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  

An excellent tutorial on how to use the Pairs Trading package in R

An excellent tutorial on how to use the Pairs Trading package in R http://www.r-bloggers.com/pair-trading-strategy-how-to-use-pairtrading-package/ I can verify the above code works from end to end. The impressive thing is it is much simpler tha the Matlab version with their webinar. Here you estimate, generate the signal, and perform a backtest. It shows how easy some […]

Excellent tutorial on using urca R package for VAR, Cointegration, Statistical Tests, Non Stationary Processes, benchmarks and estimating models

Excellent tutorial on urca R package for VAR, Cointegration, Statistical Tests, Non Stationary Processes , benchmarks, estimating models Wow! This tutorial at http://www.pfaffikus.de/download/tutorial-useR2008.pdf is quite excellent! As I look for cointegration tests like Dickey Fuller, this tutorial has it! Also, there are some demos on VAR with traditional processes. I must say I have validated […]