380 search results for "quantmod"

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
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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 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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Opinions Not Backed by Money Are Not That Believable–Updated and with R

February 8, 2011
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Opinions Not Backed by Money Are Not That Believable–Updated and with R

As an update to http://timelyportfolio.blogspot.com/2010/12/opinions-not-backed-with-money-are-not.html, I have updated the revised data, added the past two months, and translated to R. If the world really is overly bullish on stocks as some suggest, I...

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Japan Intentional or Accidental Pursuit of Deflation

February 3, 2011
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Japan Intentional or Accidental Pursuit of Deflation

Japan’s intentional or accidental pursuit of deflation has caused an imbalance far greater than Bernanke’s pursuit of inflation.  Japanese policymakers have allowed Yen appreciation versus all other currencies.  It appears that they recog...

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Blackbox trading Strategy using Rapidminer and R

January 23, 2011
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Blackbox trading Strategy using Rapidminer and R

This my first post in 2011. this post has cost me a bit more than usual, but I hope it meets expectations. The aim of this tutorial is to generate an algorithm based on black box trading, with all the necessary elements for evaluation. That is a first post of several, in order to explore the problems, features of...

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Blackbox trading Strategy using Rapidminer and R

January 23, 2011
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Blackbox trading Strategy using Rapidminer and R

This my first post in 2011. this post has cost me a bit more than usual, but I hope it meets expectations. The aim of this tutorial is to generate an algorithm based on black box trading, with all the necessary elements for evaluation. That is a first post of several, in order to explore the problems, features of...

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Interesting volatility measurement, part 2

January 21, 2011
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Interesting volatility measurement, part 2

A few weeks ago I have mentioned about an interesting volatility prediction. It is based on two periods of historical volatility (standard deviation). The remaining question was – does it really works? I could not give the answer, because I didn’t have VIX futures data at that time. Later on, I was contacted by Brian

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