499 search results for "trading"

RQuantLib Windows binary on CRAN

April 4, 2011
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Dirk Eddelbuettel has recently released RQuantLib-0.3.7, which contains the necessary QuantLib builds to allow the CRAN servers to build the Windows binary.This (thankfully) makes my post on how to build RQuantLib on 32-bit Windows unnecessary for casu...

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RQuantLib Windows binary on CRAN

April 4, 2011
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Dirk Eddelbuettel has recently released RQuantLib-0.3.7, which contains the necessary QuantLib builds to allow the CRAN servers to build the Windows binary.This (thankfully) makes my post on how to build RQuantLib on 32-bit Windows unnecessary for casu...

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Bond Market as a Casino Game Part 1

April 1, 2011
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Bond Market as a Casino Game Part 1

With this post, I am doing something I try very hard to avoid, especially when communicating to my clients, and that is blurring the line between investing and gambling.  But after reading all of Reuven Brenner’s books and finishing Ralph Vince ...

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Program announced for R/Finance 2011

April 1, 2011
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R/Finance, the conference devoted to users of R in the financial sector, takes place every year in Chicago. The program has just been announced for R/Finance 2011 (to be held April 29 and 30), and it's jam-packed with talks from on automated trading, financial risk, hedge ratios, stochastic volatility, and much, much, more. Here's the announcement from the organizers:...

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How to backtest a strategy in R

March 26, 2011
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This is the third post in the Backtesting in Excel and R series and it will show how to backtest a simple strategy in R.  It will follow the 4 steps Damian outlined in his post on how to backtest a simple strategy in Excel.Step 1: Get the dataThe ...

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How to backtest a strategy in R

March 26, 2011
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This is the third post in the Backtesting in Excel and R series and it will show how to backtest a simple strategy in R.  It will follow the 4 steps Damian outlined in his post on how to backtest a simple strategy in Excel.Step 1: Get the dataThe ...

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Silver Is A Weighted Coin

March 24, 2011
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Silver Is A Weighted Coin

editorial note: there is an error in the code explained below the code. When you flip a quarter, you normally assume the coin is fair and that there is a 50% chance of getting either heads or tails. Option pricing assumes the world of trading is f...

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Downloading S&P 500 Data to R

March 23, 2011
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The cornerstone of your analysis and quantitative trading algorithms are data. There are lots of different ways how to do it in R (depending of what your investment instruments are). Today I am going to download data from finance.yahoo which are stock ...

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Free and Easy Currency Monitor in R

March 22, 2011
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Free and Easy Currency Monitor in R

Certainly not the best way to keep up with currencies, but the increasingly important job of monitoring currencies can be free and easy in R using Federal Reserve FRED data.  Here is a template that can be adjusted to your favorite currencies with...

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Code Highlighter for R in WordPress

March 21, 2011
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First of all, welcome to my blog! I will write posts about trading, quantitative and algorithmic trading, programming and everything else what is on my mind. Feel free to comment and give suggestions how to improve this blog. Thank you! Well, one of th...

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