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R PerformanceAnalytics::Return.portfolio() generates NaN when geometric=TRUE...

rfinancequantitative-financeperformanceanalytics

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PerformanceAnalytics R package's historic VaR doesn't match my calcs...

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quantmod display weekly indicator on daily chart...

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

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User defined function input to loop every row of data frame...

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Is there something in Python similar to quantstrat in R?...

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Pandas Panel for share portfolio...

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quantmod <- Having trouble writing a formula to extract single day returns without headers...

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Time Series data aggregation and NA handling using R...

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How to set a used defined value to all the columns in a data frame...

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Select a range of 5 mins by date and time using R...

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Pyalgotrade - TA-LIB - Indicator Returns "NONE"...

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How to simulate random returns with numpy...

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given total returns and dividends, vectorize the implied price...

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Financial Options. fOptions vs RQuantLib...

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How to estimate static yield curve with 'termstrc' package in R?...

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How to calculate rolling window Bull and Bear Beta ? - PerformanceAnalytics R...

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Incorrect reindexing when Summer Time shifts by 1 hour...

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R: Calculating IV using Black-Scholes and bisection method, loop refusing to work...

rloopsquantitative-financebisectionvolatility

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R: run parallelized backtest...

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Quantmod: extracting split dates from yahoo EOD price data...

rsplitquantmodyahoo-financequantitative-finance

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Sum xts elements on a list row by row...

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fBasics::fitStable working suspiciously...

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Errors Following Michael Halls-Moore Algorithmic Trading...

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

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How to export all indicator values by MQL4 programme for all the available MetaTrader Terminal 4 His...

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Error with lm and quantmod in R...

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Adding Multiple Chart Series in Quantmod R...

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Downloading Quotes in CSV format from Yahoo Finance - Beta symbol?...

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to.hourly adding open and close columns...

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