Important Videos Coming: R source code for SMA system, Manage position size, Optimize parameters, plot performance metric

(Last Updated On: June 11, 2012)
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Hi there,

Due to popular demand, I’m doing a second quant trading video posting featuring crucial R scripts you need in your HFT (and other quant) trading arsenal. Altogether, it’s composed of R sample scripts and the source PDF with a 25 minute video presentation too.

The most recent posting covers portfolios, statistics and strategy creation and execution. This one gets into finer details including how to:

1. Apply a strategy
2. Update a current portfolio
3. Plot moving average crossover performance
4. Manage position size
5. Plot fixed dollar moving average crossover performance
6. Show strategy transactions
7. Plot average crossover with percent equity entries
8. Pass parameters at the time of application
9. Plot an X month simple moving average system
10. Optimize parameters and plot performance metric

It’s all covered in this free video posting. And as before, this is available to the public only once.

Good trading,

P.S. The videos recording will be permanently available to Premium Members
only. Ensure your long-term access to all Premium materials now:

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View more Membership benefits here:

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
This entry was posted in HFT High Frequency Trading, Premium Membership, Quant Analytics, R and tagged , , , , , , , , , on by .

About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at