467 search results for "trading"

R/Finance 2011 Call for Papers

December 26, 2010
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The 2011 R/Finance conference has an updated call for papers.  Dirk Eddelbuettel announced it to the R-SIG-Finance mailing list.  I've reproduced his email in its entirety below.  Let me know if you plan on attending.Subject: R/Finance 2...

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White Bumblebee Implemented in R

December 18, 2010
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White Bumblebee Implemented in R

White Bumblebee is a trade system based on a simple moving average crossover, but with a special twist. Imagine your thermostat triggering your furnace to shut off or turn on every time a temperature crossed a threshold. If the thermostat didn't have a...

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Why use R

December 16, 2010
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Why use R

Here's a link to a blog that lists some reasons to use Rhttp://blog.fosstrading.com/2010/12/why-use-r.html

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Build RQuantLib on 32-bit Windows

December 7, 2010
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Before you start, note that there is now a Windows binary of RQuantLib is available on CRAN.Due to a change in how R-2.12.0 is built, CRAN maintainers could no longer provide a Windows binary of RQuantLib with the QuantLib library they had been using....

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Build RQuantLib on 32-bit Windows

December 7, 2010
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Before you start, note that there is now a Windows binary of RQuantLib is available on CRAN.Due to a change in how R-2.12.0 is built, CRAN maintainers could no longer provide a Windows binary of RQuantLib with the QuantLib library they had been using....

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3 weak days in a row

December 6, 2010
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3 weak days in a row

Recently, Trading the odds posted one of many flavors of mean reverting strategies and I decided to get my hands dirty by writing R code and testing it. You can find full description of the strategy by following latter link above. Long story short – if SPY shows lower open, high and close 3 days in

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INFORMS Data Mining Competition leaders used Open Source software

November 29, 2010
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INFORMS Data Mining Competition leaders used Open Source software

The results of 2010 INFORMS data mining competition just recently finished.  The leaders were presented at the 2010 Annual INFORMS Conference.  The 2010 INFORMS data mining competition goal was to determine short term movements in stock price...

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INFORMS Data Mining Competition leaders used Open Source software

November 29, 2010
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INFORMS Data Mining Competition leaders used Open Source software

The results of 2010 INFORMS data mining competition just recently finished.  The leaders were presented at the 2010 Annual INFORMS Conference.  The 2010 INFORMS data mining competition goal was to determine short term movements in stock price...

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Were stock returns really better in 2007 than 2008?

November 22, 2010
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Were stock returns really better in 2007 than 2008?

We know that the S&P 500 was up a little in 2007 and down a lot in 2008.  So on the surface the question seems really stupid.  But randomness played a part.  Let’s have a go at deciding how much of a part. Figure 1: Comparison of 2007 and 2008 for the S&P 500. Statistical … Continue reading...

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Finally! A practical R book on Data Mining: "Data Mining With R, Learning with Case Studies," by Luis Torgo

November 19, 2010
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Finally! A practical R book on Data Mining:  "Data Mining With R, Learning with Case Studies," by Luis Torgo

I've been a bit busy lately with a few big things, however, I wanted to stop by and mention a fantastic book for those who have been following along the R examples.  Anyone who's followed my blog knows that I'm big on practical books with examples...

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