T.J. Connelly, CFA CMT TJConnellyContingentMacro
TJConnellyContingentMacro
/ econev.py
Created
August 15, 2022 16:16
— forked from rwev/econev.py
Python web-scraper for economic events on the Bloomberg Econoday calendar.
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| # -*- coding: utf-8 -*- | |
| """ | |
| ECONEV.PY: Economic Events | |
| Python web-scraper for economic events on the Bloomberg Econoday calendar. | |
| Saves result of scrape to plain text (in Eastern Time) for flexible processing by other applications. | |
| Author: rwev (https://github.com/rwev) |
TJConnellyContingentMacro
/ all_weather_1.ipynb
Created
June 12, 2019 20:37
— forked from AnthonyFJGarner/all_weather_1.ipynb
All Weather Portfolio
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TJConnellyContingentMacro
/ trend_following_1.ipynb
Created
June 1, 2019 16:13
— forked from AnthonyFJGarner/trend_following_1.ipynb
A Simple Trend Following System in Python
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TJConnellyContingentMacro
/ SPX Options.ipynb
Created
June 1, 2019 16:04
— forked from AnthonyFJGarner/SPX Options.ipynb
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TJConnellyContingentMacro
/ gist:37eef8d7a2e1470f08e94005f11eedf0
Created
April 24, 2019 04:19
— forked from 345161974/gist:63573abdf1dc9c303d6740fb29496657
Python Code for adding posts to WordPress remotely
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| import urllib | |
| from wordpress_xmlrpc import Client, WordPressPost | |
| from wordpress_xmlrpc.methods import posts | |
| import xmlrpclib | |
| from wordpress_xmlrpc.compat import xmlrpc_client | |
| from wordpress_xmlrpc.methods import media, posts | |
| import os | |
| ########################### Read Me First ############################### | |
| ''' | |
| ------------------------------------------In DETAIL-------------------------------- |
TJConnellyContingentMacro
/ risk_parity_strategy.py
Created
February 3, 2019 19:36
— forked from FJR2/risk_parity_strategy.py
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| import pandas as pd | |
| import pandas_datareader.data as web | |
| import numpy as np | |
| import datetime | |
| from scipy.optimize import minimize | |
| TOLERANCE = 1e-10 | |
| def _allocation_risk(weights, covariances): |
TJConnellyContingentMacro
/ add_rec_bars.py
Created
September 18, 2018 15:31
— forked from TomAugspurger/add_rec_bars.py
Adding recession bars to matplotlib axes.
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| import pandas as pd | |
| def add_rec_bars(ax, dates=None): | |
| if dates is None: | |
| dates = pd.read_csv('/Users/tom/bin/rec_dates.csv', | |
| parse_dates=['Peak', 'Trough']) | |
| for row in dates.iterrows(): | |
| x = row[1] | |
| y1, y2 = ax.get_ylim() |