Quant strategy overfitting intro
In trading, overfitting means that your model or backtest will seem to perform great on historical data, or backtest, but perform poorly on live trading data. This can make you implement a poor trading strategy or allocate more capital to a model than you should. Both are costly mistakes.
Plotting cumulative orderbook in Python
Simple function for plotting cumulative orderbook in Python with Python and Plotly
How to limit Pandas memory usage
Pandas is a powerful library for data analysis in Python. It is widely used in data science and data engineering. However, it can be memory-intensive, especially when working with large datasets. In this post, we will explore how to limit Pandas memory usage and improve it by 80% on an example trading dataset.
