Cleaning Raw Candle Data for Time-Series Analysis

Problem: How to clean the raw OHLCV candle data from the broker for time series analysis? Suppose we have an autonomous program that prioritizes and continually downloads the latest minute and day candles, as well as periodically gets new symbols from the broker. The problem is that the candles are not guaranteed to be full-period […]

Acquiring Candle Data for Quantitative Financial Analysis Research

This would make a good interview question: There are about 120,000 public North American securities, bonds, rights, and index symbols. You have a paid API that can access all of them in OHLCV format if they are quotable. There are two critical API constraints: 15,000 calls per hour 20 calls per second Napkin math Minute […]

Algorithm: Optimized PDF Web Page Print Layout

I’d like to share my efforts to prevent page breaks in the middle of paragraphs and maximize the use of page space when printing web pages to PDF. I’ll outline how this PHP+NodeJS+Chrome tool and algorithm accomplish this. The motivation is to prevent pictures from being cut off, cut halfway through, or from being pushed […]