qusma
qusma
Title says it all really, it would be great to have a SubMatrix function that does not create a copy, for performance reasons.
[RoslynPad](https://github.com/aelij/RoslynPad) is one option but I had trouble integrating. Another project worth looking at is [SharpDevelop](https://github.com/icsharpcode/SharpDevelop/wiki/Code-Completion).
Use PCA on returns. Then let user use components to generate scenarios.
Based on current open positions: marginal VaR for current portfolio components, scenario analysis, correlations, correlations in crashes, etc. On top of that, what-if analysis for arbitrary portfolio changes. Estimating cov...
Right now splits break everything. Easy with QDMS since the splits are included, but I've got no idea if it's even possible with just the flex statements alone. The Corporate...
This will probably be in the datagrid filter library (https://github.com/qusma/DataGridFilter). Needed for the orders grid. Use this for the UI: https://wpftoolkit.codeplex.com/wikipage?title=DateTimeUpDown&referringTitle=Documentation ?
Upside captured Upside missed (while flat) Upside lost (while short) Downside captured Downside missed (while flat) Downside lost (while long)