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# All Questions

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12 views

### Python coding question [closed]

I have a question regarding how to code the logic below in python: I have one reference table containing information what should be inside each different bucket, 1 would indicate it should contain ...
126 views

### Test for confounding variable S&P 500 Python

I'm looking into a possible topic for a school project currently. It involves looking at the S&P 500 in comparison to other indices globally (e.g., Nikkei, DAX, etc.). I currently have plotted 19 ...
160 views

### Noise in ARIMA Model In-Sample Predictions

I am working on fitting some financial data into an ARIMA model to give me a forecast of the next time period. I am using pyramid's auto_arima function to get a ...
169 views

### EWMA using Monte-Carlo simulation

Im trying to forecast volatility using an EWMA model in python. Where i have return(t-1) and variance(t-1). n is number of days. for every Monte-carlo simulation N: t=1: Forecast the variance using: ...
542 views

### Medium Frequency Trading - Better labelling strategy?

The mid-price at time $t$ is denoted by $$p_t = \frac{s_t^{a,1} + s_t^{b,1}}{2}.$$ This mid-price can evolve in minimum increments of half a tick but is almost always observed to move at ...
2k views

### What are the Advantages of R over Python in Statistics? [duplicate]

So I'm a budding quant, but came from an Economics background so what I learned first was R and, of course, have fallen in love ever since. However, I recently started doing research on why Python ...