Comments (2)
Added testing for 2 of 5 modules @rsvp. Newer version should be backwards-compatible.
from pyfinance.
@bsolomon1124 hi Brad, nice to see the computational results
for the spreads being tested against dependable sources:
- Thomas Ho Company LTD: financial models, http://www.thomasho.com/mainpages/analysoln.asp
- Analysis of Derivatives for the Chartered Financial Analyst® Program,Don M. Chance, PhD, CFA
If the spreads are correctly priced, then their components are likely to be also correct
(given the assumptions of the underlying model), thus increasing confidence in usage!
from pyfinance.
Related Issues (18)
- Can't get sample to work HOT 1
- PandasRollingOLS reports ValueError HOT 2
- Bad ValueError raised in window-length check HOT 1
- it does not make sense when calling the property "rsq" and "rsq_adj"
- install error HOT 1
- semi_stdev function is wrong
- RollingOLS unnecesarily implements LRUCache, which causes memory issues with larger objects.
- FreqGroup class seems to be in pandas._libs.tslibs.dtypes HOT 3
- Looking for new project maintainer
- Deprecation warning for file: returns.py line: 124
- KeyError for file: utils.py line: 555
- function "get_anlz_factor" return error
- Should add option of minimum periods of none when there is a specific window size HOT 1
- PandasRollingOLS does not actually work with use_const=False HOT 6
- Installation via pip doesn't work HOT 1
- min_window option in RollingOLS HOT 3
- random minor fix HOT 4
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from pyfinance.