You might want to look into the zero function http://www.jlhub.com/julia/manual/en/function/zero http://www.jlhub.com/julia/manual/en/function/zero having a har

You might want to look into the zero function http://www.jlhub.com/julia/manual/en/function/zero http://www.jlhub.com/julia/manual/en/function/zero having a hard-coded 0.0 is a bit of a code smell and can sometimes cause the type instabilities i mentioned. For this code it should not make a difference as log retuns floats but ... it reads as not very Julian bc of that.