489 search results for "trading"

Trading with Support Vector Machines (SVM)

November 30, 2012
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Trading with Support Vector Machines (SVM)

Finally all the stars have aligned and I can confidently devote some time for back-testing of new trading systems, and Support Vector Machines (SVM) are the new “toy” which is going to keep me busy for a while. SVMs are a well-known tool from the area of supervised Machine Learning, and they are used both

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Portfolio Trading

November 12, 2012
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Portfolio Trading

In finance and investing the term portfolio refers to the collection of assets one owns. Compared to just holding a single asset at a time a portfolio has a number of potential benefits. A universe of asset holdings within the … Continue reading →

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R Tips for Quantitative Trading

November 10, 2012
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The article below is an updated version of an article I wrote  for R-Bloggers in August 2010. As a first post I thought it was a good idea to introduce one of the best tool out there for quantitative  trading: R R is a free software environment for statistical computing and graphics. It compiles and

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ARMA Models for Trading

August 21, 2012
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ARMA Models for Trading

In this tutorial I am going to share my R&D and trading experience using the well-known from statistics Autoregressive Moving Average Model (ARMA). There is a lot written about these models, however, I strongly recommend Introductory Time Series with R, which I find is a perfect combination between light theoretical background and practical implementations in

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Backtesting trading strategies with R

April 21, 2012
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Few weeks back I gave a talk about Backtesting trading strategies with R, got a few requests for the slides so here they are: Related posts: Pairs Trading Issues A few words for those of you who are not... Price is right, part two – Trading strategy....

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Pair Trading: Quick Update

April 17, 2012
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I've been working on different projects lately and my time for this blog, unfortunately, has been close to zero. But that's going to change. Don't expect new post every day, but there should be a new post at least in every two weeks. Anyway, let's get back to the point of this post. One of the readers contacted

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Ichimoku Clouds R Code Trading

April 9, 2012
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Ichimoku Clouds R Code Trading

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Fotis Quantitative Finance & Technical Trading Ichimoku Clouds R Code Trading Download the full program here Here you can find an R Code for Ichimoku Clouds analysis and trading. Have fun!   # The function for computing the Ichimoku cloud ichimoku <- function(data,pars) { # REMEMBER THAT THE DATA...

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Backtesting a Trading Strategy

January 16, 2012
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Backtesting a Trading Strategy

I've ordered Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics) to help me up the time series in R learning curve. So far what I have seen it looks good. The author has a good page with the issues in R and time ...

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Introduction to Kaggle Algorithmic Trading Challenge

January 10, 2012
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I recently participated in the Kaggle Algorithmic Trading Competition under the username VikP. For those who do not know what Kaggle is, it is a web site where individuals and corporations can host data analysis competitions. This particular competit...

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Introduction to Kaggle Algorithmic Trading Challenge

January 10, 2012
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I recently participated in the Kaggle Algorithmic Trading Competition under the username VikP. For those who do not know what Kaggle is, it is a web site where individuals and corporations can host data analysis competitions. This particular competiti...

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