500 search results for "trading"

Code Highlighter for R in WordPress

March 21, 2011
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First of all, welcome to my blog! I will write posts about trading, quantitative and algorithmic trading, programming and everything else what is on my mind. Feel free to comment and give suggestions how to improve this blog. Thank you! Well, one of th...

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NBA Analysis: Coming Soon!

March 21, 2011
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NBA Analysis:  Coming Soon!

I decided to spend a few hours this weekend writing the R code to scrape the individual statistics of NBA players (2010-11 only).  I originally planned to write up a few NBA-related analyses, but a friend was visiting from out … Continue reading →

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Risk-Opportunity Analysis: Houston

March 17, 2011
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Risk-Opportunity Analysis: Houston

I will be attending Ralph Vince's risk-opportunity analysis workshop in Houston this weekend.  I'll be in town Friday-Monday.  Drop me a note if you're in the area and would like to meet for coffee / drinks.

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How to backtest a strategy in Excel

March 14, 2011
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(This is a guest post by Damian from Skill Analytics and ETF Prophet) Let me start by saying that I’m not an expert in backtesting in Excel – there are a load of very smart bloggers out there that have, as I would say, “mad skillz” at working with Excel including (but not limited to) Michael Stokes over...

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How to backtest a strategy in Excel

March 14, 2011
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(This is a guest post by Damian from Skill Analytics and ETF Prophet)Let me start by saying that I’m not an expert in backtesting in Excel – there are a load of very smart bloggers out there that have, as I would say, “mad skillz” at working with Excel including (but not limited to) Michael Stokes over...

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Can one beat a Random Walk– IMPOSSIBLE (you say?)

March 8, 2011
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Can one beat a Random Walk– IMPOSSIBLE (you say?)

Firstly, apologies for the long absence as I've been busy with a few things.  Secondly, apologies for the horrific use of caps in the title (for the grammar monitors).  Certainly, you'll gain something useful from today's musing, as it's a pr...

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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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Moving from Excel to R

March 5, 2011
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This first post of the Backtesting in Excel and R series will provide some resources to help smooth the transition from the familiarity and comfort of Excel to the potentially strange and intimidating world of R.I made my voyage from Excel to R more th...

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Moving from Excel to R

March 5, 2011
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This first post of the Backtesting in Excel and R series will provide some resources to help smooth the transition from the familiarity and comfort of Excel to the potentially strange and intimidating world of R.I made my voyage from Excel to R more th...

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Investing with the Odds

March 2, 2011
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Investing with the Odds

In this previous post, I showed that a look at the correlations in the daily returns of S&P 500 should have lead to a very profitable investing strategy. I also promised to show the results of this strategy in the 80s, but I am not going to do that, because MarketSci has done so in

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