580 search results for "trading"

Genetic Algorithm Systematic Trading Development — Part 3 (Python/VBA)

February 20, 2010
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Genetic Algorithm Systematic Trading Development — Part 3  (Python/VBA)

As mentioned in prior posts, it is not possible to use the standard Weka GUI to instantiate a Genetic Algorithm, other than for feature selection. Part of the reason is that there is no generic algorithm to instantiate a fitness function. The same fl...

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Genetic Algorithm Systematic Trading Development– Part 2

February 17, 2010
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Genetic Algorithm Systematic Trading Development– Part 2

We started by discussing the goal of a genetic algorithm, which is to optimally find the candidate pool of rules that are superior to other potential rules. In our example of moving averages, we are seeking the values of parameters of the rule :if ma(...

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Genetic Algorithm Systematic Trading Development — Part 1

February 15, 2010
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Genetic Algorithm Systematic Trading Development — Part 1

I want to start with a brief introduction to what I consider one of the most powerful learning methodologies to come out of Artificial Intelligence in the last several decades-- the Genetic Algorithm. Although it was originally developed to model evol...

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IBrokers Featured on Quantitative Trading

January 17, 2009
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IBrokers Featured on Quantitative Trading

Jeff Ryan's IBrokers package was mentioned on Ernie Chan's blog, Quantitative Trading. Though the package is still in pre-alpha stage, it is generating quite a bit of interest.Source:Ernie ChanFriday, January 16, 2009Quantitative Trading: Algorithmic ...

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Welcome to FOSS Trading

September 28, 2008
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Welcome to FOSS Trading

This blog will highlight the development and use of free open-source software to research, test, and trade financial markets.Meet the authors:Joshua Ulrich is currently the author and maintainer of four R packages:TTR - Technical Trading Rules - a suit...

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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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