468 search results for "trading"

A new sponsorship program for local R user groups

January 25, 2011
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Over the past year, Revolution Analytics has sponsored a number of local R user groups, and we've been thrilled to see the enthusiasm with which R users are coming together. This year, we decided to expand and formalize our sponsorship program, so that any local R user group, whether just starting up or already established, can benefit from additional...

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sab-R-metrics: Intermediate Scatter Plots

January 25, 2011
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sab-R-metrics: Intermediate Scatter Plots

First off, I'll say it's been a whirlwind of a past few days. Thanks to David Smith at the Revolutions Blog for his kind words about the sab-R-metrics series and link back this way. Add in Ed Kupfer's posts at the APBRmetrics board, Harry Pavlidis at THT, Dave Allen at Fangraphs...

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sab-R-metrics: Intermediate Scatter Plots

January 25, 2011
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sab-R-metrics: Intermediate Scatter Plots

First off, I'll say it's been a whirlwind of a past few days. Thanks to David Smith at the Revolutions Blog for his kind words about the sab-R-metrics series and link back this way. Add in Ed Kupfer's posts at the APBRmetrics board, Harry Pavlidis at THT, Dave Allen at Fangraphs...

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Posted Question for R Users

January 21, 2011
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Posted Question for R Users

I recently undertook a project where a colleague had about 12 .csv files that they wanted to merge. Each file had a common (key) variable 'Partner' (which is trading partner) with differing columns (variables) except for the common key variable. Actual...

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Plotting overbought / oversold regions in R

January 16, 2011
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Plotting overbought / oversold regions in R

The good folks at Bespoke Investment Group frequently show charts of so-called overbought or oversold levels; see e.g. here for the most recent global markets snapshot.Classifying markets as overbought or oversold is a popular heuristic. It starts...

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Platinum – Palladium relationship

January 11, 2011
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Platinum – Palladium relationship

Creating prediction distributions

January 4, 2011
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Creating prediction distributions

Here we give details and code for the prediction distributions exhibited in yesterday’s blog post Tis the season to predict. Eight years of returns The equity indices use daily closing levels from the start of 2003.  This data comes from Yahoo. A roughly equivalent technique of selecting the last 2000 daily prices is used for … Continue reading...

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R / Finance 2011 Call for Papers: Updated and expanded

December 31, 2010
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One week ago, I sent the updated announcement below to the r-sig-finance list; this was kindly blogged about by fellow committee member Josh and by our pal Dave @ REvo. By now. I also updated the R / Finance conference website. So to round things ...

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R / Finance 2011 Call for Papers: Updated and expanded

December 31, 2010
By

One week ago, I sent the updated announcement below to the r-sig-finance list; this was kindly blogged about by fellow committee member Josh and by our pal Dave @ REvo. By now. I also updated the R / Finance conference website. So to round things ...

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Blog year 2010 in review

December 30, 2010
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Blog year 2010 in review

The blog year started in August and consists of 30-something posts.  Here is a summary. Quant concepts backtesting: Backtesting — almost wordless cointegration: American TV does cointegration efficient frontier: Anomalies meet volatility implied alpha: Implied alpha — almost wordless portfolio theory: Ancient portfolio theory random walk: The tightrope of the random walk returns: A tale … Continue reading...

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