sage-finance Google Group

Re: [sage-finance] Introduction

2011-02-14T07:45:45Z

I agree. I think it would be great if you could add this
functionality. How to do so is explained in the Sage Developer's
guide:
[link]
That's also a great idea. I think the TimeSeries code is pretty
straightforward (it's just simple Cython code). I wrote most of it,

Introduction

2011-02-14T02:29:49Z

Hi Folks,

This group seems to have been idle for a while, but I thought I
would introduce myself and see if anyone else out there shared some
interests and perhaps we can get some development going in the
quantitative finance domain.

I'm much more interested in currency data than Stocks, so I'd like to

answer group

2009-09-13T18:50:41Z

Find answer for any question here [link]

Fwd: sage @ Quantnet.org - Financial Engineering Forum

2009-02-21T18:58:01Z

---------- Forwarded message ----------
To: William Stein <wst...@gmail.com>
Hi, my google-alert just told me about this. I think you maybe want to
follow that thread or answer there!
[link]
h

Re: [sage-support] Re: moving spkg between versions - is it possible - QuantLib

2009-02-20T16:03:42Z

On Fri, Feb 20, 2009 at 4:29 AM, mabshoff
Holy crud. 14 hours! Gees.
There were some messages just over a week ago so it isn't dead:
[link]
Please join and start posting.
Yep, and Glenn Tarbox is also interested in pushing this functionality forward.
There is also the finance.[tab] functionality in sage, which is very fast.

Re: [sage-devel] Proposal to enhance date / time features

2009-02-11T23:03:03Z

I know that Phaedon Sinis's new package for quantitative finance in
Sage, which he intends to submit within about 2 weeks, has lots of
more sophisticated date/time handling than what is builtin to Python,
at least stuff motivated by finance. I'm guessing you're also
interested in datetime functionality motivated by finance. So

Re: stylistic question

2009-02-07T20:33:25Z

I've cc'd this to the sage-finance Sage development group, which you
might want to subscribe to:
[link]
Regarding your question:
1. It should be FinanceDate(2009, 2, 6).add_business_days(5)
since in Python people usually use CamelCase for class constructors,
but lower case and underscores for function names. It's just the

gnumeric..

2008-08-13T16:10:11Z

I use gnumeric as my spreadsheet. It has python built in although its
somewhat tricky to figure out (not a focus area). good news is once it
works, it really works and has some other "tricks" as well (mostly
undocumented function atl_last which will suck from a pipe and update
cells asynchronously). I'll post something with examples soon.

Re: [sage-finance] Sage with QuantLib

2008-08-13T16:06:45Z

On Tue, 12 Aug 2008 22:29:50 -0700, mabshoff <mabsh...@googlemail.com>
wrote:
wow. This is great!!! I'll dig in and see whats up.

Sage with QuantLib

2008-08-13T05:29:50Z

Hi,

I have build experimental packages for boost-1.34-1, QuantLib and
QuantLib-SWIG. It is a rather heavy build and will as is not work on
OSX unless we switch the Python there to ucs2.

I have a binary that is available from /bin on sage.math:

mabshoff@sage:~$ sage-quantlib
------------------------------ ------------------------------ ----------

IB Protocol Buffer

2008-07-20T18:53:01Z

I've put up a repo at:
[link]
to maintain the work I'm doing to build the IB Protocol Buffer RPC
implementation. The repo will likely change rather dramatically once I
have things working because this repo basically a superset of another
repo to build proper RPC support for Protocol Buffer both at the

Re: [sage-finance] Re: Updates - opentick

2008-07-16T07:48:43Z

Is your code posted somewhere? I could try hacking on it a little
when I have access to it.
-- William

Re: [sage-finance] Re: Updates - opentick

2008-07-15T02:07:22Z

This all smells like windows stuff and can likely be yanked for now.
We'll work it when we need to be cross platform.
-glenn

Re: Updates - opentick

2008-07-14T23:12:27Z

Hello,

Just a little update on my progress:

I established basic communication between the OTFeed library and my
opentick.pyx source file, meaning that compiling works with the
command

cdef extern from "OTClient__LINUX.h":
ctypedef struct c_OTClient "OTClient":
pass

and and empty class

Re: [sage-finance] Re: Updates - opentick

2008-07-13T05:35:41Z

did you say elaborate? :-)
OpenTick hasn't been taking new customers or allowing existing customers
to add exchanges etc. The concept was that there's some kind of
upgrade.
Well, that was about 3 months or so ago. There's no current info on the
forums... other than the sticky post that "we'll be in touch"... it all