quantkitchen.com
Quant KitchenThe TimeSeries package has undergone quite a bit of change over the past few months, but seems to have settled on its implementation. The goal of the …
http://www.quantkitchen.com/
The TimeSeries package has undergone quite a bit of change over the past few months, but seems to have settled on its implementation. The goal of the …
http://www.quantkitchen.com/
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Quant Kitchen | quantkitchen.com Reviews
https://quantkitchen.com
The TimeSeries package has undergone quite a bit of change over the past few months, but seems to have settled on its implementation. The goal of the …
quantkitchen.com
The JuliaQuant Github Organization - Quant Kitchen
http://www.quantkitchen.com/blog/2013/11/13/the-juliaquant-github-organization
Quantitative Finance with Julia. The JuliaQuant Github Organization. The JuliaQuant organization on Github is the new home for most of the Julia packages related to Quant Kitchen blogs. So far, there are about seven packages, many of which are mere skeletons. The only registered Julia packages include TradeInstrument (formerly TradingInstrument) and MarketTechnicals. The TimeModels package has moved to the JuliaStats organization, along with it’s uncle the TimeSeries package. The logo for the JuliaQuant ...
Parsimonious TimeSeries - Quant Kitchen
http://www.quantkitchen.com/blog/2014/03/27/parsimonious-timeseries
Quantitative Finance with Julia. The TimeSeries package has undergone quite a bit of change over the past few months, but seems to have settled on its implementation. The goal of the package is to define a Julian framework for dealing with time series data. To achieve this objective, TimeSeries implements a type named. The new type signature (which doesn’t include the inner constructor in the actual code) is as follows:. Immutable TimeArray{T,N} : AbstractTimeArray. Git ls-files xargs wc -l. Which other ...
Piping from technical indicator to plot - Quant Kitchen
http://www.quantkitchen.com/blog/2013/12/27/piping-from-technical-indicator-to-plot
Quantitative Finance with Julia. Piping From Technical Indicator to Plot. The MarketTechnicals package currently supports the DataFrames/DataArray data structures, but plans are already underway for support of the Series data structure. Series.jl is currently not registered, as it is experimental. The Series-styled data structure deserves its own post; there is a Proposed Goal section in the README of the package on github. To play around with the package, you can use. Now we want to use the.
Defining Clusters of Market States - Quant Kitchen
http://www.quantkitchen.com/blog/2013/12/10/defining-clusters-of-market-states
Quantitative Finance with Julia. Defining Clusters of Market States. Clustering algorithms are a machine learning method that falls into the unsupervised category; they seek to discover patterns in the data without being given pre-determined targets. To try this out, let’s use K-means on some SPX data to see how it would possibly work. (spoiler alert: no robust model will be revealed). Next, let’s do a rolling rate of return over the past 10 days. Finally let’s include RSI values. There is no. The Cluste...
Calculating rolling returns - Quant Kitchen
http://www.quantkitchen.com/blog/2013/05/18/calculating-rolling-returns
Quantitative Finance with Julia. The NDX has rallied over 10% over the last 21 trading days. Historically, how often does the Nasdaq 100 rally like this? Future posts will demonstrate the use of specific packages, for now this is simply a few lines of code to get a feel for working with Julia. The following code works with Julia 0.2, which is a dev release. You need to manually. The TimeSeries package as it has not been put into dev Julia METADATA. Calc daily log returns. Twenty one days ago. Laquo; Intr...
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Quant Kitchen
Quantitative Finance with Julia. The TimeSeries package has undergone quite a bit of change over the past few months, but seems to have settled on its implementation. The goal of the package is to define a Julian framework for dealing with time series data. To achieve this objective, TimeSeries implements a type named. The new type signature (which doesn’t include the inner constructor in the actual code) is as follows:. Immutable TimeArray{T,N} : AbstractTimeArray. Git ls-files xargs wc -l. For this pip...
Quant Kitchen | Quantitative Finance with Julia
Quantitative Finance with Julia. NDX rally of 10% over past 21 trading days. May 18, 2013. Historically, how often does the Nasdaq 100 rally like this? Future posts will demonstrate the use of specific packages, for now this is simply a few lines of code to get a feel for working with Julia. The following code works with Julia 0.2, which is a dev release. Using TimeSeries, Quandl NDX = quandl(YAHOO/INDEX NDX, 100000, daily); log return! NDX, Close ret, g, 21); #calc rolling returns over 21 periods. Extre...
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Welcome To Quantum Leap
Building insanely great mobile apps. Quantum Leap builds products at the intersection of entertainment and technology. We hope our products will deliver joy to you wherever you are, whenever you want. We’re sure you’ll immediately fall in love. With our beautiful products. GET IN TOUCH WITH US. Quantum Leap Mobility Pvt Ltd. 90A Road No. 9,. Jubilee Hills, Hyderabad - 500 033. Ximeno Ave, Long Beach, CA - 90815. Quantum Leap Mobility Pvt Ltd.
Quantlab Programming
Tips, tricks and not so well known features. Friday, April 13, 2012. Curve fitting with Hyman monotonicity preserved. In finance, a common problem is how to create sufficiently smooth curves for pricing, hedging and risk management. This is typically a problem when creating exact fit to interest rate curves. From the exact fit you often want smooth forward curves of different kinds. Having an extensive collection of interpolators certainly help. Upplagd av Brain Twitter. Thursday, October 6, 2011. There ...
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Quantlab is a dynamic, technology-driven firm supporting a large-scale quantitative trading operation across a wide range of global financial markets. Founded in 1998, Quantlab is an established presence in quantitative investment management with a track record of consistent profitability under varying market conditions. Quantlab is a member of the Modern Markets Initiative. Quantlab is based in Houston, Texas with affiliates in London, Boston, and the San Francisco Bay Area. QUANTLAB FINANCIAL, LLC.
