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Impopular, pero no hay una píldora mágica para escapar de ella.

Los mercados son instancias en donde se transan bienes y servicios, los cuales actúan como sistemas descentralizados, gobernados por relaciones caóticas y fuertemente influenciados por factores estocásticos, es decir, son sistemas complejos. Los agentes económicos que cotizan, compran y venden los instrumentos agregan información proveniente de estímulos externos basados en riesgos macro económicos. Dentro de esos mercados, esta el mercado de bonos soberanos, los cuales transan las expectativas de crecimiento e inflación para el gobierno central de un país. Ambas variables se pueden ver desde dos ángulos complementarios: mercado secundario y balance fiscal.

A list of SDKs that may help your next project

Now that I work independently, I can code whatever I want, whenever I want. One of my favorite things to code and publish is SDKs (Software development kits) related to APIs, specifically financial APIs. This helps analysts standardize the layer of data extraction and helps them work with the actual stuff they are good at. Extract insights for educated guesses about the market. Without further due, let me show you a list of curated financial SDKs that may help your work as an analyst or trader (be aware that some of these SDK will be in Spanish):  End-of-Day data extractor This library is the Python 🐍 unofficial SDK for the EOD Historical data REST API. It's intended to be used for data extraction for financial valuations, macroeconomic analyses, sentiment analysis, option strategies, technical analysis, development of machine learning models, and more! Variance Ratio Test These statistical te

A Chilean Economic API

During the last few years, I've been searching for new projects to do in my free time. After searching and prototyping several options, I came with the idea to implement an SDK (Software Development Kit) for an API. With that being said, I found a GitHub site called " Listado de API’s Públicas en Chile ". This site has a comprehensive list of public and free-to-use APIs made by Chileans. Among the available categories, you can find:  Government Transport Economy Entertainment Weather Among others The one that I've chosen is related to the Economy. The name of the API is Mi indicador  (my indicator in English). I choose it because of my profession. Additionally, it would allow Computer scientists, Economists, Social scientists, and any other person interested in economics to systematize their ideas into algorithms for rational decision making, rather than following a narrative from the news centers or from the central planners. Despite my ambition of pursuing a new p

Chile 2021-2 Market Outlook

 Chilean Market Outlook for 2021-2 TLDR; Fundamental and Technical analysis for the Chilean stock exchange. Political finances, inflation are the major threats to the system. The technicals are showing weakness to maintain a sustainable trend. Introduction 2021 is a major year for Chile since during this one, we will elect a new president, governors, we are still suffering the side effects of the COVID-19 (quarantines and curfews), and even we will start the writing of a new constitution . Despite the secular regime change, the local markets reflect this volatility, and a new narrative is being built along the way. Therefore, in this article, I will transmit what potential risks and technical setups are appropriate to analyze to see the forest and not get lost in the threes for the rest of the current year ( 2021 ). Please be aware that some visuals will have annotations in Spanish. This is because my potential readers are from Chile (we speak primarily Spanish). You can find the o

Stochastic Valuation Processes

This toolbox packages a set of stochastic processes for prices and rates simulation, aiming to create a synthetic dataset for quantitative back-testing of trading strategies and asset allocations methods. TLDR; Matlab SDK for stochastic simulation of stock prices and bond rates. Additionally, some utilities to sample data are included, such as Order flow and information-driven bars. Please visit the site documentation for details Rationale Simulating synthetic stock prices and bond rates provides an alternative back-testing method that uses history to generate datasets with statistical characteristics estimated from the observed data. This method allows back-testing on a large sample of unseen scenarios, reducing the likelihood of overfitting to a particular historical data set. Because each trading strategy needs an implementation tactic (a.k.a., trading rules) to enter, maintain, and exit the respective positions on each instrument, a simulation over thousands of different scenari