Milktrader: Quantitative finance in R

April 25, 2011

(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

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