OptionsQuant tradingR Weekly 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
OptionsQuant tradingRTools of the tradeTrading strategies Weekly 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
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