Blog posts

2021

Return based quality factor on Warsaw Stock Exchange

Published:

Recently I ran across an interesting paper published by National Bureau of Economic Research entitled “Return Based Measue of Firm Quality”. I happen to have a suitable data and thought why not reproduce it on data from polish stock exchange in the free time. It turned out not so bad and thanks to being not filled with boring mathematical formulae I guess it’s also pretty accessible.

2020

Monte Carlo option pricing - comparison of R and Julia languages

Published:

This example investigates the performance of R in comparison to Julia language. Additionally shows how to easily call Julia inside R code. With that being said, we will load JuliaCall library that enables us to do so. Alternatively, there is also XRJulia library available.