Created
June 22, 2015 15:00
-
-
Save anonymous/4de718b61f1111d6036c to your computer and use it in GitHub Desktop.
Trading Regression Example
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| def trading_example(): | |
| """ | |
| This method creates a set of regression analyses based on technical trading details (price) | |
| """ | |
| # b: blue, g: green, r: red, c: cyan, m: magenta, y: yellow, k: black, w: white | |
| statsmodels_args_trade = StatsModelsSettings(1, True) | |
| quandl_args_trade = QuandlSettings(350, 4, "weekly") | |
| regressions_trade = [RegressionAnalysis("GOOG/NASDAQ_GOOG", quandl_args_trade, statsmodels_args_trade, 'b'), | |
| RegressionAnalysis("GOOG/NASDAQ_YHOO", quandl_args_trade, statsmodels_args_trade, 'g')] | |
| plot_regression_line(regressions_trade) |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment