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fmilthaler / FinQuant

A program for financial portfolio management, analysis and optimisation.
MIT License
1.4k stars 199 forks source link

Vectorized computation of cumulative_returns #127

Closed fmilthaler closed 1 year ago

fmilthaler commented 1 year ago

rather than row-by-row operation with apply

fmilthaler commented 1 year ago

Stumbled upon this while I was adding type hints everywhere...