491 search results for "trading"

A positive batting average trend follower? Introducing Trend Vigor.

May 25, 2014
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A positive batting average trend follower? Introducing Trend Vigor.

Since this is the first post on this blog, a quick start up for those who may be reading this … Continue reading →

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Beyond R, or on the Hunt for New Tools

May 12, 2014
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For more than four years now (judging by the first post on my old blog), R has been my primary tool for market research. It has thought me a lot, and it has helped me to me advance smoothly in the field of semi-automated trading. Lately however I started realizing that R is lacking essential

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R and Finance

May 8, 2014
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by Joseph Rickert R/Finance 2014 is just about a week away. Over the past four or five years this has become my favorite conference. It is small (300 people this year), exceptionally well-run, and always offers an eclectic mix of theoretical mathematics, efficient, practical computing, industry best practices and trading “street smarts”. This clip of Blair Hull delivering a...

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High Frequency | Winners and Losers by Chord

May 6, 2014
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I admit it looks like I am the only person in the world who has not read Michael Lewis’  Flash Boys. I was more attracted to this fine paper with slightly fewer views than Flash Boys. Baron, Matthew and Brogaard, Jonathan and Kirilenko, Andrei A....

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On the trade history and dynamics of NBA teams

April 28, 2014
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On the trade history and dynamics of NBA teams

While good draft picks and deft management can help you win championships, there is no doubt that NBA teams can massively gain, or lose, by trading players with one another. Here, I played around with some publicly available data given at basketball-reference.com, and had a look at the numbers behind all trades undertaken in the NBA from 1948 to

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Notes from the Tokyo R User Group meeting, 17 April 2014

April 21, 2014
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Notes from the Tokyo R User Group meeting, 17 April 2014

Last Thursday I had the pleasure to attend the Tokyo R user group meeting. And what a fun meeting it was! Over 40 R users had come together in central Tokyo. Yohei Sato, who organises the meetings, allowed me to talk a little about the recent developme...

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R Interface to Myfxbook

April 17, 2014
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R Interface to Myfxbook

Myfxbook provides an interface to your FOREX trading accounts as well as an active trading community. It has a broad range of functionality including a responsive interface to the FOREX market; tools for performing statistical analyses on your trades; the facility to mirror trades from other traders or systems; and provides a platform for publicising

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Getting Social Sciences Out of the Black Box: The Open Access Revolution

April 8, 2014
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Getting Social Sciences Out of the Black Box: The Open Access Revolution

Trading Ethos for LogosUp until very recently (the last 10 years) it has been uncommon for social science researchers to share their data even when the sharing would neither compromise the private information of the subjects nor the validity of the stu...

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Importing Business Climate Index from IFO

April 8, 2014
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CESifo Group in Munich is publishing a couple of very good articles covering the EU Region.In a most recent research I'm trying to use the monthly Business Climate Index from ifo as a layer to trigger further trading activities in R.Here are further De...

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Daylight Saving Effect on S&P500 and FTSE100

April 1, 2014
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Daylight Saving Effect on S&P500 and FTSE100

Does the transition to and from Daylight Saving Time (DST) have a (significant) effect on the stock market? In a recent blog post on The UK Stock Market Almanac, the author found that the average return of the FTSE100 index for the days following the start of British Summer Time (BST) was -0.07% during the

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