355 search results for "quantmod"

RSI(2) with Position Sizing

May 1, 2009
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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 ...

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Testing RSI(2) with R, First Steps

April 13, 2009
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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...

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Registration for R/Finance 2009 is Open!

February 20, 2009
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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!

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Computational Finance with R

December 5, 2008
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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...

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Welcome to FOSS Trading

September 28, 2008
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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...

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