DataOptionsQuant tradingR
Beyond Stocks: The Surprising Volatility Returns of Oil and Gold
I’ve previously discussed the Volatility Risk Premium (VRP) and how it differs from the Equity Risk Premium (ERP). Probably the
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DataR
A Free Interactive IPO Calendar
Sometimes it’s nice to step away from the deep technical stuff and just build something simple and useful. What Is
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DataRTools of the trade
Price data from Yahoo Finance in R – the Easy Way!
Traders typically have many ideas for trading strategies – more than they can ever implement in practice! Therefore it’s useful
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DataRTrading infrastructureA Beginner’s Guide to Using DuckDB with Stock Price Data in R
In this blog post, I will demonstrate how to work with stock price data using the DuckDB database management system
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Quant tradingRThink like a traderTools of the tradeData Analysis and Edge Extraction for Traders
Towards the end of last year, we ran a couple of free Zoom webinars on: Here are the recordings: Basics
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RTools of the trade
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
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RZorroExporting Zorro Data to CSV
Earlier versions of Zorro used to ship with a script for converting market data in Zorro binary format to CSV.
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RTrading strategiesAre Cheap Stocks Expensive? A Simple Equity Factor Analysis Walkthrough
I have been sharing examples of simple real-time trading research on my Twitter account. I do this kind of thing a
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BacktestingFXRTime series modellingTrading strategiesZorroTrading FX using Autoregressive Models
I’m a big fan of Ernie Chan’s quant trading books: Quantitative Trading, Algorithmic Trading, and Machine Trading. There are some
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Quant tradingRWorking with Tidy Financial Data in tidyr
Holding data in a tidy format works wonders for one’s productivity. Here we will explore the tidyr package, which is
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OptionsQuant tradingRWeekly Roundup 29 May – Crash Protection, Sloppy Regressions and Data Munging Skillz
Here’s a round-up of our new articles this week. They cover crash protection, sloppy, noisy regressions, and data-munging skills. Finding
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RTools of the tradePerformant R Programming: Chunking a Problem into Smaller Pieces
When data is too big to fit into memory, one approach is to break it into smaller pieces, operate on