569 search results for "trading"

Genetic Algorithm Systematic Trading Development — Part 3 (Python/VBA)

February 20, 2010
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Genetic Algorithm Systematic Trading Development — Part 3  (Python/VBA)

As mentioned in prior posts, it is not possible to use the standard Weka GUI to instantiate a Genetic Algorithm, other than for feature selection. Part of the reason is that there is no generic algorithm to instantiate a fitness function. The same fl...

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Genetic Algorithm Systematic Trading Development– Part 2

February 17, 2010
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Genetic Algorithm Systematic Trading Development– Part 2

We started by discussing the goal of a genetic algorithm, which is to optimally find the candidate pool of rules that are superior to other potential rules. In our example of moving averages, we are seeking the values of parameters of the rule :if ma(...

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Genetic Algorithm Systematic Trading Development — Part 1

February 15, 2010
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Genetic Algorithm Systematic Trading Development — Part 1

I want to start with a brief introduction to what I consider one of the most powerful learning methodologies to come out of Artificial Intelligence in the last several decades-- the Genetic Algorithm. Although it was originally developed to model evol...

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IBrokers Featured on Quantitative Trading

January 17, 2009
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IBrokers Featured on Quantitative Trading

Jeff Ryan's IBrokers package was mentioned on Ernie Chan's blog, Quantitative Trading. Though the package is still in pre-alpha stage, it is generating quite a bit of interest.Source:Ernie ChanFriday, January 16, 2009Quantitative Trading: Algorithmic ...

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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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Yahoo Finance (CSI) Data Quirks. Or Why is the ROC not Stable?

September 1, 2015
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Yahoo Finance (CSI) Data Quirks. Or Why is the ROC not Stable?

Rotational strategies on ETFs have been a common occurrence on this blog, and I have been using something similar for real life trading for about two years now. Readers of this blog may have also noticed concerns about the stability of the computations of such strategies. At the end it turned out be a quirk The post

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16 new R jobs (from R-users.com ; 2015-08-31)

August 31, 2015
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16 new R jobs (from R-users.com ; 2015-08-31)

This is the bimonthly post (for 2015-08-31) for new R Jobs from R-users.com. Employers: you may visit this link to post a new R job to the R community (it’s free and quick). Job seekers: please follow the links below to learn more and apply for your job of interest (or go to R-users.com to see all the R jobs that are currently available) Full-Time Quantitative Analyst in Rain & Hail...

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Plotting Time Series in R using Yahoo Finance data

August 27, 2015
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Plotting Time Series in R using Yahoo Finance data

by Joseph Rickert I recently rediscovered the Timely Portfolio post on R Financial Time Series Plotting. If you are not familiar with this gem, it is well-worth the time to stop and have a look at it now. Not only does it contain some useful examples of time series plots mixing different combinations of time series packages (ts, zoo,...

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I’m Back, A New Harry Long Strategy, And Plans For Hypothesis-Driven Development

August 25, 2015
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I’m Back, A New Harry Long Strategy, And Plans For Hypothesis-Driven Development

I’m back. Anyone that wants to know “what happened at Graham”, I felt there was very little scaffolding/on-boarding, and Graham’s … Continue reading →

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Where Does the S&P 500 Stand?

August 22, 2015
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Where Does the S&P 500 Stand?

Last week was brutal for pretty much all markets. Surprisingly, it was bad even for the US dollar. The sharp and straight downward move was reminiscent of the descent of 2011. It’s time to review where does the major index stands from technical point of view. Let’s start with a visual inspection. Clearly the 200-day The post

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