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columbia

columbia business school class modules

this project consists of the following python packages, scripts and some data samples

backtest:  python package and jupyter notebooks to run backtest of machine learning data 
bloomberg: python package for downloading data from a bloomberg terminal and storing in .csv files
analytics: python package for running machine learning algorithms and reading data from kdb+ database
scripts:   q scripts for loading .csv files into kdb+ database
data:      sample data files
arabesque: machine learning data used for backtesting
    log:       directory for writing log files

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Machine learning backtest and Bloomberg terminal in Python

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  • Jupyter Notebook 55.9%
  • Python 42.6%
  • q 1.5%