Example of Stock statistic daily return moves
These are typical charts you would be able to find in my daily trading analysis over at Quant Analytics https://quantlabs.net/analytics/order-analytics/ Similar Python script can be found in this course https://quantlabs.net/analytics/overview-python-infrastructure-building-blocks/ Here are the downloadable files as demonstrated AAPL_Stats FB_Stats IBM_Stats
Options example GotoMeeting Login id
Options example GotoMeeting Login id
profit loss example of US dollar and Euro movement in future contract GotoMeeting Login
profit loss example of US dollar and Euro movement in future contract GotoMeeting Login
Example of conversion for Treasury Bond Eurodollar and Foreign currency like Euro
Example of conversion for Treasury Bond Eurodollar and Foreign currency like Euro
Eurodollars, Japanese yen, Interest rate parity example, and Cost of Carry model
Eurodollars, Japanese yen,Interest rate parity example, and Cost of Carry model
Brownian Motion example works from sde R package
Brownian Motion example works from sde R package To do Brownian motion, I have confirmed the examples of BM() works from the sde R package: plot(BM()) plot(BBridge()) plot(GBM()) http://cran.r-project.org/web/packages/sde/sde.pdf
R source code example on how to trade using a GARCH Volatility Forecast
R source code example on how to trade using a GARCH Volatility Forecast I found this link: http://www.r-bloggers.com/trading-using-garch-volatility-forecast/ I am using RStudio so I can confirm sthat the code seems to be ok but the plots fail with a message; > plotbt.custom.report.part1(regime.switching.garch, regime.switching, buy.hold) Error in plot.window(…) : Logarithmic axis must have positive limits In […]
Crucial and many helpful R packages and research papers for finance and HFT with quant model, algo, and strategy example
Crucial and many helpful R packages and research papers for finance and HFT with quant model, algo, and strategy example Note none of these have NOT been verified or validated yet but don’t mind me, I feel like a kid in a candy factory with these! With Interactive Brokers and R: http://blog.fosstrading.com/2010/05/introducing-ibrokers-and-jeff-ryan.html http://cran.r-project.org/web/packages/IBrokers/vignettes/RealTime.pdf Implied volatility: […]