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Hi Robert,
This is another fine project together with your excellent portfolio optimisation work.
I hope you don't mind me asking a question as someone inexperienced in this area regarding the amo…
lefig updated
4 years ago
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The purpose of this set of functions or class is to facilitate PnL estimation under the consideration of
1. assets under management
2. volatility target or leverage rule
3. transaction costs
Like N…
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I notice that increasingly we end up having to implement algorithms for a sequence and then the same algorithm for a time step. In theory a time series is something that is based on time, not on index…
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# Problem
In financial applications it is common to be interested in predicting at time $t$ the direction of change for an asset at time $t+m$, where $m \geq 1$ is a future time period. Generally s…
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# Challenge 10 - A Web Application for Interactive Visualisation of Verification Results
> **Stream 1 - Data Visualization and visual narratives for Earth Sciences applications**
### Goal
Devel…
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I see RLE in imcs,it is greate,but I think the benefit is limited for real world compare with common compression algorithm such as lz4,lzo,snappy.
infobright can reach 10:1~40:1 compression ratio,may …
amutu updated
10 years ago
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I've got several charts that get displayed in various Bootstrap panels, I would like to size the chart to fit in the dynamically-sized + positioned panel. I'm going nuts trying to make that happen. …
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References: #1585
Description from @pzwang : "piping netcat data into bokeh server or plot rendering in IPyNB output cell"
This is predicated on ongoing bokeh CLI tool work but this is a concrete …
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**Is your feature request related to a problem or challenge? Please describe what you are trying to do.**
In many timeseries workloads, the need to join one record to another based on recency or orde…