Articles by Milk Trader

Screencast: The Making of 3dfcc505dc

June 3, 2012 | Milk Trader

It was all going so well. Until my MacBook began experiencing memory issues. At around the 20 minute mark (which is close to the end), I lost some video explaining the use of the density plot auto-creation super-wizard function. The good news is that i...
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Screencast: The Making of 17018d5488

March 6, 2012 | Milk Trader

The following screencast demonstrates the use of R, the quantmod R package and bash to process SPX data from 1950. An explanation on how to access a git repository that includes the plots and the R console history is also provided. This screencast prod...
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A Simple R Script for Traders

November 21, 2011 | Milk Trader

Now that we've got the Python implementation under out belts, let's do the same thing with R. We'll still be able to pass command-line arguments to get a quick look at what our stock of interest is doing during the day. And we start with the familiar i...
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Get Used To It

August 18, 2011 | Milk Trader

This is a brain teaser. You've been warned.The S&P 500 is in a bear market (defined as the 50-day MA being below the 200-day MA) 30.8% of the time. Also, the S&P 500 has experienced single-day 4% declines 0.242% of the time. Of the times we exp...
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Making Stuff is Scary

August 15, 2011 | Milk Trader

My daughter's best friend lives just down the street. Her mother runs a cupcake shop that's just a little further down the street. Being eleven going on sixteen, my daughter fancies herself a "quote" -- worker at the shop. She's not paid in actual mone...
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Last Time That Happened

June 30, 2011 | Milk Trader

I bought a lottery ticket yesterday. I hardly ever buy them. The last time I did I lost a dollar. Actually, every time I've bought a ticket I've lost.  Yesterday I was at the local gas station in line behind a bloke who had a comprehensive folder ...
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vRoom vRoom : Speeding up R with C

June 8, 2011 | Milk Trader

Many times you don't want to trouble friends for help with menial tasks like moving furniture. But sometimes you need to step out and ask. Your friends are always happy to help, and after the heavy lifting is done you see how easy it can be. R likes to...
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Home Away From Home

May 2, 2011 | Milk Trader

It used to be stuffed animals everywhere. These days, it's those annoyingly small lego pieces. Toys in the house have a certain Tribble quality to them. They propagate during some designated time in the middle of the night and in the morning, they are ...
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Bug Collector

April 26, 2011 | Milk Trader

Most are quite unamused to find an ant infestation in their kitchen around this time of year. Time to start spraying that stuff that's not supposed to be harmful to humans but that you always wonder if it is anyway. Some bugs, such as ant attacks or so...
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Chop, Slice and Dice Your Returns in R

April 24, 2011 | Milk Trader

I have a knife rack on my kitchen wall with all my kitchen knives easily identifiable and accessible. I also have small scars on my hand where each knife can claim to have left a mark. It's not the knife's fault, of course. They hardly like being sudde...
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Recursive Trading System in R

April 15, 2011 | Milk Trader

I have a trick knee. Normally, it works just fine. But if I stand on my head when its raining on Tuesdays and Thursdays and pinch my nose, it hurts. Not just a little. It hurts a lot. I went to the doctor and he told me not to stand ...
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A Super-Easy, Simple-Dimple Backtester in R

April 9, 2011 | Milk Trader

I cut my finger on a paring knife this morning. Don't use a sharp knife to spread butter on your toast. It's better to limit yourself to using dull kitchen utensils until the caffeine kicks in. No matter, I still have most of my digits to type in a sim...
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Algorithm Whisperer

April 6, 2011 | Milk Trader

I was staring at my favorite trading algorithm the other day and I could swear it wanted to tell me something. I've made contact with it in the past, but our conversations pretty much ran along the lines of "What position are you in the market?" to whi...
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Feed Your (Machine) Brain

April 3, 2011 | Milk Trader

Few can tell you what goes into a chicken nugget, but most will agree that it's good for your brain. If you're a little sluggish and can't focus, what do you normally do? That's right, you pop a couple chicken nuggets. And similar to our brains, our al...
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Volatility Violins

March 28, 2011 | Milk Trader

Unlike many humans, markets love change. In fact, they look forward to it with great anticipation. Regular people like stability, for the most part. Unless you're a career gypsy, you like to stay in one place for some time. Making a home. Settling in, ...
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Silver Is A Weighted Coin

March 24, 2011 | Milk Trader

editorial note: there is an error in the code explained below the code. When you flip a quarter, you normally assume the coin is fair and that there is a 50% chance of getting either heads or tails. Option pricing assumes the world of trading is f...
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Yeah Sure, Maybe, Well … Okay

March 23, 2011 | Milk Trader

Whoever wrote the book on statistics, probably avoided getting a proper education in literature. At least that's my null hypothesis. The cryptic and awkward presentation of probabilities common amongst the Frequentists (no, not the Latin American Socia...
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money is coin $ flip

March 7, 2011 | Milk Trader

Well, sorta. More precisely, money is the sum of coin$flip divided by the number of coin$flip. But we'll get to that later. For now, let me introduce you to a new algorithm written in R. This one is another "quote" -- simple few lines of code -- whose ...
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