470 search results for "trading"

The R Backpages 2

November 27, 2013
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The R Backpages 2

by Joseph Rickert In this roundup of R-related news: Domino enables data science collaboration; Plotly adds an R graphics gallery; Revolution Analytics R user group sponsorship applications are open; and Quandl adds new data sets. San Francisco startup takes on collaborative Data Science Domino, a San Francisco based startup, is inviting users to sign up to beta test its...

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getSymbols Extra

November 25, 2013
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getSymbols Extra

The getSymbols function from the quantmod package is an easy and convenient way to bring historical stock prices into your R environment. You need to specify the list of tickers, the source of historical prices and dates. For example following commands will download historical stock prices from yahoo finance for ‘RWX’, ‘VNQ’, ‘VGSIX’ symbols: Now,

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Generating Ticker Symbols with Markov Chains

November 25, 2013
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Generating Ticker Symbols with Markov Chains

Stock ticker symbols are short character string codes (AAPL for Apple, WMT for Walmart) that uniquely identify stock listings. They originate from the days when stock quotes were transmitted via telegraph. These symbols are often used as tools for branding and companies choose them to be memorable and easily recognized. As a fun and simple...

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Historical Value at Risk versus historical Expected Shortfall

November 18, 2013
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Historical Value at Risk versus historical Expected Shortfall

Comparing the behavior of the two on the S&P 500. Previously There have been a few posts about Value at Risk (VaR) and Expected Shortfall (ES) including an introduction to Value at Risk and Expected Shortfall. Data and model The underlying data are daily returns for the S&P 500 from 1950 to the present. The VaR and … Continue reading...

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Financial Data Accessible from R – part III

November 8, 2013
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I came across a new source of data which I think is really worth sharing: ThinkNum. It gathers around 2,000 sources of data but more importantly it allows the user to manipulate this data via functions and graphics and there is an R package available on CRAN. Interested readers can find a very good post

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The R Backpages

November 7, 2013
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The R Backpages

by Joseph Rickert As an avid newspaper reader (I still get the print edition of the New York Times delivered every Sunday morning) I have always thought that some of the most interesting news is to be found in the back pages. So, in that spirit here are some things that I thought might be fit to print. Plotly...

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Finding Reversal Zone in Intraday FX prices

November 5, 2013
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Finding Reversal Zone in Intraday FX prices

There is no holy grail in trading instead there are strategies that work for a while or in a specific market environment. The role of the analyst is therefore twofold.  First find a good trading strategy, second find the right environment for this strategy. The present post focuses on the latter. More specifically it aims

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Enron Email Corpus Topic Model Analysis Part 2 – This Time with Better regex

November 4, 2013
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Enron Email Corpus Topic Model Analysis Part 2 – This Time with Better regex

After posting my analysis of the Enron email corpus, I realized that the regex patterns I set up to capture and filter out the cautionary/privacy messages at the bottoms of peoples emails were not working.  Let’s have a look at … Continue reading →

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A Rather Nosy Topic Model Analysis of the Enron Email Corpus

November 3, 2013
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A Rather Nosy Topic Model Analysis of the Enron Email Corpus

Having only ever played with Latent Dirichlet Allocation using gensim in python, I was very interested to see a nice example of this kind of topic modelling in R.  Whenever I see a really cool analysis done, I get the … Continue reading →

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Financial Data Accessible from R – part II

October 30, 2013
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I updated my initial post with two new sources of data and the associated R packages: Datastream and PWT. I also added the fImport package from Rmetrics. Following a reader suggestion, I made the initial table  more interactive, moved  the data description and package detail below the main table and updated them. Enjoy! Source R

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