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Quantitative Coding & Broker APIs

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Python for Finance

Quant & Broker APIs · Module 2

Cleaning bad ticks, OHLCV timeframe resampling, continuous futures roll adjustments, and event-driven backtesters.

Sub-Topics in this Module

This module is organized into 2 specialized sub-topics inside Quantitative Coding & Broker APIs.

Pandas & Tick Data Cleaning

Filtering outlier freak ticks, right-closed OHLCV resampling, and Panama back-adjusted futures rolls. (2 topics).

Event-Driven Backtesters

Queue-based `MarketEvent → SignalEvent → OrderEvent → FillEvent` simulators and performance analytics. (2 topics).

Topics

  • Pandas & Tick Data Cleaning

    Filtering outlier freak ticks, right-closed OHLCV resampling, and Panama back-adjusted futures rolls.

  • Event-Driven Backtesters

    Queue-based `MarketEvent → SignalEvent → OrderEvent → FillEvent` simulators and performance analytics.

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