Posts Tagged ‘ Finance and Trading ’

Forecasting the Eurozone Misery index

May 23, 2012
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Forecasting the Eurozone Misery index

Is Miss Stagflation coming to visit? The Misery index is the sum of inflation and unemployment rate. We would like them both to stay naturally low, and we are miserable when they are not. The index is currently floating in … Continue reading →

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Stock market kurtosis over time

May 12, 2012
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Stock market kurtosis over time

In the last decade we have observed an increase in computational power, information availability, speed of execution and stock market competition in general. One might think that, as a result, we are prone to larger shocks that occur faster than … Continue reading →

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Backtesting trading strategies with R

April 21, 2012
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Few weeks back I gave a talk about Backtesting trading strategies with R, got a few requests for the slides so here they are:

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