Foreign Currencies and US 10y Treasury Yields

January 17, 2012 | klr

Since I explored the relationship between the Japanese Yen and the US 10y Treasury Yield on Friday, I thought it might be worthwhile to extend the exploration to a much broader range of currencies. I personally am most interested on how Asian Central B...
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Clustering with Currencies and Fidelity Funds

May 26, 2011 | klr

Great news came yesterday with the release of the R In Finance 2011 Presentations.  I must attend next year after seeing all that I missed.  The Iacus: Statistical Analysis of Financial Time Series and Option Pricing in R (pdf) presentation o...
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