Well, sorta. More precisely, money is the sum of coin$flip divided by the number of coin$flip. But we'll get to that later. For now, let me introduce you to a new algorithm written in R. This one is another "quote" -- simple few lines of code -- whose ...
In the death spiral scenario, rates go up while the currency goes down. Here is the way to watch that. I’m not saying that death spiral of US Dollar and interest rates occurs, but without significant action to restore confidence in fiscal...
The eco-system of R is largely Ubuntu and SVN, so Mac users sometimes find themselves a bit out of place, shall we say. But let's not bad high-school memories about not being in the in-crowd keep us from participating in the R world. With just a little...
One aspect of 1987 that does not deserve enough attention is interest rates. Higher interest rates constrain economic activity and compete with other investments. As seen in the chart below, the US 10year Treasury rate climbed 40% from 7% t...
In his detailed research on RSI(2) indicator, MarketSci emphasized several times that the contrarian strategies based on the RSI(2) indicator didn’t start working until the 80s. I remembered this observation recently when I observed another interesting anomaly … In statistics, an important initial step in studying time series data is to consider the auto correlation 
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...
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 to Chart ticks from MT4 in R using the Quantmod’s chartSeries(). There are different 
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 ...
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 <...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
