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Is DotNet and Excel easier more powerful and popular than using open source R or Python for heavy algorithm processing and calculating? –

Let’s talk the power and heavy lifting capabilities of Excel as compared to R or Python: Is DotNet CSharp Excel easier more powerful and popular than using open source R or Python for heavy algorithm processing and calculating? – See more at: https://quantlabs.net/blog/2014/03/is-dotnet-csharp-excel-easier-more-powerful-and-popular-than-using-open-source-r-or-python-for-heavy-algorithm-processing-and-calculating/#sthash.41qlE1Hy.dpuf Power of DotNet C# controlling an Excel workbook or worksheet is impressive to calculations …

Is DotNet and Excel easier more powerful and popular than using open source R or Python for heavy algorithm processing and calculating? – Read More »

Automated Trading Pair Excel worksheet for DotNet CSharp calculating trading signal with Profit and Loss

Automated Trading Pair Excel worksheet for DotNet CSharp calculating trading signal with Profit and Loss This has  a lot potential as I demo in this video Join my FREE newsletter when I demo this entire workflow for pair trading NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry …

Automated Trading Pair Excel worksheet for DotNet CSharp calculating trading signal with Profit and Loss Read More »

[Webinar] Learn Calculating Duration & Convexity and its Effect on Bond Prices

WANT TO LEARN MORE ABOUT THESE WEBINARS? Join my FREE newsletter What: [Webinar] Learn Calculating Duration & Convexity and its Effect on Bond Prices When: Tuesday, July 2, 2013 8:00 PM Where: Online Webinar Conference anywhere with an online connection Toronto, ON Registration For Free Now: http://www.edupristine.com/webinars/master-the-art-of-calculating-duration-and-convexity-and-its-effect-on-bond-prices/ Date: Tue, 2 July 2013 @ 8 PM …

[Webinar] Learn Calculating Duration & Convexity and its Effect on Bond Prices Read More »

When calculating the Sharpe Ratio, say, for ten years of data, what is generally accepted as the risk-free rate? 90-day T-Bills?

When calculating the Sharpe Ratio, say, for ten years of data, what is generally accepted as the risk-free rate? 90-day T-Bills? 1, 2 year Notes? The T-Bond yield for the comparable term at inception? == I agree with Peter Irojah. Some people think or used to think that Risk Free Rate was related to Government …

When calculating the Sharpe Ratio, say, for ten years of data, what is generally accepted as the risk-free rate? 90-day T-Bills? Read More »

When calculating the Sharpe Ratio, say, for ten years of data, what is generally accepted as the risk-free rate?

When calculating the Sharpe Ratio, say, for ten years of data, what is generally accepted as the risk-free rate? 90-day T-Bills? 1, 2 year Notes? The T-Bond yield for the comparable term at inception?   == Yes, definitely, short maturity sovereign debt. Oh, er, wait a minute… may have to rewrite those textbooks. Could be …

When calculating the Sharpe Ratio, say, for ten years of data, what is generally accepted as the risk-free rate? Read More »

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