danielkrizian / strategery

Quant Strategy Specification, Backtesting, Optimization And Statistical Analysis Workflow
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`Reduce()` for fast path-dependent evaluation #48

Open danielkrizian opened 10 years ago

danielkrizian commented 10 years ago

image

http://quanttrader.info/public/FasterRCode.pdf http://adv-r.had.co.nz/Functionals.html#functionals-fp