359 search results for "quantmod"

Tactical asset allocation using blotter

November 18, 2009
By
Tactical asset allocation using blotter

blotter is an R package that tracks the P&L of your trading systems (or simulations), even if your portfolio spans many security types and/or currencies. This post uses blotter to track a simple two-ETF trading system. The contents of this post b...

Read more »

Update

September 22, 2009
By
Update

I can't believe it's been two months since I last posted... wow, time has a way of slipping through my fingers.  Here's a short list of some upcoming posts: An introduction to LSPM -- a new R package that implements Ralph Vince's leverage space po...

Read more »

RSI(2) Evaluation

June 28, 2009
By
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). ...

Read more »

Packages featured with Inference for R

May 12, 2009
By
Packages featured with Inference for R

quantmod, TTR, and xts were (not so) recently featured on the Inference for R Blog. Inference for R is a Integrated Development Environment (IDE) designed specifically for R.The post gives an example of how to easily perform advanced financial stock a...

Read more »

RSI(2) with Position Sizing

May 1, 2009
By
RSI(2) with Position Sizing

Though it's more than two weeks later, here's the second post in the series that will demonstrate how to build, test, and implement a trading strategy with R. You can find the first post here.The first post replicated this simple RSI(2) strategy from ...

Read more »

Testing RSI(2) with R, First Steps

April 13, 2009
By
Testing RSI(2) with R, First Steps

This is the first of a series of posts that will demonstrate how to build, test, and implement a trading strategy using my favorite FOSS, R. I chose the RSI(2) strategy because it has gotten considerable attention on trading blogs over the past 6 mont...

Read more »

Registration for R/Finance 2009 is Open!

February 20, 2009
By
Registration for R/Finance 2009 is Open!

The conference website has details on:the agenda and speakers,travel accommodations,registration, andsponsors, who made the conference possible.Hope to see you there!

Read more »

Computational Finance with R

December 5, 2008
By
Computational Finance with R

Krishna Kumar, Jan Vecer and the great folks at REvolution computing put on a great event at the beautiful Columbia University campus on the Upper West Side of New York.Presentations by Whit Armstrong, Anthony Brockwell, Bryan Lewis, Scott Payseur, Pet...

Read more »

Welcome to FOSS Trading

September 28, 2008
By
Welcome to FOSS Trading

This blog will highlight the development and use of free open-source software to research, test, and trade financial markets.Meet the authors:Joshua Ulrich is currently the author and maintainer of four R packages:TTR - Technical Trading Rules - a suit...

Read more »