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Apr
12
reviewed Reviewed How to calculate bond yield in QuantLib - Python
Apr
12
comment How to calculate bond yield in QuantLib - Python
Hi Kirill Dolmatov, welcome to Quant.SE! Without looking the QuantLib why of doing things probably makes sense. Why don't you try to fix that. As it stands the question is: are there other ways? Which is pretty vague and can be answered with: Yes
Apr
11
reviewed Reviewed Interpretation of Johansen cointegration test in R
Apr
11
reviewed No Action Needed Backtesting and dividend adjustments
Apr
11
reviewed No Action Needed Calculating PCA hedge ratio for 3-leg spread
Apr
11
reviewed No Action Needed long fra and a short ed future with same fixing dates, is convexivity negative or positive?
Apr
11
reviewed No Action Needed What does it mean to 'receive outright'?
Apr
11
reviewed Reviewed List of TSX stocks with their sector and industry
Apr
11
comment List of TSX stocks with their sector and industry
Hi, user37317, welcome to Quant.SE! I agree with @ibiza this doesn't really answer the question.
Apr
10
reviewed Leave Closed How to create time series with lagged in R
Apr
9
reviewed Reviewed How to create time series with lagged in R
Apr
9
comment How to create time series with lagged in R
I'm voting to close this question as off-topic because belongs on StackOverflow where it would be a duplicate
Apr
9
comment How to create time series with lagged in R
That, or implement shift or get it from data.table. You can do a few things but I agree it doesn't fit here. On StackOverflow it would be a duplicate, so closing.
Apr
8
reviewed Reviewed What is the reference python library for portfolio optimization?
Apr
8
comment What is the reference python library for portfolio optimization?
I believe the OP is looking for a library specifically for this type of problem and is aware that what you show is a possibility.
Apr
8
comment Calculating floating P&L of a FIX-order
This is really getting too basic for this site. Please try to solve this yourself.
Apr
7
comment Optimize a function in R
If it's a programming issue I think you'll get better help at StackOverflow. I also don't believe this to be on topic here.
Apr
7
revised Optimize a function in R
Fix wording
Apr
7
comment Calculating floating P&L of a FIX-order
Does rupweb's answer help you? If not, can you clarify your question?
Apr
7
comment Optimize a function in R
What exactly do you mean by 'ignore', "don't know"?