Projects
Finance Data APIs
pyress – Pythonic wrapper around the IRESS COM interface
pyress is a pythonic wrapper around the IRESS DataManager interface and the IRESS IPS ADO interface. This library has been used to create custom portfolio reports.
pyrtd – Python client for Excel RealTimeData components
pyrtd is a python client for Excel RealTimeData components. Some financial software providers allow access to real-time streaming data over a RTD interface. This library enables access to any RTD component from within Python. pyrtd was developed to implement automated trading algorithms for Rotman Interactive Trader.
pytrth – Pythonic wrapper around the Thomson Reuters Tick History API
pytrth provides a Pythonic wrapper around the Thomson Reuters Tick History API web service. It enables simplified programmatic access to Options TAQ data and to corporate long and short-term credit ratings (S&P, Moody’s, and Fitch).
Productivity Plugins
export_freemind – FreeMind export extension for KeepNote
An extension for KeepNote that exports notebooks as FreeMind mind maps. Descriptive blog post here.
bankcharts – Banking and Finance Related Charts for Excel
bankcharts eases the construction of banking and finance related charts. Currently only a waterfall style chart is implemented. Increased charting abilities will be added as required during day-to-day work.
Coding Challenges
Project Euler solutions in Python, C, C++, and x86-64 assembly.