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updated almost 3 years ago

Volume Weighted Average Price from Intra-Daily Data by Semin Ibisevic

Semin Ibisevic

Retrieves the VWAP from intra-daily data of Google Finance (volume, weighted, average)


getUniqueDayElements(dates, input)

getVWAP(price, volume, dates)

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updated almost 4 years ago

Parabolic SAR by Martin Kolar

Martin Kolar

calculates Parabolic SAR given high and low (finance, indicator, technical)

sar(high, low)

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updated 7 years ago

Predictability of short horizon stock index returns and international markets efficiency by Anis Ben Hassen

Anis Ben Hassen

weak form markets efficiency tests eleborated within this article (whitepaper, article, paper)

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