Blog Archives

Forecasting Markets using eXtreme Gradient Boosting (XGBoost)

April 5, 2017
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Forecasting Markets using eXtreme Gradient Boosting (XGBoost)

By Milind Paradkar In recent years, machine learning has been generating a lot of curiosity for its profitable application to trading. Numerous machine learning models like Linear/Logistic regression, Support Vector Machines, Neural Networks, Tree-based models etc. are being tried and applied in an attempt to analyze and forecast the markets. Researchers have found that some... The post Forecasting Markets using...

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R Weekly Bulletin Vol – II

March 30, 2017
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R Weekly Bulletin Vol – II

This week’s R bulletin will cover functions calls, sorting data frame, creating time series object, and functions like is.na, na.omit, paste, help, rep, and seq function. Hope you like this R weekly bulletin. Enjoy reading! Shortcut Keys 1. To show files – Ctrl+5 2. To show plots – Ctrl+6 3. To show packages – Ctrl+7 Problem Solving Ideas... The post R Weekly Bulletin...

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R Weekly Bulletin Vol – I

March 24, 2017
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R Weekly Bulletin Vol – I

We are starting with R weekly bulletins which will contain some interesting ways and methods to write codes in R and solve bugging problems. We will also cover R functions and shortcut keys for beginners. We understand that there can be more than one way of writing a code in R, and the solutions listed... The post R Weekly Bulletin...

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Forecasting Stock Returns using ARIMA model

March 9, 2017
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Forecasting Stock Returns using ARIMA model

By Milind Paradkar “Prediction is very difficult, especially about the future”. Many of you must have come across this famous quote by Neils Bohr, a Danish physicist. Prediction is the theme of this blog post. In this post, we will cover the popular ARIMA forecasting model to predict returns on a stock and demonstrate a step-by-step process of... The post Forecasting Stock Returns...

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[WEBINAR] Trading in Live Markets using R

February 6, 2017
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[WEBINAR] Trading in Live Markets using R

Trading using R on Interactive Brokers The session would be covering the following aspects: Installing R-studio IDE Reference sheet for the IBroker Package – https://cran.r-project.org/web/packages/IBrokers/IBrokers.pdf TWS configuration Viewing account information details in R Downloading historical data in R Printing real-time data on R console Sending predefined order using R script Sending event based order using R... The post Trading in...

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How to Check Data Quality using R

August 31, 2016
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  By Milind Paradkar Do You Use Clean Data? Always go for clean data! Why is it that experienced traders/authors stress this point in their trading articles/books so often? As a novice trader, you might be using the freely available data from sources like Google or Yahoo finance. Do such sources provide accurate, quality data?... The post How to Check...

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Shorting at High: Algo Trading Strategy in R

August 11, 2016
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Shorting at High: Algo Trading Strategy in R

By Milind Paradkar Milind began his career in Gridstone Research, building earnings models and writing earnings notes for NYSE listed companies, covering Technology and REITs sectors. Milind has also worked at CRISIL and Deutsche Bank, where he was involved in modeling of Structured Finance deals covering Asset Backed Securities (ABS), and Collateralized Debt Obligations (CDOs)... The post Shorting at High:...

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Common R Programming Errors Faced by Beginners

June 6, 2016
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Common R Programming Errors Faced by Beginners

There are two ways to write error-free programs; only the third one works. – Alan Perlis Error messages can be intimidating for novice coders, and sometimes even for the experienced ones. Trying to decipher the error can be a time-consuming task. In this issue we look at some of the common errors that you can... The post Common R Programming...

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Quantitative Trading Strategy Using R: A Step by Step Guide

January 20, 2016
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Quantitative Trading Strategy Using R: A Step by Step Guide

In this post we will discuss about building a trading strategy using R. Before dwelling into the trading jargons using R let us spend some time understanding what R is. R is an open source. There are more than 4000 add on packages,18000 plus members of LinkedIn’s group and close to 80 R Meetup groups... The post Quantitative Trading Strategy...

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A Guide on R quantmod Package: How to Get Started?

October 12, 2015
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A Guide on R quantmod Package: How to Get Started?

“The quantmod package for R is designed to assist the quantitative trader in the development, testing, and deployment of statistically based trading models.” It is a rapid prototyping environment where enthusiasts can explore various technical indicators with minimum effort. It offers charting facilities that is not available elsewhere in R. Quantmod package makes modeling easier and analysis simple. This... The post A Guide on...

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