Amazon retail survivors Spain spread and Best Buy beat
Amazon retail survivors Spain spread and Best Buy beat
Europe Travel outpace while CAD USA bond spread tight
Europe Travel outpace while CAD USA bond spread tight
Files for PostGreSQL SQL database to generate long and short of spread trading idea
Files for PostGreSQL SQL database to generate long and short of spread trading idea Here are the files used including SQL and Excel as explained here http://quantlabs.net/blog/2014/10/matlab-query-of-postgresql-sql-database-to-generate-long-and-short-of-spread-trading-idea/
What metrics I use to measure my long and short trades for spread trading opportunity
What metrics I use to measure my long and short trades for spread trading opportunity This quick video explains it as part of my long and sort to measure who those pairs will be when trade ideas are generated. Once identified, they are added to my watchlist.
R Code for for charting Daily Crude Oil Futures spread of calendar spread of first two months
This came in from the NYC Contact which could be very very useful for y’all. More to come! R Code for for charting Daily Crude Oil Futures spread (calendar spread of first two months) . The chart shows mean reversion and volatility. Extreme contango has happened several times. Here is the R code: CL1 = […]
High frequency market data in R with realized volatility, spread, trade direction, bid/ask spread, calendar patterns with tick pattern
High frequency market data in R with realized volatility, spread, trade direction, bid/ask spread, calendar patterns with tick pattern This is a pretty good tutorial PDF: http://faculty.washington.edu/ezivot/research/hfanalysis.pdf Get the data from: http://faculty.washington.edu/ezivot/splus.htm This is hinted at the bottom of page2.Ensure to load the RTAQ R package from CRAN for use to load the data. Note […]