quantitative-finance

DORSETRIGS

How do I reference a previous financial value in pinescript so that I can calculate the growth rate of that value?

Tracking Financial Growth in Pine Script Calculating Growth Rates Understanding the growth rate of a financial value is crucial for traders and investors Pine S

How do I reference a previous financial value in pinescript so that I can calculate the growth rate of that value?

Can backtrader plot only with close price?

Can Backtrader Plot Only with Close Price Backtrader is a popular Python library for backtesting trading strategies One of its features is the ability to plot t

Can backtrader plot only with close price?

cerebro.plot() from backtrader doesn't plot

Troubleshooting the cerebro plot Issue in Backtrader When using Backtrader for backtesting trading strategies you might encounter an issue where the cerebro plo

cerebro.plot() from backtrader doesn't plot

Download Historical Data Issue with IBrokers package

Resolving Download Historical Data Issues with the I Brokers Package If you re a trader or a quantitative analyst using R for your financial analysis you may ha

Download Historical Data Issue with IBrokers package

Efficiently Synchronizing Put/Call Ratios for Identical Contracts in a Tokio-based, Rust Quantitative Backtesting System

Efficiently Synchronizing Put Call Ratios for Identical Contracts in a Tokio based Rust Quantitative Backtesting System In todays fast paced trading environment

Efficiently Synchronizing Put/Call Ratios for Identical Contracts in a Tokio-based, Rust Quantitative Backtesting System

Gradient flow in Pytorch for autocallable options

Understanding Gradient Flow in Py Torch for Autocallable Options In the world of financial derivatives autocallable options are increasingly popular for their u

Gradient flow in Pytorch for autocallable options

Specifying an advanced GARCH model in R

Modeling Financial Volatility with GARCH Capturing Announcement Effects in R Financial markets react dynamically to new information often exhibiting increased v

Specifying an advanced GARCH model in R

Does coint from statsmodels.tsa.stattools in python consider stationarity?

Understanding Cointegration in Python Does coint Assume Stationarity Cointegration is a powerful concept in time series analysis allowing us to identify long te

Does coint from statsmodels.tsa.stattools in python consider stationarity?

How are Momentum Range bars generated in tradovate?

Unveiling the Mystery How Momentum Range Bars Work in Tradovate Tradovates Momentum Range bars offer a unique perspective on price action highlighting periods o

How are Momentum Range bars generated in tradovate?

Pricing the embedded option of a Zero-Coupon Linear Callable Note

Pricing the Embedded Option of a Zero Coupon Linear Callable Note This article delves into the complex world of pricing embedded options within a zero coupon li

Pricing the embedded option of a Zero-Coupon Linear Callable Note

Jax vs numpy for generating Heston paths

Jax vs Num Py for Generating Heston Paths This article will delve into the performance differences between Num Py and JAX when generating paths under the Heston

Jax vs numpy for generating Heston paths