355 search results for "Quantmod"

money is coin $ flip

March 7, 2011
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money is coin $ flip

Well, sorta. More precisely, money is the sum of coin$flip divided by the number of coin$flip. But we'll get to that later. For now, let me introduce you to a new algorithm written in R. This one is another "quote" -- simple few lines of code -- whose ...

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Death Spiral Warning Graph

March 4, 2011
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Death Spiral Warning Graph

In the death spiral scenario, rates go up while the currency goes down.  Here is the way to watch that.  I’m not saying that death spiral of US Dollar and interest rates occurs, but without significant action to restore confidence in fiscal...

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My R setup with Mac OS X

February 22, 2011
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My R setup with Mac OS X

The eco-system of R is largely Ubuntu and SVN, so Mac users sometimes find themselves a bit out of place, shall we say. But let's not bad high-school memories about not being in the in-crowd keep us from participating in the R world. With just a little...

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Interest Rates’ Influence on 1987

February 21, 2011
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Interest Rates’ Influence on 1987

One aspect of 1987 that does not deserve enough attention is interest rates.  Higher interest rates constrain economic activity and compete with other investments.  As seen in the chart below, the US 10year Treasury rate climbed 40% from 7% t...

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RSI(2) and the pre 80s Market

February 17, 2011
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RSI(2) and the pre 80s Market

In his detailed research on RSI(2) indicator, MarketSci emphasized several times that the contrarian strategies based on the RSI(2) indicator didn’t start working until the 80s. I remembered this observation recently when I observed another interesting anomaly … In statistics, an important initial step in studying time series data is to consider the auto correlation

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Silver and Russell 2000

February 16, 2011
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Silver and Russell 2000

When I find a chart that looks like this, I always like to explore a little further. via StockCharts.com I pull it into R and try to find anything worthwhile.  I do not find anything, except that I do not want to be trading both in the same direc...

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Transfering MT4 quotes in R

February 13, 2011
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Transfering MT4 quotes in R

The more I get into this, the more I adjust my objectives. Currently, I’m willing to make the most of the Quantmod and Blotter R-packages, while eventually building a MT4 equivalent of the InteractiveBroker-R_API. As a first step, I was willing to Chart ticks from MT4 in R using the Quantmod’s chartSeries().  There are different

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R, the DJIA, and M1 Money Multiplier (MULT)

February 13, 2011
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R, the DJIA, and M1 Money Multiplier (MULT)

Description:My explorations with the FRED (St Louis Financial Reserve Database) in R have yielded some interesting plots, charts and graphs. And some questions… Charts with Explanations: Yes, I know, the axes are a mess, and the site’s style sheet ...

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R, the DJIA, and M1 Money Multiplier (MULT)

February 13, 2011
By
R, the DJIA, and M1 Money Multiplier (MULT)

Description:My explorations with the FRED (St Louis Financial Reserve Database) in R have yielded some interesting plots, charts and graphs. And some questions…Charts with Explanations: Yes, I know, the axes are a mess, and the site’s style sheet doesn’t play well with the chart image. I’ll look into that “pretty-ing up” stuff...

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Twos and Tens in Four Lines

February 9, 2011
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Twos and Tens in Four Lines

To chart the spread between 2-Year treasury yields and 10-Year treasury yields,  please type the simple code listed below into your R console. That is all, carry on as you were.require(quantmod)getSymbols(c("DGS10", "DGS2"), src="FRED")Ten_Two <...

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