HangukQuant Profile picture
Nov 2 8 tweets 1 min read
end of quant tool series with HangukQuant. Take your Python programming skills to the next level with these resources:
Note that these resources are fairly detailed, not difficult but also so comprehensive that they will require resilience to sit through and study.
There is no avoiding hard work here, unfortunately.

Fluent Python is a great book for understanding Python basics, internals and mechanics top to bottom. This will give you knowledge of the language itself.
Next, you need to pick up object oriented programming. This can be done in any langauge, and there are great Java books. If you want to stick to Python, just go with Python object-oriented programming.
Next, you need software engineering and architecture principles. This can be somewhat of an overkill if you are not programming large scale systems. Go with `architecture patterns with python.'
Now, you can write fairly neat code. But you want to take your programming further, especially if you are a scientist and not just a `programmer'.

This will start to take you to the next level.
You can start with High Performance Python: Practical Performant Programming for Humans.

Next, Python Concurrency with asyncio.

Now, for the nitty gritty stuff.
Python Network Programming: Conquer all your networking challenges with the powerful Python language.
Once you read these books, your foundations should be really solid. If there are things you don't know about Python, you are at a level where you know what you don't know. From here on, brave on and find your own material for whatever needs you got.

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More from @HangukQuant

Sep 18
While equity hedge funds struggle in the past 2 years, apparently dumb #CTA money seeing great returns and chugging along - increased my trend/managed futures exposure way ahead into this ‘crisis’ - I don’t care about complexity when it comes to money! Easy money is better…TREND
FOLLOWING will continue to see some outsized performance in this divergent market - their returns are: price stickiness. Trend returns in commodity futures can be decomposed into roll yield and spot change. Term structure slope enforces trends!
(1) spot change has been somewhat sticky since they are due to long term structural supply constraints, geopolitical warfare etc. Hence oil, gas etc.
Read 6 tweets
Aug 24
In korea, there is a game called the `ladder' game. Friends asked me how come the results always lead to a one-one mapping in terms of ranking. heard of the game @saanglee ?

If only they read simple mathematical proofs for invertibility...haha
basically you draw a ladder like this, and each number will be mapped to a unique letter, no matter how you draw it.

We can easily proof this: we want to show that two numbers cannot map to the same letter. Suppose not. Then there exists two numbers pointing to same letter.
Now consider that the ladder game is also a legitimate game if you look at it from the bottom up. Then, there exists a letter that maps to two numbers. This is a contradiction.

Drinking session turned math lecture.
Read 4 tweets
Aug 16
We implemented a fully functional database service with PyMongo as our driver, and integrate it with the data retrieval service this week. This version of the paper adds 30 pages of discussion and code implementation, totaling a 55-page report.

(post linked, GIVEAWAY below) ImageImageImageImage
In the next report, we cover topics in asynchronous programming, multi-threading, batch processing, reducing network trips and HTTP handshakes to increase read-write throughput.

From the first 100 RTs, we will pick 5 for full access to v2 paper, and another 5 for full access to
next iteration. To participate, RT and comment `please dad' then SS and send me a DM.
Read 4 tweets
Aug 5
Few days ago, I posted out 20 pages of free code for data retrieval, making a data service layer. Full version is out now. Sample invocations:
Next up is to discuss challenges involved during this mini project, and the design of database systems in relation to issues discussed. -
I would likely show integration with a NoSQL DB (not decided yet). If you like the content and want more free previews of code, please help to share and RT! Love whoring for all the attention I get from strangers :)
Read 4 tweets
Jul 29
HangukQuant is 1Y OLD! Some comments/announcmenet
1. We are very thankful for the support of > 1500 passionate traders.
2. We will be pivoting our stance towards stringent code policies and be more liberal about what we share with our readers

hangukquant.substack.com/p/1-y-annivers…
3. We will be sharing more compiled resources, including code, alpha ideas, test results, food for thoughts and disseminating them as digital books
4. We will be discussing a broader range of topics, both in terms of systematic trading processes and discretionary approaches.
5. We will be deleting/archiving posts once we reach ~80 alpha reports and aim to maintain about 100 alpha reports available at any time.
Read 5 tweets
Jul 19
got some questions asking about combining quantitative equity forecasts and discretionary forecasts with options - I don't particularly have a solid framework around it. but I think I want to stress a point brought up by @therobotjames and @SinclairEuan around option in that if
you intend to use equity long triggers as some muddly way of shorting puts then you are getting into a grey area where you cannot distinguish whether the pnl is coming from the equity models or the variance premia
either way it is easy to fool yourself that your equity models have alpha, particularly when you are picking up alot of negative skew in your portfolio.
Read 6 tweets

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