Multiplication

Multiplication is one of the commonly used mathematical operations in quantitative trading, used to calculate the product of two time series data.

Calculation Principle

Multiplication uses the following formula:

Result = Series1 × Series2

Where:

  • Series1: First input series
  • Series2: Second input series

Parameter Description

  • Input Parameters: Two K-line data series
  • Output: Product of corresponding positions in both series

Usage Recommendations

  1. Ensure both input series have the same length
  2. Pay attention to data type consistency
  3. Consider the possibility of numerical overflow
  4. Handle missing values appropriately
  5. Pay attention to decimal precision issues

Notes

  • Input series must be aligned
  • Pay attention to numerical precision issues
  • Consider the impact of extreme values
  • Pay attention to data preprocessing
  • Pay attention to numerical range
  • Consider rounding errors
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