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Ficsor01
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Oil Trading with Python or R

October 28th, 2022, 12:36 pm

Hi All, 

I am looking for any advice on materials (books/websites) available for implementing Trading Strategies for Oil in Python or R. 

Many thanks in advance 
 
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tags
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Re: Oil Trading with Python or R

October 30th, 2022, 12:27 pm

Hi @Ficsor01
What kind of trading strategies are you after?  Options? Futures? Physical? Product spreads? Time spreads? What time frame?
What interesting papers/books/blogs have you already found and what are you still missing?
Are you solely looking for implementation material? What about theorical frameworks?
 
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Cuchulainn
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Re: Oil Trading with Python or R

October 30th, 2022, 2:49 pm

Hi @Ficsor01
What kind of trading strategies are you after?  Options? Futures? Physical? Product spreads? Time spreads? What time frame?
What interesting papers/books/blogs have you already found and what are you still missing?
Are you solely looking for implementation material? What about theorical frameworks?
+1
 
Ficsor01
Topic Author
Posts: 5
Joined: June 9th, 2017, 1:04 pm

Re: Oil Trading with Python or R

October 30th, 2022, 9:13 pm

Hi @tagoma, 

Yes to clarify it is futures strategies where the underlying is oil. The data I am working with is provided with a 30 minutes interval. I haven't found any good material yet which is why I am trying to pick someone else's brain who is more experienced in this field. Ideally I do need material with implementation if possible. 

Many thanks again :)
 
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Cuchulainn
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Re: Oil Trading with Python or R

October 30th, 2022, 9:30 pm

Open source?(?)
 
Ficsor01
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Posts: 5
Joined: June 9th, 2017, 1:04 pm

Re: Oil Trading with Python or R

October 30th, 2022, 9:34 pm

Open source?(?)
Hi @Cuchulainn, 

Yes if possible. Thank you
 
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Re: Oil Trading with Python or R

October 30th, 2022, 9:58 pm

@Ficsor0
What are those "oil" future?
Do you have OLHC? Volume?
What road would like to go down? Standard statistical modeling? Stochastic time series? Bayesian structural modeling? Machine learning?
Do you have access to other data? e.g. Equities? Forex? Business news feeds?
What are oil price drivers? Is their respective influence stable over time?
What are the opportunities/limits coming with 30min data? Are there 30min periods more important than others during a trading session?
Who is Helyette Geman? Marcos Lopez de Prado?
 
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Re: Oil Trading with Python or R

November 2nd, 2022, 2:15 pm

should there not be an additional tax on such books as dealing with trading non renewables ? On the positive side if paper book it bind up some climate gasses. (just never ever burn books)
 
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Re: Oil Trading with Python or R

November 27th, 2023, 7:25 am

Hey @Ficsor01 did you manage to make progress?