526 search results for "trading"

R / Finance 2015 Call for Papers

November 18, 2014
By

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...

Read more »

R/Finance 2015 Call for Papers

November 18, 2014
By

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...

Read more »

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

November 14, 2014
By
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 →

Read more »

SBS documentary “The Age of Big Data”

November 8, 2014
By
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 →

Read more »

Predicting High Yield with SPY–a Two Part Post

November 7, 2014
By
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 →

Read more »

It’s Amazing How Well Dumb Things [Get Marketed]

November 2, 2014
By
It’s Amazing How Well Dumb Things [Get Marketed]

Recently, Harry Long posted not one but four new articles on Seeking Alpha called It’s Amazing How Well Dumb Things … Continue reading →

Read more »

Combining FAA and Stepwise Correlation

October 31, 2014
By
Combining FAA and Stepwise Correlation

Since I debuted the stepwise correlation algorithm, I suppose the punchline that people want to see is: does it actually … Continue reading →

Read more »

Introducing Stepwise Correlation Rank

October 27, 2014
By
Introducing Stepwise Correlation Rank

So in the last post, I attempted to replicate the Flexible Asset Allocation paper. I’d like to offer a thanks … Continue reading →

Read more »

A Failed Attempt at Backtesting Structural Arbitrage

October 2, 2014
By
A Failed Attempt at Backtesting Structural Arbitrage

One of the things that I wondered about regarding the previous post was how would this strategy have performed in … Continue reading →

Read more »

Structural Arb Analysis and Portfolio Management Functionality in R

September 30, 2014
By
Structural Arb Analysis and Portfolio Management Functionality in R

I want to use this post to replicate an article I found on SeekingAlpha, along with demonstrating PerformanceAnalytics’s ability to … Continue reading →

Read more »