717 search results for "finance"

A surprising(?) prediction about the S&P 500

July 12, 2011
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A surprising(?) prediction about the S&P 500

Financial analyst Greg Troccoli was a lone wolf when he predicted in July 2010 that “If the Index held at or above our proprietary support zone (1000.00- 950.00 region), it would eventually trade to a new historical high within 12 - 18 months (July- December 2011 timeframe)”. For reference, the S&P500 all-time high was 1565.15, and it closed...

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Drawdown Control Can Also Determine Ending Wealth

July 11, 2011
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Drawdown Control Can Also Determine Ending Wealth

As an extension to yesterday’s post Just Arriving is Not Enough, I wanted to show how minimizing drawdown is a much better technique to help control comfort and potentially increase ending wealth.  CHTTX was one of the best performers of the fou...

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In case you missed it: June Roundup

July 11, 2011
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In case you missed them, here are some articles from June of particular interest to R users. Highlights of presentations from the R/Finance 2011 conference. Trulia uses R and statistical models to map local crime. Resources for data mining with R. K-means clustering on large data sets with the RevoScaleR package. Revolution Analytics' CTO David Champagne writes on real-time...

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R on the cloud

July 9, 2011
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Just as scientists should never really have to think much about statistics, I feel that, in an ideal world, statisticians would never have to worry about computing. In the real world, though, we have to spend a lot of time building our own tools.It would be great if we could routinely run R with speed and memory limitations...

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The virtues of incoherence?

July 8, 2011
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Kent Osband writes:

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Necessity to Explain CDS with A Regime Switching Model

Necessity to Explain CDS with A Regime Switching Model

Examining the determinants of credit default swap (CDS) spreads is a hot topic, CDS spread has displayed siginificant regime switching behaviour since the break of credit crisis, which can be seen from the old graph in the post Credit Default Spread a...

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Importing google news data to R

July 6, 2011
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Importing google news data to R

I've been playing around lately with the stock market data available from google finance, through quantmod in R. Here's a function I've written (which depends on the R Data Science Toolkit), to pull news stories related to a stock from google, parse t...

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Artificial intelligence in trading: k-means clustering

July 6, 2011
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Artificial intelligence in trading: k-means clustering

There is many flavors of artificial intelligence (AI), however I want to show practical example of the cluster analysis. It is very applicable in finance. For example, one of stylized facts of volatility is, that it moves in clusters, meaning that today’s volatility will be more likely as yesterday’s volatility. To gauge these moves you

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Google Correlate Certainly Does Not Imply Causation

July 6, 2011
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Google Correlate Certainly Does Not Imply Causation

I recently heard about a new tool called Google Correlate that helps one finds Google search patterns that correspond to (i.e. correlate with) real-world trends.For those that don't get it yet, the tool allows one to type in a search term and the tool ...

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New R User Group in Argentina

July 5, 2011
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A new local R user group has formed in Buenos Aires, Argentina, under the succinct name ".aR". They're currently putting together the agenda for their first meeting, and are looking for speakers with expertise in the BioConductor project and Finance. If you'd like to join the group, check out the Spanish-language website for .aR, or follow @ar_usergroup on Twitter....

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