Ernie Chan and the London Quant Trading Strategy Q and A
Ernie Chan and the London Quant Trading Strategy Q and A
How to parallelize with R and Hadoop tonite! Complete ARIMA source code strategy walkthrough online Meetup Oct 23!
Hi there Join Ram Venkat tonite at 7PM Eastern Standard Time to learn about how he uses Hadoop and R for his parallel processing with Python. This is on tonite via my GotoMeeting online virtual meeting. Login details: 1. Please join my meeting, Monday, October 15, 2012 at 7:00 PM Eastern Daylight Time. https://global.gotomeeting.com/join/275963877 2. […]
Quality R packages that potential financial researchers and quant traders who model or build a strategy and algorithm
Quality R newbie packages that potential financial researchers and quant traders who model or build a strategy and algorithm As a newbie to R, I thought it would be worthy to note a few quality R packages that seem to have more advanced some functionality that Matlab does not even give you. Here is my […]
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: […]