521 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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An Update on Flexible Asset Allocation

November 25, 2014
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An Update on Flexible Asset Allocation

A few weeks back, after seeing my replication, one of the original authors of the Flexible Asset Allocation paper got … Continue reading →

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Synchronization for R with the flock Package

November 20, 2014
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Have you tried synchronizing R processes? I did and it wasn’t straightforward. In fact, I ended up creating a new package – flock. One of the improvements I did not too long ago to my R back-testing infrastructure was to start using a database to store the results. This way I can compute all interesting

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R / Finance 2015 Call for Papers

November 18, 2014
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Earlier today, Josh send the text below to the R-SIG-Finance list, and I updated the R/Finance website, including its Call for Papers page, accordingly. We are once again very excised about our conference, thrilled about the four confirmed keynotes, and hope that many R / Finance users will not only join us in Chicago in May...

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R/Finance 2015 Call for Papers

November 18, 2014
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Call for Papers:R/Finance 2015: Applied Finance with RMay 29 and 30, 2015University of Illinois at ChicagoThe seventh annual R/Finance conference for applied finance using R will be held on May 29 and 30, 2015 in Chicago, IL, USA at the University...

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Volatility Risk Premium: Sharpe 2+, Return to Drawdown 3+

November 14, 2014
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Volatility Risk Premium: Sharpe 2+, Return to Drawdown 3+

First, before starting this post, I’d like to give one last comment about my previous post: I called Vanguard to … Continue reading →

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SBS documentary “The Age of Big Data”

November 8, 2014
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SBS documentary “The Age of Big Data”

by Yanchang Zhao, RDataMining.com “Data is becoming a powerful and most valuable commodity in 21st century. It is leading to scientific insights and new ways of understanding human behaviour. Data can also make you rich. Very rich.” — SBS documentary … Continue reading →

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Predicting High Yield with SPY–a Two Part Post

November 7, 2014
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Predicting High Yield with SPY–a Two Part Post

This post will cover ideas from two individuals: David Varadi of CSS Analytics with whom I am currently collaborating on some … Continue reading →

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