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New posts in quantitative-finance

Performance Clustermap in R

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

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

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Fast Implied Volatility Calculation in Python

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Date Format for Mathematica

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Variable Moving Average

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ValueError: ordinal must be >= 1

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How to apply the Hurst Exponent in Python in a rolling window

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R Ibrokers twsOPT usage

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Adding Multiple Chart Series in Quantmod R

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Trailing Stop Loss on Pandas dataframe

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Rolling median in python

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Getting Multiple Last Price Quotes from Interactive Brokers's API

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Vectorization or efficient way to calculate Longest Increasing subsequence of tuples with Pandas

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Highstock vs Google Charts in Performance

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Year fractions using Actual/365 convention in R

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How do I feed in my own data into PyAlgoTrade?

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Parabolic SAR in Python....PSAR keep growing instead of reversing

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