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Quantitative Finance with Julia
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NDX rally of 10% over past 21 trading days | Quant Kitchen
https://quantkitchen.wordpress.com/2013/05/18/ndx-rally-of-10-over-past-21-trading-days/comment-page-1
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...
About | Quant Kitchen
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Quantitative Finance with Julia. Quantitative finance packages and code written in Julia. Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public). You are commenting using your WordPress.com account. ( Log Out. You are commenting using your Twitter account. ( Log Out. You are commenting using your Facebook account. ( Log Out. You are commenting using your Google account. ( Log Out. Notify me of new comments via email.
NDX rally of 10% over past 21 trading days | Quant Kitchen
https://quantkitchen.wordpress.com/2013/05/18/ndx-rally-of-10-over-past-21-trading-days
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...
Introducing Quant Kitchen | Quant Kitchen
https://quantkitchen.wordpress.com/2013/05/17/introducing-quant-kitchen
Quantitative Finance with Julia. May 17, 2013. Welcome to quantitative finance with Julia. Julia is a dynamic programming language released in February 2012. Here in Quant Kitchen, we’ll be using it to program solutions for computational finance problems, including trading algorithms, portfolio analysis and machine learning of markets. The current cutting-edge open-source packages in quantitative finance can be found in R and Python. R has a suite of very useful packages including. Package, and the.
May | 2013 | Quant Kitchen
https://quantkitchen.wordpress.com/2013/05
Quantitative Finance with Julia. Monthly Archives: May 2013. 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! Extremes(x) = max(x), min(x) extremes(re...
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Resources | Julia Workshops
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Articles about Julia Programming. Julia: A Fast Dynamic Language for Technical Computing. Julia (Julia-lang) Performance Compared to Fortran and Python. Julia, I Love You (R news and tutorials) – R-bloggers. Quant Kitchen Quantitative Finance with Julia. Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public). You are commenting using your WordPress.com account. ( Log Out. Notify me of new comments via email.
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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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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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