Hi. I'm Ran Aroussi.

I'm a software developer, data hacker, financial tinkerer, algorithmic trader, quant researcher, technology geek, open-source contributor, and creator of several popular Python libraries. Here is where I occasionally write.


21 NOV 2019

It's time for a modern, standardized trading interface, suitable for the web-age

In this post, I share my vision for an Open Trading standard for communicating with online brokers using modern technologies.

2 OCT 2019

Is this the world's best (and laziest) trading strategy?

Can you regularly beat the market, cut volatility by 40% and max drawdown by 70% with only four trades a year, or is this too good to be true?

31 MAY 2019

Downloading option chain and fundamental from Yahoo! Finance with Python

The recently updated yfinance added a lot more capabilities to this already popular library. You can now download fundamental data, including company financials, balance sheet and cashflow, as well as option chain data. Here's how...

16 MAY 2019

The Future of QTPyLib

I released the first version of QTPyLib, my Python library for algo traders, in 2016. If you had told me then that I would still be working on it three years later, I probably wouldn't have believed you. But guess what? That's precisely where I'm doing :)

17 APR 2019

Reliably download historical market data from Yahoo! Finance with Python

Ever since Yahoo! Finance decommissioned their historical data API, Python developers looked for a reliable workaround. As a result, my library, yfinance, gained momentum and was downloaded over 100,000 acording to PyPi.

22 SEP 2018

Machine Learning for Trading (with Python): Webinar Recording, Slides and Notebook (IV)

I had a great time presenting yesterday's webinar about Live Trading with Python... This was the fourth and the final part of my webinar series on Treading With Python for futures.io's members.

5 JUN 2018

Fast Data Store for Pandas Time-Series Data using PyStore

As algorithmic traders, we need a lot of data to test and optimize our strategy ideas. Over time, the amount of data adds up and the search for a reliable, efficient and easy-to-use storage solution begins.

24 DEC 2017

Volatility Index for Crypto Currency

The CBOE Volatility Index (Ticker: VIX) is a well known measure of the stock market's expectation of volatility implied by S&P 500 index options.

1 NOV 2017

My Bitcoin Scalping Strategy

Bitcoin has seen a tremendous growth in both price an trading volume this year. Noticing that, I’ve backtested a scalping strategy I normally use to trade interest rate futures on Bitcoin, and... it worked great with very minor modifications.

25 AUG 2017

Live Trading with Python: Webinar Recording, Slides and Notebook (III)

I had a great time presenting yesterday's webinar about Live Trading with Python... This was the third out of a four-part webinar series on Treading With Python for futures.io's members.

26 MAY 2017

Backtesting Trading Strategies with (pure) Python: Webinar Recording, Slides and Notebook (II)

On wednsday, I gave the second out of a four-part webinar series on Treading With Python for futures.io's members. Here's the webinar's recording, slides, and Jupyter notebook.

21 MAY 2017

You can still download Yahoo! Finance data using Pandas Datareader using this quick hack

As you may have heard, Yahoo! finance has decommissioned its historical data API, causing many programs that relied on it to stop working. However...

4 APR 2017

Live Plotting in Python using Matplotlib and ZeroMQ

While working on a new dashboard for QTPyLib I needed to get a Matplotlib plot to refresh and update based on data coming from a ZeroMQ stream.

28 FEB 2017

Prototyping Trading Strategies with Python - Slides, Notebook and Webinar Recording (I)

Last week I had my first out of four webinars with futures.io about Prototyping Trading Strategies with Python and people seem to enjoy it :) I thought I'd share the webinar's slides, notebook and webinar recording here.

18 FEB 2017

Analyzing Twitter Sentiment with Python

I've recently launched a Twitter bot that posts a daily sentiment analysis for the S&P500 Stock Market Index, and thought I'd share the gist of the code here.

16 FEB 2017

Hello World?

I was thinking going back to blogging for a while, but...