Attend the MeetUp for Machine Learning for Trading Strategies in San Francisco

Attend the MeetUp for Machine Learning for Trading Strategies For our first MeetUp I will try to get some guest speakers, but for sure you will be getting a rather complete briefing on the use of Advanced Register Genetic Programming directed to the emergence of Trading Strategies, code ready. Some background on other techniques will […]

Which are the best graphical charting packages for R

Interesting uses for Quantmod R package   http://www.quantmod.com/examples/charting/ http://www.r-chart.com/2010/06/stock-analysis-using-r.html http://www.r-chart.com/2010/06/analyze-gold-demand-and-investments.html http://timelyportfolio.github.io/rCharts_time_series/history.html http://www.packtpub.com/article/creating-time-series-charts-r http://www.activeanalytics.co.uk/blog/plottinglivechartswithyahoofinancedataandggplot2inr http://www.incrediblecharts.com/indicators/williams_percent_r.php http://quant.stackexchange.com/questions/9465/library-for-interactive-financial-charts http://www.r-bloggers.com/using-r-and-motion-charts-to-analyze-financial-data/ R Code demoed FinancialChartQuantmod

How to set your R environment with RStudio and DotNet library for C#

How to set your R environment with RStudio and DotNet library for C# IMPORTANT NOTE:  This train of thought has been abandoned with too many connecting issues with R.NET which makes this entire process useless. Sorry but I cannot proceed as it is not safe nor have the authors of all this software thought of […]

Topographic Finance with Paul Cottrell

Topographic Finance 7-8pm.Eastern Standard Time Mar 10 Topographic Finance Volatility and Drift Equity Markets Energy Markets Poseidon Paul Cottrell is a researcher in chaos theory and has interests in modeling financial markets. Some have considered him a polymath of sorts. Born in Detroit, Michigan he has extensive professional experience in engineering and design. He currently […]

Volume Weighted Moving Average with Inetractive Brokers

Volume Weighted Moving Average with Ineractive Brokers This is nothing special but was inspired by Trading Systems and Method book by PJ Kaufman //TSM Triangular Average (I) //closevol = close*Volume; (see above) //avg1 = summation(closevol,period1)/summation(volume,period1); //avg2 = Summation(closevol,period2)/summation(volume,period2); //vwmacd = avg1 – avg2; //signal = average(vwmacd,signalper);   IBMovAvgWinForm

Finally I got SQL Server 2014 CTP2 working with DotNet CSharp for IQFeed market data calls working

Finally I got SQL Server 2014 CTP2 working with DotNet CSharp for IQFeed market data calls working   NOTE: SQL Server 2014 CTP 2 will be abandoned due to pre-release with too many data querying restrictions and wonky compiled stored procedures – See more at: http://quantlabs.net/blog/2014/02/sql-server-2014-ctp-2-will-be-abandoned-due-to-pre-release-with-too-many-data-querying-restrictions-and-wonky-compiled-stored-procedures/#sthash.Gf15BBhW.dpuf This is hopefully a good milestones with this new […]