Hacker News Reader

Comment by ptd | Hacker News Reader

I just worked on a project to predict significant(greater than 3 std) changes in the market and my biggest pain point was the lack of open source resources for quantitative finance(QF). It makes sense given the industry, but then I remind myself QF brought us Pandas!

Thank you for making this publicly available.

View on HN

It's interesting that open source lives off transparency and equality (e.g. with git, anyone can at least start to put a patch together), whereas many other vital parts of society like finance, business, politics only work, when you explicitly do not share, what you know.

Politics would work a lot better if everything was out in the open.

It doesn't seem to make much of a difference, does it?

This is why computer science has evolved so fast, especially over the last 20 years, because of the open aspect of the code.

open source finance is crypto. arbitrage provides information everyone can use.

Practical example: get free price every minute from cryptomarketplot.com/api.json then you can figure out the EUR/USD spot using BTC/USD and BTC/EUR without ever needing yahoo finance or anything

if you're interested in pricing of securities, QuantLib is amazing.

Holy shit more gold! Thank you for posting this!

If you want to collaborate I am working on a lot of cool qfin related projects. Hit me at my email in the profile. Cheers

Thanks for sharing!

Reply on news.ycombinator.com