558 search results for "trading"

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 financial time series tips everyone should know about

July 7, 2015
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There are many R time series tutorials floating around on the web this post is not designed to be one of them. Instead I want to introduce a list of the most useful tricks I came across when dealing with financial time series in R. Some of the functions presented here are incredibly powerful but unfortunately buried in the

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R Consortium News Roundup

July 6, 2015
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In case you missed the news last week, the (https://www.r-consortium.org/news/announcement/2015/06/linux-foundation-announces-r-consortium-support-millions-users-around). This new non-profit trade group will work with the R Foundation to support the R Community and the R Project generally. As you might expect, the announcement generated quite a bit of news in the press. Here are links to some of the coverage: * Venturebeat:...

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The R Consortium: what does it mean for me?

July 2, 2015
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By Andy Nicholls, Head of Consulting Earlier this week a press release from the Linux Foundation formally unveiled The R Consortium: “a group of businesses organized under an open source governance and foundation model to provide support to the R community, … Continue reading →

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PRESS RELEASE: Mango Solutions and The R Consortium

June 30, 2015
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PRESS RELEASE: Mango Solutions and The R Consortium

Mango Solutions announces its key involvement with the newly launched R Consortium to support millions of users around the world   Mango Solutions, the leading data science company based in Europe and with offices in the UK and China are … Continue reading →

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Announcing the R Consortium

June 30, 2015
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Announcing the R Consortium

The R community has grown explosively over the past few years, both in terms of the number of R users and the number of companies who rely on R as their data science platform. To serve the needs of this rapidly growing community, and to continue the success of the R Project as a whole, representatives from the R...

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