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
Are Forex trading hours correlated with return directionality?
June 8th, 2016
No Comments