558 search results for "trading"

Free Online Stanford Machine Learning Course: Andrew Ng. Post Mortem.

January 1, 2012
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Free Online Stanford Machine Learning Course: Andrew Ng. Post Mortem.

Happy New Year to all the viewers of this blog and just a short reminder that the course will be available again this January.http://www.ml-class.org/course/auth/welcomeHaving audited the course, I would highly recommend it to anyone who is interested ...

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Portfolio Optimization in R, Part 4

December 23, 2011
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Portfolio Optimization in R, Part 4

This post will conclude the portfolio optimization series.  In this post, we will construct a trading strategy based on portfolio optimization and test the results against the CAPM market portfolio as well as another strategy.It is worth reiterati...

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Happy Holidays and Best Wishes for 2012

December 22, 2011
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Happy Holidays and Best Wishes for 2012

This is just a quick note to wish you and your family a very healthy and happy holidays and wonderful New Year! I hope you enjoyed reading my blog and thank you for your comments and emails. Here is a short R code that implements an interesting idea from the Charting the Santa Claus Rally

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Submit a paper to the R/Finance conference

December 19, 2011
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For anybody using the R language to analyze financial data, the R/Finance conference is the conference of the year. If you have something to share about applied finance with R, the call for papers is now open. The details are below, and the deadline for submissions is January 31, 2012. R/Finance 2012: Applied Finance with R May 11 and...

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Portfolio Optimization in R, Part 1

December 17, 2011
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Portfolio Optimization in R, Part 1

I briefly mentioned in my last post; that I was fooling around with portfolio optimization in R.  This post will the first in a series on the topic of portfolio optimization. Please note, nothing I am about to say should be taken as advice for investing.  These results are based on prior observed returns and the future...

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R / Finance 2012 Call for Papers

December 15, 2011
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Last night, the text below went out to r-sig-finance along with updates to the R/Finance website and its Call for Papers page; followed by some tweeting and Goggle+'ing (and please do feel free to retweet and share at will...) Call for Papers: ...

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Volatility estimation and time-adjusted returns

December 15, 2011
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Volatility estimation and time-adjusted returns

Do non-trading days explain the mystery of volatility estimation? Previously The post “The volatility mystery continues” showed that volatility estimated with daily data tends to be larger (in recent years) than when estimated with lower frequency returns. Time adjusting One of the comments — from Joseph Wilson — was that there is a problem with … Continue reading...

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R/Finance 2012 Call for Papers

December 15, 2011
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I'm excited to share the call for papers for the upcoming R/Finance conference.  Even if you don't submit a presentation, I hope to see you there!Call for Papers:R/Finance 2012: Applied Finance with RMay 11 and 12, 2012University of Illinois, Chic...

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R / Finance 2012 Call for Papers

December 13, 2011
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Last night, the text below went out to r-sig-finance along with updates to the R/Finance website and its Call for Papers page; followed by some tweeting and Goggle+'ing (and please do feel free to retweet and share at will...) Call for Papers: ...

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Visualizing Gestures as Paths

December 11, 2011
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Visualizing Gestures as Paths

Kaggle is hosting an exciting new competition in which the object is to learn to identify sequences of gestures from just one example of each gesture. I would bet this competition has a lot of potential to attract academics interested in machine learni...

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