Thomas Wiecki twiecki
twiecki
/ convert_csv
Created
March 7, 2013 22:27
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| { | |
| "metadata": { | |
| "name": "csv_conversion" | |
| }, | |
| "nbformat": 3, | |
| "nbformat_minor": 0, | |
| "worksheets": [ | |
| { | |
| "cells": [ | |
| { |
twiecki
/ dbs classification
Created
March 27, 2013 00:58
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| { | |
| "metadata": { | |
| "name": "analysis_dbs" | |
| }, | |
| "nbformat": 3, | |
| "nbformat_minor": 0, | |
| "worksheets": [ | |
| { | |
| "cells": [ | |
| { |
twiecki
/ gist:5438155
Created
April 22, 2013 20:19
Clustering analysis of "Individual differences, aging, and IQ in two-choice tasks"
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| { | |
| "metadata": { | |
| "name": "analyze_ratcliff" | |
| }, | |
| "nbformat": 3, | |
| "nbformat_minor": 0, | |
| "worksheets": [ | |
| { | |
| "cells": [ | |
| { |
twiecki
/ glm_blog.ipynb
Created
August 5, 2013 14:16
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twiecki
/ glm-blog-linear.ipynb
Created
August 6, 2013 14:16
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twiecki
/ gist:8465921
Created
January 16, 2014 23:59
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| { | |
| "metadata": { | |
| "name": "" | |
| }, | |
| "nbformat": 3, | |
| "nbformat_minor": 0, | |
| "worksheets": [ | |
| { | |
| "cells": [ | |
| { |
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| { | |
| "metadata": { | |
| "name": "" | |
| }, | |
| "nbformat": 3, | |
| "nbformat_minor": 0, | |
| "worksheets": [ | |
| { | |
| "cells": [ | |
| { |
twiecki
/ compute_cumulative_portfolio_returns_min.ipynb
Created
March 2, 2016 17:53
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twiecki
/ gist:f3494d4acf44bca79a31e62b5bd81807
Created
March 31, 2016 12:18
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| def initialize(context): | |
| fetch_csv('URL', | |
| date_format='%d/%m/%y', | |
| universe_func=my_universe) | |
| def my_universe(context, fetcher_data): | |
| my_stocks = set(fetcher_data['sid']) | |
| # log the size of the universe for debugging | |
| context.count = len(my_stocks) |
twiecki
/ custom_rolling.py
Created
July 11, 2016 13:43
Rolling window and rolling apply with flexible lookback and resample behavior that also support parallelism.
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| import pandas as pd | |
| from pandas.tseries.offsets import * | |
| def rolling_window(data, resample='1BM', lookback=12 * BMonthEnd()): | |
| dts = data.resample(resample).index | |
| if lookback == 'aggregate': | |
| for dt in dts: | |
| yield data.loc[:dt] | |
| else: |