467 search results for "trading"

R / Finance 2010 Call for Papers

November 9, 2009
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Jeff sent the following while I had connectivity issues and I hadn't gotten around to posting it here.So without further ado, and given the success of our initial R / Finance 2009 conference about R in Finance, here is the call for papers for next ...

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opentick alternatives

November 5, 2009
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opentick alternatives

I've been getting a bit of traffic from people searching for opentick (the defunct company), so I've started a list of similar (but non-free) data providers.I'm not affiliated with any of these vendors, and the list is in no particular order. I'll u...

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Xasax closes shop

October 18, 2009
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Xasax closes shop

Six months after shutting down opentick completely Xasax (opentick's parent company) has followed suit.It looks like Xasax hit funding problems in August... Inside Market Data mentions the above in this story. Here is the full story (subscription requ...

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Update

September 22, 2009
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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...

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Test cointegration with R

Cointegrated pairs of securities are crucial for mean reversion trading portfolio construction, Play with cointegration has several good papers to start with. Should you want to test pairs of securities for cointegration using R, here is an excellent ...

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David Varadi’s RSI(2) alternative

July 19, 2009
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David Varadi’s RSI(2) alternative

Here's a quick R implementation of David Varadi's alternative to the RSI(2).  Michael Stokes over at the MarketSci blog has three great posts exploring this indicator: Varadi’s RSI(2) Alternative: The DV(2) RSI(2) vs. DV(2) Last Couple...

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RSI(2) Evaluation

June 28, 2009
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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)....

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Packages featured with Inference for R

May 12, 2009
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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...

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R/Finance 2009 Presentations Online

May 4, 2009
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R/Finance 2009 Presentations Online

Posted to the R-SIG-Finance mailing list today:For those who missed it, the slides for the R/Finance 2009 tutorialsand presentations are now available on RinFinance.comhttp://www.RinFinance.com/presentationsWe want to thank everyone who traveled to Chi...

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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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