{"id":199836,"date":"2023-12-08T09:54:40","date_gmt":"2023-12-08T14:54:40","guid":{"rendered":"https:\/\/ibkrcampus.com\/?p=199836"},"modified":"2023-12-11T09:17:51","modified_gmt":"2023-12-11T14:17:51","slug":"december-highlights-from-the-ibkr-quant-blog","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/december-highlights-from-the-ibkr-quant-blog\/","title":{"rendered":"December Highlights from the IBKR Quant Blog"},"content":{"rendered":"\n<p>Don&#8217;t miss the latest updates on Python, Quant and Econometrics:<\/p>\n\n\n\n<p><a href=\"\/campus\/ibkr-quant-news\/why-curl\/\">Why cURL?<\/a> &#8211; Andrew Wise, IBKR-API Support Supervisor, explores cURL, which transfers data to and from a URL.<\/p>\n\n\n\n<p><a href=\"\/campus\/ibkr-quant-news\/interview-with-jared-broad-ceo-quantconnect-part-ii\/\">Interview with Jared Broad, CEO, QuantConnect \u2013 Part II<\/a> &#8211; Burt Shulman, Contributing Writer at Interactive Brokers, chats with Jared about QC&#8217;s journey to becoming an open-source quant, algo and trading platform.<\/p>\n\n\n\n<p><a href=\"\/campus\/ibkr-quant-news\/untangling-behavioral-finance-and-the-psychology-of-financial-planning\/\">Untangling Behavioral Finance and the Psychology of Financial Planning<\/a> &#8211; Alpha Architect Blog. Elisabetta Basilico, Ph.D., CFA, reviews a paper on using psychology in financial planning.<\/p>\n\n\n\n<p><a href=\"\/campus\/ibkr-quant-news\/python-constructing-time-series-sequence-samples-dataset\/\">Python: Constructing Time Series Sequence Samples Dataset<\/a> &#8211; Sang-Heon Lee, SHLee AI Financial Model, shows how to transform multivariate time series data into sequence samples dataset.<\/p>\n\n\n\n<p><a href=\"\/campus\/ibkr-quant-news\/how-to-place-complex-orders-with-the-tws-python-api\/\">How to Place Complex Orders with the TWS Python API<\/a> &#8211; IBKR API experts walk you through the steps to place complex orders.<\/p>\n\n\n\n<p><a href=\"\/campus\/ibkr-quant-news\/less-is-more-reducing-biases-and-overfitting-in-machine-learning-return-predictions\/\">Less is More? Reducing Biases and Overfitting in Machine Learning Return Predictions<\/a> &#8211; Get insights on Machine Learning applications in asset pricing with this Quantpedia article.<\/p>\n\n\n\n<p><a href=\"\/campus\/ibkr-quant-news\/employing-human-order-in-pandas-dataframe-sorting-risk-factors-and-tenors\/\">Employing Human Order in pandas DataFrame Sorting: Risk Factors and Tenors<\/a> &#8211; Dr. Pawel Lachowicz from Quant at Risk discusses using human order in pandas DataFrame sorting.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Don\u2019t miss the latest updates on Python, Quant and 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