526 search results for "trading"

The R-Files: Paul Teetor

October 19, 2011
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The R-Files: Paul Teetor

"The R-Files" is an occasional series from Revolution Analytics, where we profile prominent members of the R Community. Name: Paul Teetor Profession: Quantitative developer (freelance) Nationality: American Years Using R: 7 Known for: Author of R Cookbook (O’Reilly Media, 2011) An active member of the R community, Paul Teetor is a quantitative developer and statistical consultant based in the...

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Free auditing of Stanford AI and Machine Learning Courses w/Peter Norvig

October 14, 2011
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Free auditing of Stanford AI and Machine Learning Courses w/Peter Norvig

Just wanted to notify viewers of a few great courses that are being offered free for auditing and/or participation by well known industry experts, including co-author of the classic text on AI, 'Artificial Intelligence: A Modern Approach,' Peter Norvig...

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Spatiotemporal Data Mining: 2

October 6, 2011
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Spatiotemporal Data Mining: 2

There are many visual methods used to identify patterns in space and time. I've discussed some in prior threads and will show a few others briefly here. One of the most difficult questions I often hear from others regarding markov type approaches, is...

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Jeff Augen Volatility Spike Code in R

October 2, 2011
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Jeff Augen Volatility Spike Code in R

Jeff Augen has written many excellent books on options trading, including&nb...

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Difficult Month for One of My Best Ideas

September 30, 2011
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Difficult Month for One of My Best Ideas

THIS IS NOT INVESTMENT ADVICE.  MY IDEAS PROBABLY WILL LOSE YOU MONEY, AND I WILL NOT LET YOU KNOW WHEN I CHANGE MY MIND. Bloomberg’s article “Asian Currencies Set for Worst Month Since 1997 Crisis Caused IMF Bailouts” demonstrates why with ...

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ttrTests This is a Test–Test 1 and Test 2

September 28, 2011
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ttrTests This is a Test–Test 1 and Test 2

Just to remind everyone, THIS IS NOT INVESTMENT ADVICE AND ANY ACTIONS TAKEN BASED ON THIS DISCUSSION WILL PROBABLY RESULT IN SIGNIFICANT LOSSES. We had fun with the ttrTests package in two previous posts ttrTests: Its Great Thesis and Incredible Poten...

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ttrTests: Its Great Thesis and Incredible Potential

September 26, 2011
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ttrTests: Its Great Thesis and Incredible Potential

I stumbled on the ttrTests R package as mentioned in my post ttrTests Experimentation.  I did not recognize its potential until I spent much more time absorbing the basis of the package—David St. John’s thesis Technical Analysis Based on Movin...

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Arc Diagram and spatiotemporal data mining visualization

September 23, 2011
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Arc Diagram and spatiotemporal data mining visualization

I won't spend too much time discussing this fascinating topic other than to say it relates very much to prior discussions about pattern discovery via visual data mining (see lexical dispersion plots for example).  I happened across an interesting ...

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Are new SEC rules enough to prevent another Flash Crash?

September 22, 2011
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Are new SEC rules enough to prevent another Flash Crash?

At 2:42PM on March 10 2010, without warning, the Dow Jones Industrial Index plunged more than 1000 points in just 5 minutes. It remains the biggest one-day decline in this stock market index in history. On an intra-day basis, anyway: by the end of the day, the market had regained 600 points of the drop. At the time, the...

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Revolution Analytics Fall Webinar Series

September 14, 2011
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We've lined up what we think is an amazing series of R-related webinars over the next couple of months. These free 30-60 minute webinars will cover a wide range of topics: big-data analysis in R with the RevoScaleR package, Hadoop and Netezza; introductions to R for SAS users and for R users new to Revolution R; and applications of...

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