Topics created by xiaolan

@xiaolan Hello, first of all conversion xarray -> pandas -> xarray is very easy, as we answered you in the other thread you opened.

The basic reason is that xarray works really well with array with an arbitrary number of dimensions. For financial data we have normally 3 dimensions:

and xarray works really well with cross-sectional indicators ranging over several assets.

@xiaolan Ok, but please note that you can work all the time with xarray, the documentation is very good:

http://xarray.pydata.org/en/stable/

@xiaolan That is correct, but the logic can be easily re-used. The only novel element will be the introduction of the liquidity filter at intermediate stages/at the final stage for the selection of the weights.

@xiaolan Yes, allocations are translate to orders internally, it is enough to check the variation in the allocations and transform it into number of contracts bought/sold. When we designed the toolbox the goal was to simplify development as much as possible for the users.

Hello, welcome! Well, you can use both, a nice discussion about pros and contras can be found at stack overflow. As far as the documentation is concerned, the official page at https://jupyter.org/ is definitely the best starting point.