610 search results for "TRADING"

R / Finance 2015 Call for Papers

November 18, 2014
By

Earlier today, Josh send the text below to the R-SIG-Finance list, and I updated the R/Finance website, including its Call for Papers page, accordingly. We are once again very excited about our conference, thrilled about the four confirmed keynotes, and hope that many R / Finance users will not only join us in Chicago in May...

Read more »

R/Finance 2015 Call for Papers

November 18, 2014
By

Call for Papers:R/Finance 2015: Applied Finance with RMay 29 and 30, 2015University of Illinois at ChicagoThe seventh annual R/Finance conference for applied finance using R will be held on May 29 and 30, 2015 in Chicago, IL, USA at the University...

Read more »

Volatility Risk Premium: Sharpe 2+, Return to Drawdown 3+

November 14, 2014
By
Volatility Risk Premium: Sharpe 2+, Return to Drawdown 3+

First, before starting this post, I’d like to give one last comment about my previous post: I called Vanguard to … Continue reading →

Read more »

SBS documentary “The Age of Big Data”

November 8, 2014
By
SBS documentary “The Age of Big Data”

by Yanchang Zhao, RDataMining.com “Data is becoming a powerful and most valuable commodity in 21st century. It is leading to scientific insights and new ways of understanding human behaviour. Data can also make you rich. Very rich.” — SBS documentary … Continue reading →

Read more »

Predicting High Yield with SPY–a Two Part Post

November 7, 2014
By
Predicting High Yield with SPY–a Two Part Post

This post will cover ideas from two individuals: David Varadi of CSS Analytics with whom I am currently collaborating on some … Continue reading →

Read more »

It’s Amazing How Well Dumb Things [Get Marketed]

November 2, 2014
By
It’s Amazing How Well Dumb Things [Get Marketed]

Recently, Harry Long posted not one but four new articles on Seeking Alpha called It’s Amazing How Well Dumb Things … Continue reading →

Read more »

Combining FAA and Stepwise Correlation

October 31, 2014
By
Combining FAA and Stepwise Correlation

Since I debuted the stepwise correlation algorithm, I suppose the punchline that people want to see is: does it actually … Continue reading →

Read more »

Mirror, mirror on the wall, which is your favorite German car brand in the world…

October 30, 2014
By
Mirror, mirror on the wall, which is your favorite German car brand in the world…

Or how to create a world map in R with survey data, World Bank indicators, ggplot2 and rworldmap by timwinke When people think about Germany, what comes to their mind? Oktoberfest, ok – but Mercedes might be second or BMW … Continue reading →

Read more »

Introducing Stepwise Correlation Rank

October 27, 2014
By
Introducing Stepwise Correlation Rank

So in the last post, I attempted to replicate the Flexible Asset Allocation paper. I’d like to offer a thanks … Continue reading →

Read more »

A Failed Attempt at Backtesting Structural Arbitrage

October 2, 2014
By
A Failed Attempt at Backtesting Structural Arbitrage

One of the things that I wondered about regarding the previous post was how would this strategy have performed in … Continue reading →

Read more »

Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)