Gustavo Lacerda

'bid' and 'ask' are often 0, in an inconsistent pattern

2

call = Call('SPY', d=18, m=12, y=2020) print(call.strikes[30:40]) call.set_strike(211) print(call.ask) call.set_strike(212) print(call.ask) call.set_strike(213) print(call.ask) Output: (205, 207, 208, 209, 210, 211, 212, 213, 214, 215) 0.0 79.43 0.0 This seems to...

ICA error

3

I ran the example given: using DimensionalityReduction # Generate true sources S_true = rand(5,1000); # Mixing matrix H_true = randn(5, 5); # generate observed signals X = H_true*S_true; results =...

compiled R

1

The requirements say: ‹‹ R, compiled with the option --enable-R-shlib ›› Is it essential to compile R myself? require("Rif") gives lots of errors: julia> require("Rif") Warning: replacing module Rif Warning:...