Model the volatility of the S&P500 to classify the market into three different segments to enhance algorithmic trading strategies. Source
The following indicator is a normalized oscillator making use of the arc tangent sigmoid function (ArcTan), this allows to “squarify” the output result, thus visually filtering out certain variations originally present in the oscillator. Source
This library has for goal to make it simpler, faster, and easier to analyze stocks and portfolios in only a few lines of code instead of taking hours to learn mathematical concepts behind these tools ...
For the past several months I’ve been scraping data on stock trading by U.S. congressmen and creating visualizations such as the one below showing weekly net stock purchases by senators alongside the market. Source