539 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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The Quarterly Tactical Strategy (aka QTS)

February 13, 2015
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The Quarterly Tactical Strategy (aka QTS)

This post introduces the Quarterly Tactical Strategy, introduced by Cliff Smith on a Seeking Alpha article. It presents a variation … Continue reading →

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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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Book Review: R for Business Analytics

January 28, 2015
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Book Review: R for Business Analytics

The book R for Business Analytics by Ajay Ohri sets out to look at "some of the most common tasks performed by business analysts and helps the user navigate the wealth of information in R and its 4000 packages." In my opinion it succeeds in covering an extensive range of topics but fails to provide The post

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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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