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A tool for developing quantitative strategy model

3 pointsby Judyrabbitabout 1 year ago

1 comment

richrichieabout 1 year ago
&gt; Look at the Python code first:<p>close=[12.99,12.72,…] s = pd.Series(close) ss = s.shift() ma = (s-ss).fillna(0).max()<p>SPL code: =A1.(if(#==1,0,~-~[-1])).max()<p>Well, this level of cryptic stuff is nightmare for debugging and maintenance. So i think i prefer Python. If loops are slow, perhaps Cython or C&#x2F;C++&#x2F;Rust interop will get it done. Or there is always Julia for quant strat professionals who recoil in horror at the sight of C&#x2F;C++&#x2F;Rust.
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