491 search results for "trading"

Enhancing R Graphic packages

February 12, 2011
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Enhancing R Graphic packages

This will be the last thing I’ll post prior starting to connect R with Metatrader. Indeed, as you may suspect already I use this blog as my lab-book. The following might be quite general, but it fits in my overall ambition to build a personal quant-trading architecture as professional as I can. Graphic visualization is

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The R-Files: Dirk Eddelbuettel

February 4, 2011
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The R-Files: Dirk Eddelbuettel

"The R-Files" is an occasional series from Revolution Analytics, where we profile prominent members of the R Community. Name: Dirk Eddelbuettel Background: Ph.D. (EHESS, France), Quantitative Analyst Nationality: Canadian Years Using R: About 15 Known for: RQuantlib, Rcpp/RInside, R packaging for Debian/Ubuntu, Task Views for Finance and HPC, CRANberries Dirk Eddelbuettel is an active member of the R community...

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Tick data retrieval

January 31, 2011
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I just published Java based code to pull tick data from Interactive Brokers. There are thousands tools to get tick data from IB, but I had one feature in mind. You can get maximum 50 quotes per second from Interactive Brokers (its IB limitation for TWS API) . Imagine a situation, when there is a

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A new sponsorship program for local R user groups

January 25, 2011
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Over the past year, Revolution Analytics has sponsored a number of local R user groups, and we've been thrilled to see the enthusiasm with which R users are coming together. This year, we decided to expand and formalize our sponsorship program, so that any local R user group, whether just starting up or already established, can benefit from additional...

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sab-R-metrics: Intermediate Scatter Plots

January 25, 2011
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sab-R-metrics: Intermediate Scatter Plots

First off, I'll say it's been a whirlwind of a past few days. Thanks to David Smith at the Revolutions Blog for his kind words about the sab-R-metrics series and link back this way. Add in Ed Kupfer's posts at the APBRmetrics board, Harry Pavlidis at THT, Dave Allen at Fangraphs...

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sab-R-metrics: Intermediate Scatter Plots

January 25, 2011
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sab-R-metrics: Intermediate Scatter Plots

First off, I'll say it's been a whirlwind of a past few days. Thanks to David Smith at the Revolutions Blog for his kind words about the sab-R-metrics series and link back this way. Add in Ed Kupfer's posts at the APBRmetrics board, Harry Pavlidis at THT, Dave Allen at Fangraphs...

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Posted Question for R Users

January 21, 2011
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Posted Question for R Users

I recently undertook a project where a colleague had about 12 .csv files that they wanted to merge. Each file had a common (key) variable 'Partner' (which is trading partner) with differing columns (variables) except for the common key variable. Actual...

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Plotting overbought / oversold regions in R

January 16, 2011
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Plotting overbought / oversold regions in R

The good folks at Bespoke Investment Group frequently show charts of so-called overbought or oversold levels; see e.g. here for the most recent global markets snapshot. Classifying markets as overbought or oversold is a popular heuristic. It starts...

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Platinum – Palladium relationship

January 11, 2011
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Platinum – Palladium relationship

Creating prediction distributions

January 4, 2011
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Creating prediction distributions

Here we give details and code for the prediction distributions exhibited in yesterday’s blog post Tis the season to predict. Eight years of returns The equity indices use daily closing levels from the start of 2003.  This data comes from Yahoo. A roughly equivalent technique of selecting the last 2000 daily prices is used for … Continue reading...

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