{"author_name":"fortran66","type":"rich","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Ffortran66.hatenablog.com%2Fentry%2F2019%2F09%2F19%2F012830\" title=\"\u3010\u30cb\u30e5\u30fc\u30b9\u3011Julia \u30e8\u30a4\u30b7\u30e7\u8a18\u4e8b\u3068\u601d\u3044\u304d\u3084\u3001\u73cd\u3057\u304f Fortran \u8912\u3081\u3089\u308c\u308b - fortran66\u306e\u30d6\u30ed\u30b0\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","title":"\u3010\u30cb\u30e5\u30fc\u30b9\u3011Julia \u30e8\u30a4\u30b7\u30e7\u8a18\u4e8b\u3068\u601d\u3044\u304d\u3084\u3001\u73cd\u3057\u304f Fortran \u8912\u3081\u3089\u308c\u308b","description":"\u610f\u5916\u306b\u516c\u6b63\u3067\u8349 \u3069\u3046\u305b julia \u4e0a\u3052\u8a18\u4e8b\u304b\u3068\u601d\u3063\u3066\u307f\u3066\u307e\u305b\u3093\u3067\u3057\u305f\u304c\u3001\u8997\u3044\u3066\u307f\u308b\u3068\u610f\u5916\u306b Fortran \u3082\u4e0a\u3052\u3089\u308c\u3066\u307e\u3057\u305f\u3002 \u304a\u91d1\u304c\u7d61\u3080\u3068\u30b7\u30d3\u30a2\u3067\u3059\u3002 towardsdatascience.com \u8981\u65e8 During the last months, I have been working intensively on quantitative intraday strategies. As a side result, I have tested workflows for similar tasks in Python, C, Fortran and Julia. Here are \u2026","version":"1.0","published":"2019-09-19 01:28:30","categories":[],"height":"190","url":"https://fortran66.hatenablog.com/entry/2019/09/19/012830","width":"100%","author_url":"https://blog.hatena.ne.jp/fortran66/","blog_title":"fortran66\u306e\u30d6\u30ed\u30b0","provider_url":"https://hatena.blog","blog_url":"https://fortran66.hatenablog.com/","image_url":null,"provider_name":"Hatena Blog"}