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updated 2 years ago

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

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

getHistoricalIntraDayStockPrice(ticker,exchange,interval,...

getUniqueDayElements(dates, input)

getVWAP(price, volume, dates)

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updated 3 years ago

Parabolic SAR by 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

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

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