# 331 search results for "quantmod"

## Update for Backtesting Asset Allocation Portfolios post

October 23, 2013
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It was over a year since my original post, Backtesting Asset Allocation portfolios. I have expanded the functionality of the Systematic Investor Toolbox both in terms of optimization functions and helper back-test functions during this period. Today, I want to update the Backtesting Asset Allocation portfolios post and showcase new functionality. I will use the

## Knoxville R User’s Group Meeting November 1

October 22, 2013
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The next meeting of the Knoxville R User’s Group will consist of four 20-minute talks followed by an open planning session. It will take place on Friday, November 1, from 2:00 p.m. to 4:00 p.m. at The University of Tennessee, … Continue reading →

## A technique for doing parametrized unit testing in R: Case study with stock price data analysis

September 13, 2013
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Ensuring the quality and correctness of statistical or scientific software in general constitute as one fo the main responsibilities of scientific software developers and scientists who provide a code to solve a specific computational task. Sometimes t...

## 7Twelve Back-test

August 14, 2013
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I recently came across the The 7Twelve Portfolio strategy. I like the catchy name and the strategy report, “An Introduction to 7Twelve.” Following is some additional info about the The 7Twelve Portfolio strategy that I found useful: On Israelsen’s 7Twelve Portfolio The 7/12 Allocation Today I want to show how to back-test the The 7Twelve

## Stocks and Bonds Behavior by Decade

August 13, 2013
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I struggled with whether or not I should even post this.  It is raw and ugly, but it might help somebody out there.   I might use this as a basis for some more gridSVG posts, but I do not think I have the motivation to finish the analysi...

## Calendar-based Sector Strategy

August 5, 2013
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I recently came across the Kaeppel’s Sector Seasonality Strategy which is described in Kaeppel’s Corner: Sector Seasonality and updated in Kaeppel’s Corner: Get Me Back, Clarence. Today I want to show how to back-test the Kaeppel’s Sector Seasonality Strategy using the Systematic Investor Toolbox. Following are the strategy rules: Buy Fidelity Select Technology (FSPTX) at

## Stop Loss

July 29, 2013
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Today I want to share and present an example of the flexible Stop Loss functionality that I added to the Systematic Investor Toolbox. Let’s examine a simple Moving Average Crossover strategy: Buy is triggered once fast moving average crosses above the slow moving average Sell is triggered once fast moving average crosses below the slow

## ggplot2 with Noam Ross theme

July 26, 2013
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When I first saw Noam Ross' blog post "The null model for age effects with overdispersed infection", I immediately liked the look of his ggplot2 graphs. I was even more delighted when I discovered that he has made his theme available on github. Even though I am all into rCharts, I still love a beautiful publication...