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3 results for “from:Frédéric LABORDERIE”

Blotter : "Error: cannot allocate vector of size 300 Mb"
Frédéric LABORDERIE · Sep 10, 2010 · r-sig-finance

Hello, I am trying to use Blotter's addTxn for the testing of a strategie. It is tested on daily bars, 5 years of data and there are 225 trades. In spite of those modest numbers, I get the out...

Blotter : pbm with P&L calculation
Frédéric LABORDERIE · Sep 9, 2010 · r-sig-finance

hello, I am trying to port a strategie from Tradestation to R, and I bump into what seems to me to be a problem (?). In the screenshot attached you can see that on June 21st I reverse a position from...

Blotter : pbm with P&L calculation
Frédéric LABORDERIE · Sep 9, 2010 · r-sig-finance

Hello Brian, Thank you for your very prompt answer. I will look at your function, and use it in the future. But you have answered my question already, as indeed I am going straight from long to short or vice...

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