RTools of the trade
Handling a Large Universe of Stock Price Data in R: Profiling with profvis
Recently, we wrote about calculating mean rolling pairwise correlations between the constituent stocks of an ETF. The tidyverse tools dplyr
Blog
-
-
RTools of the tradeHow to Wrangle JSON Data in R with jsonlite, purr and dplyr
Working with modern APIs you will often have to wrangle with data in JSON format. This article presents some tools
-
Quant tradingRTrading strategiesZorroUsing Digital Signal Processing in Quantitative Trading Strategies
In this post, we look at tools and functions from the field of digital signal processing. Can these tools be
-
RTools of the tradeHow to Calculate Rolling Pairwise Correlations in the Tidyverse
How might we calculate rolling correlations between constituents of an ETF, given a dataframe of prices? For problems like this,
-
PythonRTools of the tradeHow to Run Python from R Studio
Modern data science is fundamentally multi-lingual. At a minimum, most data scientists are comfortable working in R, Python and SQL;
-
RFinancial Data Manipulation in dplyr for Quant Traders
In this post, we’re going to show how a quant trader can manipulate stock price data using the dplyr R
-
RThink like a traderTrading strategiesZorro
Get Rich Quick Trading Strategies (and why they don’t work)
Every aspiring millionaire who comes to the markets armed with some programming ability has implemented a systematic Get Rich Quick
-
FactorsOptionsQuant tradingRHow To Get Historical S&P 500 Constituents Data For Free
In this post, we are going to construct snapshots of historic S&P 500 index constituents, from freely available data on
-
FactorsOptionsQuant tradingRHow to Find Cheap Options to Buy and Expensive Options to Sell
If you want to make money trading, you’re going to need a way to identify when an asset is likely
-
OptionsQuant tradingRHow to Hedge a Portfolio with Put Options
There are 2 good reasons to buy put options: because you think they are cheap because you want downside protection.
-
RProbability Density Function for Prices from a GBM Process in R
We’ve been working on visualisation tools to make option pricing models intuitive to the non-mathematician. Fundamental to such an exercise
-
Cointegrationk-means clusteringRTrading strategiesPairs Trading Literature Review
This post summarises the key lessons of the academic literature that has been published on pairs trading. The key themes