Last week a very interesting article by the Swiss Central Bank was brought to my attention by a dear friend and Asirikuy member. The article, which you can download here, talks about the distribution of returns at specific hours through the Forex market and makes the point that currencies tend to depreciate within their market […]
Posts Tagged ‘Using R’
- 2016: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2015: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2014: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
June 2016
- Are Forex trading hours correlated with return directionality?
- Relationship between returns and market conditions viewed from the fractal dimension
May 2016
- Using R in trading: Building a Random Forest model to predict out of sample results
- Using R in Trading: Looking at consecutive bars in different symbols
- Using OpenKantu in practice: How much do systems deteriorate in a Pseudo out of sample period?
March 2016
- Using R in trading: Backtesting a Chaos based prediction system
- Fractal dimension standard deviations and autocorrelations in currency pairs
- The Hurst Exponent and Forex trading instruments
- Can fractal dimensions predict system abundance in Forex pairs?
- Using R in trading: Is the fractal dimension constant in financial timeseries?
- Using R in Trading: What can you really do to reduce portfolio drawdowns
- Using R in Trading: Time series forecasting using chaos, Part 3
- Using R in Trading: Time series forecasting using chaos, Part 2
- Using R in Trading: Time series forecasting using chaos, Part 1
- Using R in Trading: Calculating a simple Efficiency Index
December 2015
- Converting MT4 binary history files: hst to csv using a python script
- Using OpenKantu in Practice: Analyzing system generation results using R
January 2015
September 2014
- Using R in Algorithmic Trading: Back-testing a machine learning strategy that retrains every day
- Using R in Algorithmic Trading: Building and testing a machine learning model
February 2014
- Using R in Algorithmic Trading: Performing a portfolio test using a rolling window Markowitz optimization
- Beyond Simple Linear Regression: Calculating the Ideal R (IR) for a trading strategy
January 2014
- Choosing trading system combinations: A practical example using rolling correlations
- Using R in Algorithmic Trading: Calculating system weights using Markowitz portfolio theory
- Using R in Algorithmic Trading: Analysing your Trading System's Historical Results
- Using R in Algorithmic Trading: Generating simple random financial time series
- Using R in Algorithmic Trading: Simple time series characterization. Part Two
- Using R in Algorithmic Trading: Simple time series characterization. Part One
- Using R in Algorithmic Trading: Studying In-sample/Out-of-sample variable correlations