Certainly not the best way to keep up with currencies, but the increasingly important job of monitoring currencies can be free and easy in R using Federal Reserve FRED data. Here is a template that can be adjusted to your favorite currencies with...

I came up with an idea to draw correlation network to get a grasp about relationship between a list of stocks. An alternative way to show correlation matrix would be head map, which can have limitations with big matrices (>100). Unfortunately, ggplot2 package doesn’t have a easy way to draw the networks, so I was left

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

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