Optimisation with Pyomo

December 10, 2024 | Python - datawookie

Pyomo is another flexible Open Source optimisation modelling language for Python. It can be used to define, solve, and analyse a wide range of optimisation problems, including Linear Programming (LP) and Mixed-Integer Programming (MIP), nonlinear programming (NLP), and differential equations. 📢 The book Hands-On Mathematical Optimization with Python (available free online) ...
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Python in Excel: How to understand the plotnine package

December 9, 2024 | George Mount

Python in Excel offers powerful tools for creating impactful visualizations, and one standout option is the plotnine package. In this post, we’ll delve into the origins and philosophy of plotnine, explore its core building blocks, and demonstrate some easy and impressive visualizations you can create—perfect for Excel users ...
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Optimisation with CVXPY

December 9, 2024 | Python - datawookie

CVXPY is a powerful, Open Source optimization modelling library for Python. It provides an interface for defining, solving, and analysing a wide range of convex optimization problems, including Linear Programming (LP), Quadratic Programming (QP), Second-Order Cone Programming (SOCP), and Semidefinite Programming (SDP).
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Python in Excel: How to create statistical plots with Seaborn

December 6, 2024 | George Mount

In a previous post, we explored the Seaborn library and highlighted its fundamental plot types, showcasing how it simplifies the creation of visually appealing and insightful data visualizations directly in Excel using Python: In this post, we’ll take it a step further by diving into advanced, statistically driven plots—...
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Day 29: Out of sample

December 6, 2024 | OSM

The moment of truth has arrived! On Day 28, we iterated through all the metrics we had previously used to identify and analyze the robustness of our strategy. We found the new adjusted strategy performed better than the original and adjusted strateg...
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Day 28: Reveal

December 4, 2024 | OSM

On Day 27, we had our strategy enhancement reveal. By modifying the arithmetic behind our error correction, we chiseled another 16% points of outperformance vs. buy-and-hold and the original 12-by-12 strategy. All that remains now is to run the pred...
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