ARMA Models for Trading

August 21, 2012 | ivannp

In this tutorial I am going to share my R&D and trading experience using the well-known from statistics Autoregressive Moving Average Model (ARMA). There is a lot written about these models, however, I strongly recommend Introductory Time Series with R, which I find is a perfect combination between light ... [Read more...]

Incompetence borne of excessive cleverness

April 29, 2012 | Derek-Jones

I have just got back from the 24 hour Data Science Global Hackathon; I was an on-site participant at Hub Westminster in London (thanks to Carlos and his team for doing such a great job looking after us all {around 50 turned up from the 100 who registered; the percentage was similar in ... [Read more...]

A million ? what are the odds…

October 27, 2010 | arthur charpentier

50 days ago, I published a post, here, on forecasting techniques. I was wondering what could be the probability to have, by the end of this year, one million pages viewed (from Google Analytics) on this blog. Well, initially, it was on my blog at t... [Read more...]

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