Blog Archives

Testing RSI(2) with R, First Steps

April 13, 2009
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Testing RSI(2) with R, First Steps

This is the first of a series of posts that will demonstrate how to build, test, and implement a trading strategy using my favorite FOSS, R. I chose the RSI(2) strategy because it has gotten considerable attention on trading blogs over the past 6 mont...

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Registration for R/Finance 2009 is Open!

February 20, 2009
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Registration for R/Finance 2009 is Open!

The conference website has details on:the agenda and speakers,travel accommodations,registration, andsponsors, who made the conference possible.Hope to see you there!

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TTR_0.2 on CRAN

February 15, 2009
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TTR_0.2 on CRAN

I am happy to announce a long-overdue update to the TTR package (version 0.2) is now on CRAN.This update represents a major milestone, as TTR useRs are no longer restricted to using matrix objects. TTR 0.2 uses xts internally, so all major time series...

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IBrokers Featured on Quantitative Trading

January 17, 2009
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IBrokers Featured on Quantitative Trading

Jeff Ryan's IBrokers package was mentioned on Ernie Chan's blog, Quantitative Trading. Though the package is still in pre-alpha stage, it is generating quite a bit of interest.Source:Ernie ChanFriday, January 16, 2009Quantitative Trading: Algorithmic ...

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R/Finance 2009: Applied Finance with R

December 30, 2008
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R/Finance 2009: Applied Finance with R

Call for PapersThe Finance Department of the University of Illinois at Chicago (UIC),the International Center for Futures and Derivatives at UIC, andmembers of the R finance community are pleased to announceR/Finance 2009: Applied Finance with Ron Apri...

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Computational Finance with R

December 5, 2008
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Computational Finance with R

Krishna Kumar, Jan Vecer and the great folks at REvolution computing put on a great event at the beautiful Columbia University campus on the Upper West Side of New York.Presentations by Whit Armstrong, Anthony Brockwell, Bryan Lewis, Scott Payseur, Pet...

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Welcome to FOSS Trading

September 28, 2008
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Welcome to FOSS Trading

This blog will highlight the development and use of free open-source software to research, test, and trade financial markets.Meet the authors:Joshua Ulrich is currently the author and maintainer of four R packages:TTR - Technical Trading Rules - a suit...

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