When I find a chart that looks like this, I always like to explore a little further. via StockCharts.com I pull it into R and try to find anything worthwhile. I do not find anything, except that I do not want to be trading both in the same direc...
231 search results for "quantmod"
Transfering MT4 quotes in R
The more I get into this, the more I adjust my objectives. Currently, I’m willing to make the most of the Quantmod and Blotter R-packages, while eventually building a MT4 equivalent of the InteractiveBroker-R_API. As a first step, I was willing t...
R, the DJIA, and M1 Money Multiplier (MULT)
Description:My explorations with the FRED (St Louis Financial Reserve Database) in R have yielded some interesting plots, charts and graphs. And some questions… Charts with Explanations: Yes, I know, the axes are a mess, and the site’s style sheet ...
R, the DJIA, and M1 Money Multiplier (MULT)
Description:My explorations with the FRED (St Louis Financial Reserve Database) in R have yielded some interesting plots, charts and graphs. And some questions… Charts with Explanations: Yes, I know, the axes are a mess, and the site’s style sheet ...
Twos and Tens in Four Lines
To chart the spread between 2-Year treasury yields and 10-Year treasury yields, please type the simple code listed below into your R console. That is all, carry on as you were.require(quantmod)getSymbols(c("DGS10", "DGS2"), src="FRED")Ten_Two <...
Opinions Not Backed by Money Are Not That Believable–Updated and with R
As an update to http://timelyportfolio.blogspot.com/2010/12/opinions-not-backed-with-money-are-not.html, I have updated the revised data, added the past two months, and translated to R. If the world really is overly bullish on stocks as some suggest, I...
Duck typing with quantmod
This is a short example of using duck typing in a guard statement in the futile.paradigm. We are implementing a …
Japan Intentional or Accidental Pursuit of Deflation
Japan’s intentional or accidental pursuit of deflation has caused an imbalance far greater than Bernanke’s pursuit of inflation. Japanese policymakers have allowed Yen appreciation versus all other currencies. It appears that they recog...
Interesting volatility measurement, part 2
A few weeks ago I have mentioned about an interesting volatility prediction. It is based on two periods of historical volatility (standard deviation). The remaining question was – does it really works? I could not give the answer, because I didn’t have VIX futures data at that time. Later on, I was contacted by Brian
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...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
