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Building an indicator from short volume data Price of an asset or an ETF is of course the best indicator there is, but unfortunately there is only onl 阅读全文
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Getting short volume from BATS In my last post I have gone through the steps needed to get the short volume data from the BATS exchange. The code prov 阅读全文
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Boosting performance with Cython Even with my old pc (AMD Athlon II, 3GB ram), I seldom run into performance issues when running vectorized code. But 阅读全文