604 search results for "trading"

Shiny https: Securing Shiny Open Source with SSL

December 23, 2015
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Shiny https: Securing Shiny Open Source with SSL

As described in my Shiny overview post, there are different versions of Shiny server. Among other limitations, the open source flavor does not come with built-in support for https and user access control. In this post, we explain how you can nevertheless turn your Shiny Open Source server into a Shiny https server. This tutorial builds on The post

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X13-SEATS-ARIMA as an automated forecasting tool

December 20, 2015
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X13-SEATS-ARIMA as an automated forecasting tool

The M3 forecasting competition The M3 forecasting competition in 2000, organized by Spyros Makridakis and Michele Hibon, tested a variety of methods against 3,003 time series, with forecasts compared to held out test sets. The data are conveniently available for R users in the Mcomp package and Rob Hyndman has published example code benchmarking the ets() and...

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A First Attempt At Applying Ensemble Filters

December 4, 2015
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A First Attempt At Applying Ensemble Filters

This post will outline a first failed attempt at applying the ensemble filter methodology to try and come up with … Continue reading →

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The Data-Driven Weekly #1.3

November 24, 2015
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The Data-Driven Weekly #1.3

This week we explore two different themes related to data. The first is how to value big data. The second …Continue reading →

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The Data-Driven Weekly #1.3

November 24, 2015
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The Data-Driven Weekly #1.3

This week we explore two different themes related to data. The first is how to value big data. The second …Continue reading →

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The R-Podcast Episode 14: Tips and Tricks for using R-Markdown

November 18, 2015
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The R-Podcast is back up and running! In this episode I discuss some useful resources and helpful tips/extensions that have greatly enhanced my work flow in creating reproducible analysis documents via R-Markdown. I also highlight some exciting new endeavors in the R community as well as provide my take on two key events that further

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The R-Podcast Episode 14: Tips and Tricks for using R-Markdown

November 18, 2015
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The R-Podcast is back up and running! In this episode I discuss some useful resources and helpful tips/extensions that have greatly enhanced my work flow in creating reproducible analysis documents via R-Markdown. I also highlight some exciting new endeavors in the R community as well as provide my take on two key events that further illustrate the rapidly growing use of R across...

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Comment on Overnight SPY Anomaly

November 16, 2015
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This post is in response to Michael Harris' Price Action Lab post, where he uses some simple R code to evaluate the asymmetry of returns from the day's close to the following day's open.  I'd like to respond to his 3 notes, which I've included below.The R backtest assumes fractional shares. This means that equity is fully...

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A Filter Selection Method Inspired From Statistics

November 9, 2015
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A Filter Selection Method Inspired From Statistics

This post will demonstrate a method to create an ensemble filter based on a trade-off between smoothness and responsiveness, two … Continue reading →

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Has the S&P 500 Cleared the Earlier Sell?

October 25, 2015
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Life has been busy and has kept me away from blogging, and from trading, mostly. Still, I can’t stay away from monitoring the markets, and, with the recent rally, I started asking myself – has the situation changed since the 200 day SMA signaled an exit. What do you think – make up your mind The post

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