330 search results for "market research"

FOMC Dates – Full History Web Scrape

January 21, 2015
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As I delve into the existing academic research regarding price patterns around US Federal Open Market Committee (FOMC) meetings, it’s clear that I will need more data than I collected in the previous post FOMC Dates - Scraping Data From Web Pages.Which reminds me of the quote by Google’s Research Director Peter Norvig:We don’t have better algorithms....

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An Update On EAA and a Volatility Strategy

January 16, 2015
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An Update On EAA and a Volatility Strategy

Again, before starting this post, I’d like to inform readers that the book Quantitative Trading With R, written by Harry … Continue reading →

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Some Applications of Item Response Theory in R

January 11, 2015
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Some Applications of Item Response Theory in R

The typical introduction to item response theory (IRT) positions the technique as a form of curve fitting. We believe that a latent continuous variable is responsible for the observed dichotomous or polytomous responses to a set of items (e.g., multipl...

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Adding a Risk-Free Rate To Your Analyses

January 9, 2015
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Adding a Risk-Free Rate To Your Analyses

First off, before beginning this post, I’d like to make my readers aware of the release of a book that … Continue reading →

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For A New Year, A New Asset Allocation System Just Published in SSRN

January 2, 2015
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For A New Year,  A New Asset Allocation System Just Published in SSRN

Happy New Year! So, this is something I’ve been working on before its official publication (so this is the first … Continue reading →

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Germans used to have more Sex in Summer!

January 1, 2015
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Germans used to have more Sex in Summer!

Wow – what a headline … okay, I admit it’s phrased quite sensational given that it anticipates just one possible interpretation of increasingly more births around summer / autumn compared to in spring … but I guess I just get … Continue reading →

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Why Backtesting On Individual Legs In A Spread Is A BAD Idea

December 31, 2014
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Why Backtesting On Individual Legs In A Spread Is A BAD Idea

So after reading the last post, the author of quantstrat had mostly critical feedback, mostly of the philosophy that prompted … Continue reading →

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SAS is #1…In Plans to Discontinue Use

December 30, 2014
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SAS is #1…In Plans to Discontinue Use

I’ve been tracking The Popularity of Data Analysis Software for many years now, and a clear trend is the decline of the market share of the bigger analytics firms, notably SAS and SPSS. Many people have interpreted my comments as implying … Continue reading →

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A Way To Model Execution On Individual Legs Of A Spread In Quantstrat

December 23, 2014
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A Way To Model Execution On Individual Legs Of A Spread In Quantstrat

In this post, I’ll attempt to address a question I’ve seen tossed around time and again regarding quantstrat. “How do … Continue reading →

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The ZOMMA Warthog Index

December 12, 2014
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The ZOMMA Warthog Index

Harry Long posted another article on SeekingAlpha. As usual, it’s another “looks amazing at first glance, and winds up being … Continue reading →

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