Data Science. TileDB. Open Source. Quant Research. R. C++. Debian. Linux. Adjunct Clinical Professor, University of Illinois. Lots of coffee. And some running.
To clarify on the #rstats sampling profiler by @unconj1:
- xrprof is now in @Debian unstable: if you run that (or testing w/ unstable pinned) do `apt install xrprof`
- xrprof is now in @Ubuntu hirsute so 21.04 should have it
- in the meantime and for 20.04/20.10, my PPA has it:
The next version of `td` is vectorized: one call to @twelvedata returns a list of objects.
Below is a simple example (also in the help page) retrieving the last five hours of SPY, QQQ, IWM and EWM as minute bars and plotting them.
#rstats#fintwit#fintech@RinFinance