More Intuitive Joins in dplyr 1.1.0 – how to do an asof join on trades and quotes data
dplyr 1.1.0 was a significant release that makes several common data operations more syntactically intuitive. The most significant changes relate
dplyr 1.1.0 was a significant release that makes several common data operations more syntactically intuitive. The most significant changes relate
The changing face of market data providers Over the last few years, a number of new market data providers have
In Australia, if you’re serious about getting the job done effectively and efficiently, you might say: “I’m not here to
Imagine you’re a relatively small, independent trader trying to turn trading from a hobby into a serious business. If that’s
rsims is a new package for fast, quasi event-driven backtesting in R. You can find the source on GitHub, docs
rsims is a new package for fast, realistic (quasi event-driven) backtesting of trading strategies in R. Really?? Does the world
It’s easy to lose money trading if you do certain things: Trade too much (paying fees and market impact on
If you have some factor that you think predicts future stock returns (or similar) and you are making charts like
Many beginner traders don’t realize how variable the p&l of a high-performing trading strategy really is. Here’s an example… I
I’ve been helping a family friend with his trading. I’ve given him a simple systematic strategy to trade by hand.
Broadly, there are three types of systematic trading strategy that can “work.” In order of increasing turnover they are: Risk
Earlier versions of Zorro used to ship with a script for converting market data in Zorro binary format to CSV.