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Mar
8
comment Is R being replaced by Python at quant desks?
@MattWolf seems you have wrongly taken data.frame as data.table. Data.frame is not a data.table. Data.table is a separate package, it speed up data.frame with C-written methods. Data.table is currently the fastest open source for aggregation and join. If you have any benchmarks which opposed that (and are not driven by a bug at the time when they were made) please share it as I was looking for any for a long time. Be aware data.table doesn't need indexes to be fast.
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18
accepted What are the advantages/disadvantages of OHLC over VWAP?
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30
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Jan
26
awarded  Student
Jan
26
asked What are the advantages/disadvantages of OHLC over VWAP?