Links to slides and talks from useR 2011 - all organized in one page.
Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Fotis Quantitative Finance & Technical Analysis Improved Moving Average using intra-day EUR/USD FOREX
Hi everyone, Here we present the graphical illustrations from two cases that our improved moving average method provides better results compared to the rest. You can find the R-code here (is the same version). In both...
Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Fotis Quantitative Finance & Technical Analysis Improved Moving Average Code is available for download!
Hi everyone, in the last few days we have received great feedback from you. Due to increasing demand we have made a short version of the original code available for personal use. Please let us...
Thanks to a link on R-bloggers, I was introduced to Luis Apiolaza’s blog, Quantum Forest, which covers data analyses and R comments he encounters in his research as a quantitative forester/geneticist. And he works at the University of Canterbury, Christchurch, where I first taught from Bayesian Core in 2006. Which may be why he chose 
A Bernoulli process is a sequence of Bernoulli trials (the realization of n binary random variables), taking two values (0/1, Heads/Tails, Boy/Girl, etc…). It is often used in teaching introductory probability/statistics classes about the binomial distribution. When visualizing a Bernoulli process, it is common to use a binary tree diagram in order to show the
Create an R function We have seen before how we can user OpenCPU to call R existing R functions from packages. In this post we demostrate how we can also publish a custom function without creating a package. For the purpose of this example, we wrote an R function that generates a plot using live ...