Resources — Websites

Articles

Organized alphabetically by title of the article 

Basic Feature Engineering with Time Series Data in Python, Dr. Jason Brownlee. Jason’s website is www.machinelearningmastery.com.  He has published several very useful ebooks related to data analysis and machine learning.   

Beautiful plots with Pandas and Matplotlib (The Data Science Lab)  Examples of multidimensional bar charts.

Guide to Coding Categorical Values in Python  Custom Binary Encoding (Approach #4)  is nicely explained with a helpful diagram.

Learning from Imbalanced Classes  By Tom Fawcett, author of the Data Science for Business book which we recommend.  We often encounter imbalanced classes as we are trying to isolate rare events.  

List Comprehension in Python (The Data Science Lab)  Nice examples.

Simple Graphing with IPython and Pandas  Primarily bar charts.  IPython is now Jupyter Notebook 

Time Series Analysis with Pandas (EarthPy)  In two parts.  Examples use geological data, but techniques are applicable to financial data.

Time series forecasting (Analytics Vidhya)  An excellent discussion of processing time series data using Python and Pandas.  Discusses stationarity, Dickey-Fuller tests, ARIMA.

Time series with Pandas — Jupyter notebook  An excellent discussion, including use of tick data, shifting, plotting, creating and using date ranges, time zones.

Websites

Machine Learning Mastery  The website of Dr. Jason Brownlee.  Jason has published several excellent tutorial-style books devoted to machine learning.  Complete python code is provided. 

CalTech Quantitative Finance Group report on sources of financial data.  Read the list of vendors to avoid, located about half way down the page.