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.quantkids.com
QuantKing
QuantKiosk
SEC Filings Data. Useable form. 13F filings data delivered in csv form for bulk analysis.
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 ...
Quantlab Financial, LLC
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.
QUANTLab - Quantitative Finance laboratory
XVI Workshop on Quantitative Finance. XIII Symposium on Artificial. QUANTLab in the news. XV Workshop on Quantitative Finance. Statistical modeling, financial data. Instabilities in Financial Markets. Beyond the square root. Optimal execution with nonlinear. Is a quantitative finance research laboratory aimed at providing innovative solutions to the challenges faced by traders, regulators and exchanges in the evolving area of nowadays electronic trading. Il Sole 24 Ore". The main italian daily business n...
Quantitative Method Labs
Doing Stats - the Final Frontier. Doing Statistics with Excel. Excel Macros for Statistics. Steam and Leaf Plot.
