610 search results for "trading"

Halite

February 1, 2017
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Halite

May the best bot win - Halite is an artificial intelligence programming challenge. Players control a bot using the programming language of their choice. Bots fight for control of a 2D grid and the bot with the most territory at the end wins. ...

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A look back at the year in R and Microsoft

February 1, 2017
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Thomas Dinsmore's ML/DL blog recently concluded a look back on significant advancements in data science, machine learning and deep learning — many of which involved R and/or Microsoft. Here are those highlights (reproduced with permission): The R Project R and Python maintained their leadership as primary tools for open data science. The Python versus R debate continued amid an...

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tidyquant 0.3.0: ggplot2 Enhancements, Real-Time Data, and More

January 21, 2017
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tidyquant 0.3.0: ggplot2 Enhancements, Real-Time Data, and More

tidyquant, version 0.3.0, is a pretty sizable release that includes a little bit for everyone, including new financial charting and moving average geoms for use with ggplot2, a new tq_get get option called "key.stats" for retrieving real-time stock inf...

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December 2016 Package Picks

January 11, 2017
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by Joseph Rickert Last month, 217 new packages were submitted to CRAN. By my count this was the highest monthly value recorded for the past nine years. Below, are brief descriptions of fifty-two of these new-for-December packages grouped into six categories: Data, Data Science, Financial Analysis, Statistics, Utilities and Visualizations. The Financial Analysis category is

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R / Finance 2017 Call for Papers

January 11, 2017
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Last week, Josh sent the call for papers to the R-SIG-Finance list making everyone aware that we will have our nineth annual R/Finance conference in Chicago in May. Please see the call for paper (at the link, below, or at the website) and consider submitting a paper. We are once again very excited about our conference,...

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tidyquant 0.2.0: Added Functionality for Financial Engineers and Business Analysts

January 7, 2017
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tidyquant 0.2.0: Added Functionality for Financial Engineers and Business Analysts

tidyquant, version 0.2.0, is now available on CRAN. If your not already familiar, tidyquant integrates the best quantitative resources for collecting and analyzing quantitative data, xts, zoo, quantmod and TTR, with the tidy data infrastructure of the ...

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Beat the Market with Meucci and Markowitz

January 5, 2017
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Beat the Market with Meucci and Markowitz

  Introduction I am very excited to finally share some of my research exploring Meucci’s (Meucci (2005)) portfolio optimization methods, and how the resulting portfolios compare to the use of historical data. For those unfamiliar with Attilio Meucci, he runs an annual Advanced Risk and Portfolio Managment Bootcamp in New York City every summer. The … Continue...

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R/Finance 2017: Call for Papers

January 4, 2017
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R/Finance 2017: Applied Finance with RMay 19 and 20, 2017University of Illinois at ChicagoThe ninth annual R/Finance conference for applied finance using R will be held on May 19 and 20, 2017 in Chicago, IL, USA at the University of Illinois at Chicago.  The conference will cover topics including portfolio management, time series analysis, advanced risk tools,...

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Using R to download high frequency trade data directly from Bovespa

January 3, 2017
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Using R to download high frequency trade data directly from Bovespa

Using package GetHFData - Recently, Bovespa, the Brazilian financial exchange company, allowed external access to its ftp site. In this address one can find several information regarding the Brazilian financial system, including d...

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tidyquant: Bringing Quantitative Financial Analysis to the tidyverse

December 31, 2016
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tidyquant: Bringing Quantitative Financial Analysis to the tidyverse

My new package, tidyquant, is now available on CRAN. tidyquant integrates the best quantitative resources for collecting and analyzing quantitative data, xts, quantmod and TTR, with the tidy data infrastructure of the tidyverse allowing for seamless in...

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