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7.8k
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Calculating Value At Risk or "most probable loss", for a given distribution of returns

Published on
#python #pandas #statistics #scipy #quantitative-finance
467
Views

Quantstrat Rebalancing - Irrationally Long Running Time

Published on
#r #quantmod #quantitative-finance #quantstrat
819
Views

How do I go about predicting Closing Price of a Financial Symbol (EURUSD) using Machine Learning?

Published on
#python-3.x #machine-learning #time-series #quantitative-finance
824
Views

Calculating IRR in Julia

Published on
#julia #quantitative-finance
267
Views

Stock Screen in Python Hangs after showing only 1 chart

Published on
#python-3.x #quantitative-finance
869
Views

getSymbols is throwing could not find function "importDefaults" errror

Published on
#quantitative-finance
203
Views

MATLAB Financial Data Algorithm

Published on
#matlab #finance #probability-density #quantitative-finance
2.7k
Views

How to implement the standard normal cumulative distribution function in C (or other language)

Published on
#c #probability #normal-distribution #quantitative-finance #probability-theory
818
Views

calculate returns for a financial time series with trading signals

Published on
#r #finance #quantitative-finance
108
Views

Calculate contributions changing at set rate toward known future value

Published on
#quantitative-finance
3.1k
Views

Yahoo Finance API get list of all mutual funds and ETFs tickers

Published on
#yql #yahoo-finance #yahoo-api #quantitative-finance
6.4k
Views

Getting adjusted price information from Yahoo! Finance API for multiple symbols in one call

Published on
#stockquotes #quantitative-finance #yahoo-finance
1.3k
Views

Stock indicator calculations in TTR ( R package): Best way to align the output to the left?

Published on
#r #quantitative-finance
630
Views

Black Scholes options pricing

Published on
#trading #quantitative-finance #fix-protocol
194
Views

Calculating averages of 15 records ahead of the current record as a new column

Published on
#python #numpy #pandas #max #quantitative-finance
796
Views

Using Monte Carlo for portfolio optimisation but must satisfy constraints

Published on
#python #optimization #montecarlo #quantitative-finance #portfolio
3.8k
Views

Why is TA-Lib in Python returning nan when computing the ATR?

Published on
#python #quantitative-finance #ta-lib
116
Views

Generate random asset returns with Autocorrelation and Covariance

Published on
#python #time-series #quantitative-finance
107
Views

Converting R to Python for Micro Market Structure Zero Intelligence Algorithm, cant get the generation of market events to work properly

Published on
#python #r #pandas #numpy #quantitative-finance
309
Views

Quandl ingestion with zipline lacks data

Published on
#python #finance #quantitative-finance #quandl #zipline

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