358 search results for "Quantmod"

Monitoring Sources of Bond Return

April 8, 2011
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Monitoring Sources of Bond Return

Here is a way to monitor bond return sources in R.  In the next iteration, I will use CPI to add history to the series. From TimelyPortfolio So right now, you can expect about a 5% return from bonds.  How much of that is real return is u...

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Algorithm Whisperer

April 6, 2011
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Algorithm Whisperer

I was staring at my favorite trading algorithm the other day and I could swear it wanted to tell me something. I've made contact with it in the past, but our conversations pretty much ran along the lines of "What position are you in the market?" to whi...

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Feed Your (Machine) Brain

April 3, 2011
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Feed Your (Machine) Brain

Few can tell you what goes into a chicken nugget, but most will agree that it's good for your brain. If you're a little sluggish and can't focus, what do you normally do? That's right, you pop a couple chicken nuggets. And similar to our brains, our al...

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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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Asian Currency Opportunity

March 31, 2011
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Asian Currency Opportunity

Asian currencies are fundamentally undervalued at an extreme level due to the Central Banks’ focus on the US$.  For those that regularly read my blog or happened to see me in SmartMoney, this will not surprise you, “And investors can also buy...

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Violins of Volatility

March 29, 2011
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Violins of Volatility

A violin plot is a combination box plot and a kernel density plot: it starts with a box plot, and adds a rotated kernel density plot to each side of the box plot. You can create violin plots with the vioplot function (from the vioplot package) package in R. When looking at the volatility of financial instruments, the financial...

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Volatility Violins

March 28, 2011
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Volatility Violins

Unlike many humans, markets love change. In fact, they look forward to it with great anticipation. Regular people like stability, for the most part. Unless you're a career gypsy, you like to stay in one place for some time. Making a home. Settling in, ...

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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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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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Silver Is A Weighted Coin

March 24, 2011
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Silver Is A Weighted Coin

editorial note: there is an error in the code explained below the code. When you flip a quarter, you normally assume the coin is fair and that there is a 50% chance of getting either heads or tails. Option pricing assumes the world of trading is f...

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