Milktrader: Quantitative finance in R

April 25, 2011
By

(This article was first published on Revolutions, and kindly contributed to R-bloggers)

The blog Milktrader has been on a roll recently with a series of posts with practical examples of quantitative in finance, from backtesting to automated trading, and option pricing to data acquisition. The latest post focuses on calculating returns, with an example of downloading data for a silver ETF and calculating daily returns with the dailyReturn function in the quantmod package. If you're using R for quantitative finance, Milktrader is a great blog to add to your RSS feeds.

Milktrader: Chop, Slice and Dice Your Returns in R

To leave a comment for the author, please follow the link and comment on his blog: Revolutions.
R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series,ecdf, trading) and more...

If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Tags: ,

Comments are closed.

Top 7 articles of the week

  1. Google Analytics + R = FUN!
  2. Quandl Package - 5,000,000 free datasets at the tip of your fingers!
  3. SAS, SPSS, Stata Users: Learn R from Home June 17
  4. Select operations on R data frames
  5. AIC & BIC vs. Crossvalidation
  6. A Shiny web app to find out how much medical procedures cost in your state.
  7. Animations Understood

Sponsors

Mango solutions
mango-solutions.com
Zero Inflated Models and Generalized Linear Mixed Models with R
Quantide: statistical consulting and training
RStudio homepage
RStudio: a free and open source IDE for R
REvolution analytics
HMS Analytical Software GmbH
http://www.eoda.de
Zero Inflated Models and Generalized Linear Mixed Models with R Zero Inflated Models and Generalized Linear Mixed Models with R. Zuur, Saveliev, Ieno (2012).