Introduction to gurobipy

I recently played around with gurobipy, the excellent python wrapper to Gurobi, and wanted to summarize my experience. Gurobi is a commercial solver but has a free restricted licenses for academics and online coursework.

First you need to install gurobipy, download gurobi from untar ...

Fun with Docker

I've heard a bit about docker and figured it would be neat to play around with but didn't really have anything specific in mind. The dependencies of this blog have been increasing and I recently had to spend several hours debugging things to get my site to generate ...

Intro to pdblp

This is a simple introduction to pdblp, a wrapper for easy Bloomberg and pandas integration

Data Mining

This is an introduction to the pitfalls of data mining in the context of financial backtests