Feras
Feras
I was wondering if there's an example implementation of BS implied vol estimation for American options and greeks. This tends to be the more commonly needed example than pricing, since...
Do you have a running example of tff.math.fwd_gradient either in the notebook or somewhere in the tests, only saw a very contrived one in https://github.com/google/tf-quant-finance/blob/39a1c03cc9938c6e08fceb63e405eff0fda835be/tf_quant_finance/math/integration/integration_test.py Mainly for the purposes of...
Great project and idea. I wanted to share some feedback and not really an issue per se. The main reason I've moved away from both Nats streaming and passed on...
I just finished work on a pure python stub generator. Right now it's somewhat crude and quality of generated code can be improved upon but it's more or less fully...
The code in the book for estimating uniqueness and building the ind matrix is quite crude and assumes a relatively small number of signals (and or bars). The major speed...
Currently there is no way to define a file client to be `local`. The workaround is to set the client property in the `pipeline.yaml` to `none` like so: ``` clients:...
I was reading through examples and source but there doesn't seem to be a very obvious way to interact with the scheduler. Since currently there dont seem to be any...
I tried both static and system MKL both of which fail with various linker errors. Is there a way to disable the the BLAS altogether. I get a linker error...
I have the latest version of irust, rust_analyzer and everything work fine in Helix and VSCode, but the autocomplete doesn't work in irust in kitty or default ubuntu terminal. I...
Does this extension work with a remote SSH python project. When i first opened a local project it seemed to index it fine, but regardless how many times i reinstall...