469 search results for "trading"

FFT (Fast Fourier Transform) of time series — promises and pitfalls towards trading

February 24, 2010
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FFT (Fast Fourier Transform) of time series  — promises and pitfalls towards trading

Fig 1. FFT transformed time series (EBAY) reconstructed with first three and twenty harmonics, respectively.I see quite a few traders interested in advanced signal processing techniques. It is often instructive to see why they may or may not be useful....

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Genetic Algorithm Systematic Trading Development — Part 3 (Python/VBA)

February 20, 2010
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Genetic Algorithm Systematic Trading Development — Part 3  (Python/VBA)

As mentioned in prior posts, it is not possible to use the standard Weka GUI to instantiate a Genetic Algorithm, other than for feature selection. Part of the reason is that there is no generic algorithm to instantiate a fitness function. The same fl...

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Genetic Algorithm Systematic Trading Development– Part 2

February 17, 2010
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Genetic Algorithm Systematic Trading Development– Part 2

We started by discussing the goal of a genetic algorithm, which is to optimally find the candidate pool of rules that are superior to other potential rules. In our example of moving averages, we are seeking the values of parameters of the rule :if ma(...

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Genetic Algorithm Systematic Trading Development — Part 1

February 15, 2010
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Genetic Algorithm Systematic Trading Development — Part 1

I want to start with a brief introduction to what I consider one of the most powerful learning methodologies to come out of Artificial Intelligence in the last several decades-- the Genetic Algorithm. Although it was originally developed to model evol...

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IBrokers Featured on Quantitative Trading

January 17, 2009
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IBrokers Featured on Quantitative Trading

Jeff Ryan's IBrokers package was mentioned on Ernie Chan's blog, Quantitative Trading. Though the package is still in pre-alpha stage, it is generating quite a bit of interest.Source:Ernie ChanFriday, January 16, 2009Quantitative Trading: Algorithmic ...

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Welcome to FOSS Trading

September 28, 2008
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Welcome to FOSS Trading

This blog will highlight the development and use of free open-source software to research, test, and trade financial markets.Meet the authors:Joshua Ulrich is currently the author and maintainer of four R packages:TTR - Technical Trading Rules - a suit...

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R Interface to Myfxbook

April 17, 2014
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R Interface to Myfxbook

Myfxbook provides an interface to your FOREX trading accounts as well as an active trading community. It has a broad range of functionality including a responsive interface to the FOREX market; tools for performing statistical analyses on your trades; the facility to mirror trades from other traders or systems; and provides a platform for publicising

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Getting Social Sciences Out of the Black Box: The Open Access Revolution

April 8, 2014
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Getting Social Sciences Out of the Black Box: The Open Access Revolution

Trading Ethos for LogosUp until very recently (the last 10 years) it has been uncommon for social science researchers to share their data even when the sharing would neither compromise the private information of the subjects nor the validity of the stu...

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Importing Business Climate Index from IFO

April 8, 2014
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CESifo Group in Munich is publishing a couple of very good articles covering the EU Region.In a most recent research I'm trying to use the monthly Business Climate Index from ifo as a layer to trigger further trading activities in R.Here are further De...

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Daylight Saving Effect on S&P500 and FTSE100

April 1, 2014
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Daylight Saving Effect on S&P500 and FTSE100

Does the transition to and from Daylight Saving Time (DST) have a (significant) effect on the stock market? In a recent blog post on The UK Stock Market Almanac, the author found that the average return of the FTSE100 index for the days following the start of British Summer Time (BST) was -0.07% during the

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