558 search results for "trading"

Big Data and Chess: What are the Predictive Point Values of Chess Pieces?

June 10, 2015
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Big Data and Chess: What are the Predictive Point Values of Chess Pieces?

Who doesn’t like chess? Me! Sure, I like the idea of chess – intellectual masterminds battling each other using nothing but pure thought – the problem is that I tend to loose, probably because I don’t really know how to play well, and because I never practice. I do know one thing: How much the different pieces are worth,...

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Last Post For A While, And Two Premium (Cheap) Databases

June 7, 2015
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Last Post For A While, And Two Premium (Cheap) Databases

This will be my last post on this blog for an indefinite length of time. I will also include an … Continue reading →

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A Better ZigZag

June 6, 2015
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A Better ZigZag

There are a lot of “winning” strategies for bull markets floating around. “Buy the pullbacks” is certainly one of them. Does this sound simple enough to implement to you? While I am no Sheldon Cooper (although I have a favorite couch seat), I still like to live in a somewhat well defined world, a world The post

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Some Impressions from R Finance 2015

June 4, 2015
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Some Impressions from R Finance 2015

by Joseph Rickert The R/Finance 2015 Conference wrapped up last Saturday at UIC. It has been seven years already, but R/Finance still has the magic! - mostly very high quality presentations and the opportunity to interact and talk shop with some of the most accomplished R developers, financial modelers and even a few industry legends such as Emanuel Derman...

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R Recipe: Reordering Columns in a Flexible Way

May 16, 2015
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Suppose you have a data frame with a number of columns. You want to put the Trader and System columns first but you also want to do this in a flexible way. One approach would be to specify column numbers. This does the job but it's not very flexible. After all, the number of columns The post

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Registration Open for R/Finance 2015!

March 31, 2015
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You can find registration information and agenda details (as they become available) on the conference website.  Or you can go directly to the registration page.  Note that there's an early-bird registration deadl...

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R / Finance 2015 Open for Registration

March 31, 2015
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The annoucement below just went to the R-SIG-Finance list. More information is as usual at the R / Finance page. Registration for R/Finance 2015 is now open! The conference will take place on May 29 and 30, at UIC in Chicago. Building on the success of the previous conferences in 2009-2014, we expect more than 250 attendees from around...

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Simulation and relative performance

March 24, 2015
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Simulation and relative performance

There’s been some nice posts on randomness the last week or so, in particular here and here. I would like to look at how we can use simulations to get a better understanding of how some aspect of a trading system holds up relative to a bunch of random trades.In this example, I look at entries on...

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Adopting R for experienced developers

March 14, 2015
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Adopting R for experienced developers

More and more frequently I come across people who express an interest in R, and I thought I would share some advice to help people decide if R is something they should use, as well as some high level advice on getting started. Most of these people are developers with at least few years experience writing code...

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Introduction to my New IKReporting Package

March 9, 2015
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Introduction to my New IKReporting Package

This post will introduce my up and coming IKReporting package, and functions that compute and plot rolling returns, which are … Continue reading →

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