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As far as I know the Newton method is the preferred method for yield calculation. Two ideas to optimize the loop spring to mind: Run the loop in parallel. Use the last yield as starting value. If you have a good guess the number of iterations necessary per optimization is reduced significantly. How to get the most out of the previously calculated yield ...


Not sure if it helps you directly but matplotlib (a library for graphs in Python) has some examples of use of technical analysis ie: http://matplotlib.org/examples/pylab_examples/finance_work2.html?highlight=finance http://matplotlib.org/examples/pylab_examples/finance_demo.html?highlight=finance


I'd put this down as a comment, but don't have the reputation to do so. There is (or at least used to be) a two part MOOC course over at Coursera by one of the developers of QuantSoftware Toolkit. This is not an endorsement of the course or the software, just a statement of fact (for the record, I did do a part of the course, but found it too simplistic and ...

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