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Category Archives: programming
Statistical Bootstrapping by Case Resampling
NumPy Strategies 0.1.7
I haven’t blogged in a while, because I am supposed to work on a Big Secret Project (BSP). Obviously, I am not allowed to talk about that. The Product Owner/Manager of our FHF (Fantasy Hedge Funds) has come [...]
Simulated Random Trading
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NumPy Strategies 0.1.6
Our Product Owner and Product Manager got talking about our latest strategy. They decided that our Fantasy Hedge Fund needs to have simulations of these strategies. The new User Story:
Simulate [...]
NumPy Project Euler Problem 9
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Project Euler Problem 9 is a tough one. After reading the Pythagorean Triple Wikipedia page, I implemented a NumPy solution with Euclid’s Formula.
1. Create m and n arrays
The Euclid’s Formula [...]
NumPy Periodic Dips
NumPy Strategies 0.1.5
The stock market has periodic dips to the downside and sometimes to the upside, but those have a different name. Our Fantasy Hedge Fund needs to rebalance its portfolio 5 times a year (this is all part of [...]
NumPy Project Euler Problem 8
Project Euler Problem 8 requires a lot of string manipulation. Still we have some opportunities to practice our NumPy skills.
1. Calculate the product of the 5 element array
First we need to compute the product of an array with 5 elements. [...]
Power Law Discovery
Numpy Strategies 0.1.4
Our Product Owner (disclaimer fictional character) has come back from a long vacation. During his holiday he found some time to google “get rich quick schemes”. This led to a new thrilling User Story.
User Story
I want to [...]
NumPy Project Euler Problem 7
Project Euler Problem 7 is about prime numbers. So I implemented a Sieve of Eratosthenes with NumPy. I am not following the algorithm to the letter, but I believe that the result is the same.
1. Create a list of consecutive [...]
NumPy Project Euler Problem 6
Project Euler Problem 6 is perfect to demonstrate the power of NumPy. No loops are required and only a few lines of code.
1. Create an array with the first 100 natural numbers
First we will create a NumPy array of the [...]
NumPy Project Euler Problem 5
Project Euler Problem 5is one of those problems that seem hard, but turn out to be trivial after you think about them. In this case it is very important to use the information given to you in the problem. This [...]
NumPy Project Euler Problem 4
Project Euler Problem 4 is a bit silly. It’s about palindromic numbers. I could not find an appropriate algorithm, so I just tried something out. It seems to work OK.
1. Create a 3-digit numbers array
We will create an array to [...]
