Serving the Quantitative Finance Community

Search found 5 matches

by lbasse
January 23rd, 2022, 11:10 pm
Forum: Careers Forum
Topic: Oxford Algorithmic Trading Programme reviews
Replies: 3
Views: 1580

Oxford Algorithmic Trading Programme reviews

As per the title, I am looking for qualified reviews/feedback about Oxford Algorithmic Trading Programme.  Dry but direct question: is it worth the cost/commitment ?  Here is the link:  Oxford Algorithmic Trading Programme Does it have a known value on the CV ?  Online I can only see a couple of pro...
by lbasse
May 14th, 2021, 9:25 pm
Forum: Programming and Software Forum
Topic: Python: socket realtime prices and Pandas dataframes
Replies: 14
Views: 3476

Re: Python: socket realtime prices and Pandas dataframes

(thank you Cuch for the producer/consumer pattern reference). my 2-cent I use xlwings all the time, but never in the context of live feed. Maybe a drawback is that everything else Excel-related gets slowed down (?). For a use case close to the one you are describing here (that would be 100% pyhon b...
by lbasse
May 6th, 2021, 12:30 pm
Forum: Programming and Software Forum
Topic: Python: socket realtime prices and Pandas dataframes
Replies: 14
Views: 3476

Re: Python: socket realtime prices and Pandas dataframes

might be better to put the data in a queue and then read the queue to update the dataframe in a separate worker thread.   Thank you for your suggestion. It is actually a good option to put in place. Although, It would be really only improving performance IF the elaboration process and analysis timi...
by lbasse
April 17th, 2021, 2:07 pm
Forum: Programming and Software Forum
Topic: Python: socket realtime prices and Pandas dataframes
Replies: 14
Views: 3476

Re: Python: socket realtime prices and Pandas dataframes

First of all, thank you very much for all your replies and interest in my question, very much appreciated. I better add some information about overall workflow so to better get to my original question: 1) I 'connect' to a localhost server, so I believe it's not a matter of TCP/UDP , is it ? Then I u...
by lbasse
April 8th, 2021, 4:48 pm
Forum: Programming and Software Forum
Topic: Python: socket realtime prices and Pandas dataframes
Replies: 14
Views: 3476

Python: socket realtime prices and Pandas dataframes

Hi everyone, I have a python script that uses API from one broker platform I use. It connects (in localhost) to the platform software via 'socket' and using a socket.recv() call , I receive all the requested price-feed information (time, symbol, bid, ask, last, last quantity, volume...etc) .  Now, I...