Quant tradingRTools of the trade
How to Fill Gaps in Large Stock Data Universes Using tidyr and dplyr
When you’re working with large universes of stock data you’ll come across a lot of challenges: Stocks pay dividends and
How to Fill Gaps in Large Stock Data Universes Using tidyr and dplyr
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OptionsQuant tradingRFind Cheap Options for Effective Crash Protection Using Crash Regressions
One way we can quantify a stock’s movement relative to the market index is by calculating its “beta” to the
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OptionsQuant tradingRTools of the tradeTrading strategiesWeekly Roundup 22 May – Doubling Down in Losing Trades Like a Drunken Hedge Fund Manager
Here’s a round-up of our new articles this week. They cover options trading, digital signal processing, data munging and Kris’s luxurious
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RTools of the tradeHandling 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
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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
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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
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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,
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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;
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R
Financial 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
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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
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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
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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