682 search results for "Finance"

The new R compiler package in R 2.13.0: Some first experiments

April 12, 2011
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R 2.13.0 will be released tomorrow. It contains a new package by R Core member Luke Tierney: compiler. What a simple and straightforward name, and something that Luke has been working on for several years. The NEWS file sayso Package compiler is now provided as a standard package. See ...

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Rcpp workshop / master class on April 28 in Chicago

April 6, 2011
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I realized I never announced this on the blog, so without further ado....Rcpp Workshop in Chicago on April 28, 2011This year's R/Finance conference will be preceded by a full-day masterclass on Rcpp and related topics which will be held on...

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Long EEM Short IWM-How it Works in 3 Ways

March 31, 2011
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Long EEM Short IWM-How it Works in 3 Ways

Long EEM Short IWM potentially works in 3 ways: 1) See my last post “Asian Currency Opportunity” where currency undervaluation means potential gain of 20-50% versus the US$ and 50%-100% versus the Japanese Yen.  However, even absent the underv...

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Rcpp workshop in Chicago on April 28th

March 30, 2011
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OverviewThis year's R/Finance conference will be preceded by a full-day masterclass on Rcpp and related topics which will be held on Thursday, April 28, 2011, the Univ. of Illinois at Chicago campus.Join Dirk Eddelbuettel and Romain Fr...

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Rcpp workshop in Chicago on April 28th

March 30, 2011
By

OverviewThis year's R/Finance conference will be preceded by a full-day masterclass on Rcpp and related topics which will be held on Thursday, April 28, 2011, the Univ. of Illinois at Chicago campus.Join Dirk Eddelbuettel and Romain Fr...

Read more »

How to backtest a strategy in R

March 26, 2011
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This is the third post in the Backtesting in Excel and R series and it will show how to backtest a simple strategy in R.  It will follow the 4 steps Damian outlined in his post on how to backtest a simple strategy in Excel.Step 1: Get the dataThe ...

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How to backtest a strategy in R

March 26, 2011
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This is the third post in the Backtesting in Excel and R series and it will show how to backtest a simple strategy in R.  It will follow the 4 steps Damian outlined in his post on how to backtest a simple strategy in Excel.Step 1: Get the dataThe ...

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Yeah Sure, Maybe, Well … Okay

March 23, 2011
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Yeah Sure, Maybe, Well … Okay

Whoever wrote the book on statistics, probably avoided getting a proper education in literature. At least that's my null hypothesis. The cryptic and awkward presentation of probabilities common amongst the Frequentists (no, not the Latin American Socia...

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Downloading S&P 500 Data to R

March 23, 2011
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The cornerstone of your analysis and quantitative trading algorithms are data. There are lots of different ways how to do it in R (depending of what your investment instruments are). Today I am going to download data from finance.yahoo which are stock ...

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Some upcoming R courses

March 18, 2011
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A couple of quick notes about some upcoming R courses: In Vancouver, Canada, R trainer Isabella Ghement is presenting two R courses: An Introduction to the Statistical Software Package R, 8:30am-4:30pm, March 30-31, 2011, Vancouver, B.C., Canada (http://www.ghement.ca/RworkshopMarch30and31_2011.html) Advanced Statistical Modeling Using the Statistical Software Package R, 8:30am-4:30pm, May 5-6, 2011, Vancouver, B.C., Canada (http://www.ghement.ca/RworkshopMay5and6_2011.html); And in Seattle, Washington...

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