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Python QuantLib datecount ActualActual basis vs Matlab daycount basis

I think the underlying question should be why you would want to use Matlab's date2time computation as opposed to others? Also, do you know the exact use case of date2time specifically? According to ...
AKdemy's user avatar
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4 votes
Accepted

Calculating swap rolldown using the RatesLib Python Library

Your question seems restricted only to the lines: ...
Attack68's user avatar
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3 votes

Python QuantLib datecount ActualActual basis vs Matlab daycount basis

I'm not sure what convention Matlab means when they say "actual/actual"; there are a few of them, see e.g. https://www.isda.org/a/AIJEE/1998-ISDA-memo-%E2%80%9CEMU-and-Market-Conventions-...
Luigi Ballabio's user avatar
4 votes

Python QuantLib datecount ActualActual basis vs Matlab daycount basis

I think you will never find 30.0302 using quantlib : ...
TourEiffel's user avatar
0 votes

R or Cpp for some finance work involved complex numbers?

You can try the following codes to get a feeling: ...
Ian's user avatar
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0 votes

Rolling Calculation of Slope in Python

this is a similar solution, but using scipy.stats.linregress ...
gnzsnz's user avatar
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0 votes

How to compute moving average convergence divergence without using pandas ewm function?

I managed to fix the code it provides the values accurately. ...
dev0419's user avatar
0 votes

Reverse Optimization: finding the returns that satisfy specific weights given one known return

Referencing the original answer to the general problem and the definitions wherein, we remember the optimal investment decision which we can rewrite as: $$ \begin{align} w^*&=w_0+\frac{b}{\gamma}\...
Kermittfrog's user avatar
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1 vote

Reverse Optimization: finding the returns that satisfy specific weights given one known return

OP takes Black-Litterman reverse optimization expected returns, overrides one of the values with a different expected return, and finds that the resulting portfolio didn't match the original one. This ...
John's user avatar
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