Posted by
Joseph Wang-4 on
Jan 01, 2015; 4:04am
URL: http://quantlib.414.s1.nabble.com/Possible-future-works-tp16116p16143.html
Hi Xiang Ni,
I'm trying to use quantlib for some very basic algo trading with
bitcoin futures. My wife is also trading HK options, and I'm trying
to write some very basic option pricing systems for her.
My general impression is that it would be better to keep quantlib a
pure derivatives pricing library, and that anything involving machine
learning or algo trading, would be better off in a library that is
separate from quantlib.
The way that I'm structuring my code is that I'm using the python-SWIG
interface to quantlib, and using quantlib only for pricing.
Everything else I'm keeping outside of quantlib, and interface it with
quantlib. So it would make sense to me to write your code as a
separate library with python interfaces and then use it to glue it to
quantlib.
I have a docker image (joequant/bitstation-prod). that has a installed
python installation with quantlib and a lot of other goodies
installed.
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