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Showing posts with the label Quantitative Finance
How To Calculate Volume Weighted Average Price (vwap) Using A Pandas Dataframe With Ask And Bid Price?

How To Calculate Volume Weighted Average Price (vwap) Using A Pandas Dataframe With Ask And Bid Price?

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How do i create another column called vwap which calculates the vwap if my table is as shown below?… Read more How To Calculate Volume Weighted Average Price (vwap) Using A Pandas Dataframe With Ask And Bid Price?
How To Apply The Hurst Exponent In Python In A Rolling Window

How To Apply The Hurst Exponent In Python In A Rolling Window

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I am trying to apply the Hurst Exponent on SPY closing prices on a rolling window. The below code (… Read more How To Apply The Hurst Exponent In Python In A Rolling Window
Pandas P&l Rollup To The Next Business Day

Pandas P&l Rollup To The Next Business Day

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I'm having a hard time trying to do this efficiently. I have some stocks and daily P&L info… Read more Pandas P&l Rollup To The Next Business Day