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New posts in quantitative-finance

Error: C stack usage 7970184 is too close to the limit

Calculating the 2D mean of a 3D jagged NumPy Array

Calculating IRR in Julia

Trading algorithm - actions in Q-learning/DQN

Convert data to OHLC (Open, High, Low, Close) in JavaScript?

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

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

(very) Simple quantstrat trading model using logistic regression

Convert Reverse Moving Average Formula to C#

Calculating IRR in ruby

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

FIX session level reject

Algorithmically detecting jumps in a time-series

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

pandas, how to get close price from returns?

Setting target risk in R package fPortfolio

Performance Clustermap in R

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