Quant tradingRThink like a traderTools of the trade
Data 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
Data Analysis and Edge Extraction for Traders
-
-
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
-
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
-
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
-
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
-
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,
-
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
-
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
-
RTrading strategies
The VIX Futures Basis
In the eye of the recent storm, with VIX up over 50, many traders were looking to “short the VIX”
-
BacktestingFactorsQuant tradingRTrading strategies
Revenge of the Stock Pickers
To say we’re living through extraordinary times would be an understatement. We saw the best part of 40% wiped off