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New posts in quantitative-finance

How to fetch the ETF's data into a Google Spreadsheet?

google-sheets finance quantitative-finance google-finance google-finance-api

Why are simulated stock returns re-scaled and re-centered in the “pbo” vignette in the pbo (probability of backtest overfitting) package in R?

r quantitative-finance algorithmic-trading back-testing

(very) Simple quantstrat trading model using logistic regression

r quantmod quantitative-finance algorithmic-trading quantstrat

Convert Reverse Moving Average Formula to C#

c# moving-average trading algorithmic-trading quantitative-finance

Calculating IRR in ruby

ruby finance stocks quantitative-finance

Creating a snapshot of an order book from time series of orders using pandas?

python pandas quantitative-finance

FIX session level reject

finance quickfix fix-protocol quantitative-finance

Algorithmically detecting jumps in a time-series

r algorithm optimization finance quantitative-finance

Denoise of Financial Time Series Data using Wavelet Transform [closed]

finance quantitative-finance financial wavelet

pandas, how to get close price from returns?

python-3.x pandas quantitative-finance

Setting target risk in R package fPortfolio

r optimization portfolio quantitative-finance

Performance Clustermap in R

r ggplot2 treemap quantitative-finance

How to calculate periods since 200-period high of a stock

r finance quantitative-finance

How to use a custom calendar in a custom zipline bundle?

python calendar quantitative-finance zipline

Fast Implied Volatility Calculation in Python

python pandas quantitative-finance quantlib volatility

Date Format for Mathematica

datetime wolfram-mathematica quantitative-finance

Variable Moving Average

python python-3.x pandas finance quantitative-finance

ValueError: ordinal must be >= 1

python pandas matplotlib dataframe quantitative-finance
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