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A blog about scientific Python, quant finance, statistics, data analysis, and hacking of all kinds
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A blog about scientific Python, quant finance, statistics, data analysis, and hacking of all kinds
A O(n log n) NA-friendly “as of” array operations
Fri, 04 May 2012 09:42:29 GMT
In time series data, it’s fairly common to need to compute the last known value “as of” a particular date. However, missing data is the norm, so it’s a touch more complicated than doing a simple binary search. Here is …Read more »
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