537 search results for "trading"

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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Comparing Flexible and Elastic Asset Allocation

January 29, 2015
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Comparing Flexible and Elastic Asset Allocation

So recently, I tried to combine Flexible and Elastic Asset Allocation. The operative word being–tried. Essentially, I saw Flexible Asset … Continue reading →

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An Introduction to Change Points (packages: ecp and BreakoutDetection)

January 21, 2015
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An Introduction to Change Points (packages: ecp and BreakoutDetection)

A forewarning, this post is me going out on a limb, to say the least. In fact, it’s a post/project … Continue reading →

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Contraceptive Choice in Indonesia

January 20, 2015
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Contraceptive Choice in Indonesia

I wanted yet another opportunity to get to use the fabulous caret package, but also to finally give plot.ly a try.  To scratch both itches, I dipped into the UCI machine learning library yet again and came up with a … Continue reading →

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An Update On EAA and a Volatility Strategy

January 16, 2015
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An Update On EAA and a Volatility Strategy

Again, before starting this post, I’d like to inform readers that the book Quantitative Trading With R, written by Harry … Continue reading →

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Downloading Option Chain Data from Google Finance in R: An Update

January 13, 2015
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Downloading Option Chain Data from Google Finance in R: An Update

I recently read an article which showed how to download Option Chain data from Google Finance using R. Interestingly, that article appears to be a close adaption of another article which does the same thing using Python. While playing around with the code from these articles I noticed a couple of things that might benefit

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Adding a Risk-Free Rate To Your Analyses

January 9, 2015
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Adding a Risk-Free Rate To Your Analyses

First off, before beginning this post, I’d like to make my readers aware of the release of a book that … Continue reading →

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For A New Year, A New Asset Allocation System Just Published in SSRN

January 2, 2015
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For A New Year,  A New Asset Allocation System Just Published in SSRN

Happy New Year! So, this is something I’ve been working on before its official publication (so this is the first … Continue reading →

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