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Yet Another Coder's Blog

This blog is made to post some interesting things on Software Development and Quantitative Analysis. (T.Liu)

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Yet Another Coder's Blog | quant-coder.blogspot.com Reviews
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This blog is made to post some interesting things on Software Development and Quantitative Analysis. (T.Liu)
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1 pages
2 quantopian python vs quantmod r
3 import talib
4 import numpy
5 pltshow
6 3 module installation
7 conda install rpy2
8 more inteteresting modules
9 conda install seaborn
10 conda install quandl
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pages,quantopian python vs quantmod r,import talib,import numpy,pltshow,3 module installation,conda install rpy2,more inteteresting modules,conda install seaborn,conda install quandl,jev kuznetsov's blog,trading with python,posted by,quantitative coder
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Yet Another Coder's Blog | quant-coder.blogspot.com Reviews

https://quant-coder.blogspot.com

This blog is made to post some interesting things on Software Development and Quantitative Analysis. (T.Liu)

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1

Yet Another Coder's Blog: January 2016

http://quant-coder.blogspot.com/2016_01_01_archive.html

Yet Another Coder's Blog. This blog is made to post some interesting things on Software Development and Quantitative Analysis. (T.Liu). Sunday, January 24, 2016. QuantLib is an open-source C Library for quantitative analysis in Finance, and the QuantLib project was started by a few Quants in 2000. Now QuantLib project is Luigi Ballabio and ferninando Ametrano. Secondly, QuantLib has been ported to other languages:. QuantLib.org provides a very good API Doc. QuantLib Java API Docs. Using namespace std;.

2

Yet Another Coder's Blog: July 2016

http://quant-coder.blogspot.com/2016_07_01_archive.html

Yet Another Coder's Blog. This blog is made to post some interesting things on Software Development and Quantitative Analysis. (T.Liu). Friday, July 29, 2016. Interior Point Methods are a class of optimization algorithms for solving linear or nonlinear programming problems. It finds the optimum solution by moving inside the polygon rather than moving around its surface. In 1984, Karmarkar "invented" interior-point method. Here goes technical in summary:. 2 Central path algorithm: μ from infinity to 0.

3

Yet Another Coder's Blog: Covariance formula with CDF (Hoeffding's Covariance Identity)

http://quant-coder.blogspot.com/2016/08/covariance-formula-with-cdf-hoeffdings.html

Yet Another Coder's Blog. This blog is made to post some interesting things on Software Development and Quantitative Analysis. (T.Liu). Sunday, August 21, 2016. Covariance formula with CDF (Hoeffding's Covariance Identity). A complete proof of above lemma can be found on page 241 (Lemma 7.27) of Quantitative Risk Management: Concepts, Techniques and Tools. Hint: 2 (cov(X 1, X 2) = E[(X 1- tilde{X 1})(X 2- tilde{X 2})] ),. Subscribe to: Post Comments (Atom). View my complete profile.

4

Yet Another Coder's Blog: December 2015

http://quant-coder.blogspot.com/2015_12_01_archive.html

Yet Another Coder's Blog. This blog is made to post some interesting things on Software Development and Quantitative Analysis. (T.Liu). Wednesday, December 30, 2015. Built-in Smart Pointers in Modern C. C is a general programming language that supports raw pointers. To use the raw pointers, we have to manage the memory carefully with new/delete, new[]/delete[], or perhaps C-style malloc/free pairs. The memory leak is always a potential risk - imagine a runtime error. Deprecated in C 11. It contains a sto...

5

Yet Another Coder's Blog

http://quant-coder.blogspot.com/2016/12/quantopianpython-vs-quantmodrhttpwww.html

Yet Another Coder's Blog. This blog is made to post some interesting things on Software Development and Quantitative Analysis. (T.Liu). Wednesday, December 21, 2016. 1, Sid-by-side comparison. 2, Code snippet:. From rpy2.robjects import r. From pandas datareader import data, wb. Import matplotlib.pyplot as plt. IBM = r("getSymbols('IBM', src='google', from='2013-01-01')"). F = data.DataReader(ticker,'google'). F['SMA 50'] = talib.SMA(numpy.asarray(f['Close']), 50). Conda install -c quantopian ta-lib.

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Yet Another Coder's Blog

Yet Another Coder's Blog. This blog is made to post some interesting things on Software Development and Quantitative Analysis. (T.Liu). Wednesday, December 21, 2016. 1, Sid-by-side comparison. 2, Code snippet:. From rpy2.robjects import r. From pandas datareader import data, wb. Import matplotlib.pyplot as plt. IBM = r("getSymbols('IBM', src='google', from='2013-01-01')"). F = data.DataReader(ticker,'google'). F['SMA 50'] = talib.SMA(numpy.asarray(f['Close']), 50). Conda install -c quantopian ta-lib.

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