

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Visualizing Historical Stock Prices with Matplotlib

Make different time series visualizations with historical prices.

Blogs

Portfolio Optimization

Calculate optimumum portfolios and visualize the frontier with major coin price data.

Blogs

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