646 search results for "Trading"

Dual axes time series plots with various more awkward data

August 27, 2016
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Dual axes time series plots with various more awkward data

In my most recent blog post I introduced the dualplot() R function, which allows you to create time series plots with two different scales on the vertical axes in a way that minimises the potential problems of misinterpretation. See that earlier post ...

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Making fast, good decisions with the FFTrees R package

August 17, 2016
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Making fast, good decisions with the FFTrees R package

“…e are suspicious of rapid cognition. We live in a world that assumes that the quality of a decision is directly related to the time and effort that went into making it” Malcom Gladwell, Blink In his book Blink, Malcolm Gladwell summarises a common misconception about good decision making. According to folk wisdom, the more time, ...

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Labeling Opportunities in Price Series

August 13, 2016
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Labeling Opportunities in Price Series

One approach to trading which has been puzzling me lately, is to sit and wait for opportunities. 🙂 Sounds simplistic, but it is indeed different than, for instance, the asset allocation strategies. In order to be able to even attempt taking advantage of these opportunities, however, we must be able to identify them. Once the The post

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R Packages for Data Access

August 11, 2016
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R Packages for Data Access

by Joseph Rickert Data Science is all about getting access to interesting data, and it is really nice when some kind soul not only points out an interesting data set but also makes it easy for you to access it. Below is a list of 17 R packages that appeared on CRAN between May 1st and August 8th that,...

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New Course: Introduction to Portfolio Analysis in R

August 2, 2016
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New Course Announcement: Introduction to Portfolio Analysis in R One golden rule in investing is to always test your portfolio strategy on historical data. Then, you should constantly monitor the strategy's performance after you begin trading. In thi...

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Stock prices analysis part 2 exercises

August 2, 2016
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Stock prices analysis part 2 exercises

This is the second part of the exercises dedicated to analysis of stock prices. In this part we will provide exercises for plotting, fitting linear model and predicting stock prices. You dont need to be an expert stock’s trader in order to understand the examples, but you should go through part 1, since we shall

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An Introoduction to Portfolio Component Conditional Value At Risk

July 12, 2016
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An Introoduction to Portfolio Component Conditional Value At Risk

This post will introduce component conditional value at risk mechanics found in PerformanceAnalytics from a paper written by Brian Peterson, … Continue reading →

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Did the weather affect the #Brexit vote?

June 26, 2016
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Did the weather affect the #Brexit vote?

On the evening of the polling day, some parts of London and southern England were hit by very bad weather, while other areas experienced nice weather with high temperatures and sunshine. The weather could have affected the Brexit vote by affecting Turnout or by affecting Voting Intentions. To cut a long story short: there is, … Continue reading...

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R Consortium and User! 2016 News

June 9, 2016
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by Joseph Rickert IBM Joins the R Consortium This past Monday at the Spark Summit in San Francisco IBM announced that it had joined the R Consortium as a "Platinum" member. This is very good news with respect to the development and growth of the R language, the health of the R Community and the position of opensource software...

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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

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