716 search results for "finance"

LondonR tomorrow night

November 2, 2009
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LondonR Date: Tuesday 3rd November Time: 6pm – 9.30pm Venue: Shooting Star Public house, 129 City Rd London, EC1, United Kingdom +44 20 7929 6818 Introduction: Richard Pugh - mangosolutions 6.15pm: Richard Saldanha - R in the ...

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Adventures with Comcast: Part ohnoesnotanotherone in an ongoing series

October 31, 2009
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Regular readers of this blog (yes, both of you!) may remember the computer/broadband/ directory that this post appears in as the collection of my Comcastic (yeah right) experiences with my ISP. But I think this week may top everything. I'll just...

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Adventures with Comcast: Part ohnoesnotanotherone in an ongoing series

October 31, 2009
By

Regular readers of this blog (yes, both of you!) may remember the computer/broadband/ directory that this post appears in as the collection of my Comcastic (yeah right) experiences with my ISP. But I think this week may top everything. I'll just try t...

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Adventures with Comcast: Part ohnoesnotanotherone in an ongoing series

October 31, 2009
By

Regular readers of this blog (yes, both of you!) may remember the computer/broadband/ directory that this post appears in as the collection of my Comcastic (yeah right) experiences with my ISP. But I think this week may top everything. I'll just...

Read more »

Use R 2009 Conference

October 30, 2009
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Use R 2009 Conference

I did not attend the conference this year, but just read through the presentations. There is some overlap with other R-related conferences, such as R in Finance or the Rmetrics workshop. http://www.agrocampus-ouest.fr/math/useR-2009/ http://www.rinfin...

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Use R 2009 Conference

October 16, 2009
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Use R 2009 Conference

I did not attend the conference this year, but just read through the presentations. There is some overlap with other R-related conferences, such as R in Finance or the Rmetrics workshop. http://www.agrocampus-ouest.fr/math/useR-2009/ http://www.rinfina...

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Test cointegration with R

Cointegrated pairs of securities are crucial for mean reversion trading portfolio construction, Play with cointegration has several good papers to start with. Should you want to test pairs of securities for cointegration using R, here is an excellent ...

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RSI(2) Evaluation

June 28, 2009
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RSI(2) Evaluation

Despite my best efforts, it's been a month since the last post of this series. The first post replicated this simple RSI(2) strategy from the MarketSci Blog using R. The second post showed how to replicate the strategy that scales in/out of RSI(2). ...

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Nonparametric High-Dimensional Time Series Analysis

Functional Gradient Descent (FGD) is a method of nonparametric time series analysis, useful in particular for estimating conditional mean, variances and covariances for very high-dimensional time series. FGD is a kind of hybrid of nonparametric statis...

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SNA with R: Loading large networks using the igraph library

May 6, 2009
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SNA with R: Loading large networks using the igraph library

We are interested in Social Network Analysis using the statistical analysis and computing platform R. The documentation for R is voluminous but typically not very good, so this entry is part of a series where we document what we learn as we explore the tool and the packages. In our previous post on SNA we gave up...

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