peterfabakker

import math
class Welford(object):
    """ Implements Welford's algorithm for computing a running mean
    and standard deviation as described at: 
        http://www.johndcook.com/standard_deviation.html

    can take single values or iterables

    Properties:
        mean    - returns the mean

peterfabakker

import math
import numpy
import numpy.random as nrand

"""
Note - for some of the metrics the absolute value is returns. This is because if the risk (loss) is higher we want to
discount the expected excess return from the portfolio by a higher amount. Therefore risk should be positive.
"""

peterfabakker

#!/usr/bin/env python
"""
Downloads and cleans up a CSV file from a Google Trends query.

Usage:
    trends.py google.username@gmail.com google.password /path/to/filename query1 [query2 ...]

Requires mechanize:
    pip install mechanize
"""