Aug
12
comment Basis calculation
If it's a stock index model, I'll need the dividend amounts if the ex-dividend date falls between now and the futures expiration date. For the interest rate, would it be the borrowing cost per stock (from the prime brokerage if we were shorting) or would it be the borrowing cost of capital i.e, if we had to finance a long position?
Aug
8
asked Basis calculation
Jul
22
comment How to properly write order book data into influxdb with same timestamp
They worked for me. What I used to do was pull in the entire dataset and then do a Pandas groupby on the index. If I wanted just the top 5 levels l, in my query I used to add where Level <= 4. Then do a groupby.
Jul
21
comment How to properly write order book data into influxdb with same timestamp
Yes query by a given datetime gives me the entire order book snapshot. If I query by levels, say level 0, it will give me the top of the book data.
Jul
10
accepted Fast EMA calculation on large dataset with irregular time intervals
Jul
9
comment Fast EMA calculation on large dataset with irregular time intervals
How would I write the loop in C++ and call it in Python? I know the Boost library can be used but is there a recommended way?
Jul
9
comment Fast EMA calculation on large dataset with irregular time intervals
added to original post
Jul
9
revised Fast EMA calculation on large dataset with irregular time intervals
added 549 characters in body
Jul
9
comment Fast EMA calculation on large dataset with irregular time intervals
the alpha is not the same across all rows.
Jul
9
asked Fast EMA calculation on large dataset with irregular time intervals
Jul
2
comment How do I element-wise multiply an array of 6 elements with an array of 12 elements with the smaller array repeating?
along the same lines, what if I had (x,y) and (d1, d2, d3) and I wanted it in the order as (xd1, xd2, xd3, yd1, yd2, yd3)
Jul
2
asked How do I element-wise multiply an array of 6 elements with an array of 12 elements with the smaller array repeating?
Mar
26
awarded Notable Question
2018
Dec
7
awarded Popular Question
Oct
27
awarded Commentator
Oct
26
comment Convert row data into column data in pandas
The data is a dataframe. Sorry it didn't get formatted correctly but there are 2 columns. Field and Value. Field has CRD, LegalName, BusName, URL.
Oct
26
comment Convert row data into column data in pandas
transpose converts it into 1 very long row
Oct
26
asked Convert row data into column data in pandas
Oct
22
comment Need to add children to wife's itinerary
Airline is Air India. Hard to get a hold of anyone. It was booked through Expedia. Tried calling them and they said to call airlines.
Oct
22
awarded Student
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