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RStudio: a cross-platform IDE for R

RStudio: a cross-platform IDE for R | Quantitative Finance | Scoop.it
(This article was first published on NumberTheory » R stuff, and kindly contributed to R-bloggers)

Which text editor do you use? Once in a while this question pops up on the R-help mailing list.
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Quantitative Finance
News, Slides and various discussions about quant finance
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magrittr: Simplifying R code with pipes

magrittr: Simplifying R code with pipes | Quantitative Finance | Scoop.it
(This article was first published on Revolutions, and kindly contributed to R-bloggers)
R is a functional language, which means that your code often contains a lot of ( parentheses ).
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Constructing a Continuous Futures Series From Quandl

Constructing a Continuous Futures Series From Quandl | Quantitative Finance | Scoop.it
(This article was first published on Revolutions, and kindly contributed to R-bloggers)
by Ilya Kipnis
In this post, I will demonstrate how to obtain, stitch together, and clean data for backtesting using futures data from Quandl.
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IEEE ranks R #9 amongst all languages

IEEE ranks R #9 amongst all languages | Quantitative Finance | Scoop.it
(This article was first published on Revolutions, and kindly contributed to R-bloggers) IEEE — the world's largest professional association for the language of technology — recently published its ranking of the popularity of programming...
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Introducing RcppParallel: Getting R and C++ to work (some more) in parallel

Introducing RcppParallel: Getting R and C++ to work (some more) in parallel | Quantitative Finance | Scoop.it
(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers) A common theme over the last few decades was that we could afford to simply sit back and let computer (hardware) engineers take care of...
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Data Preparation – Part I

Data Preparation – Part I | Quantitative Finance | Scoop.it
(This article was first published on Flavio Barros » r-bloggers, and kindly contributed to R-bloggers)
The R language provides tools for modeling and visualization, but is still an excellent tool for handling/preparing data.
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Forbes on putting R-based analytics in the hands of business analysts

Forbes on putting R-based analytics in the hands of business analysts | Quantitative Finance | Scoop.it
(This article was first published on Revolutions, and kindly contributed to R-bloggers) Forbes has published an article today on the integration between Alteryx and Revolution R Enterprise, which gives business analysts the ability to drag...
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High resolution graphics with R

High resolution graphics with R | Quantitative Finance | Scoop.it
(This article was first published on mages' blog, and kindly contributed to R-bloggers)
For most purposes PDF or other vector graphic formats such as windows metafile and SVG work just fine.
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Beginner's Guide to Quantitative Trading

Beginner's Guide to Quantitative Trading | Quantitative Finance | Scoop.it

n this article I'm going to introduce you to some of the basic concepts which accompany an end-to-endquantitative trading system. This post will hopefully serve two audiences. The first will be individuals trying to obtain a job at a fund as a quantitative trader. The second will be individuals who wish to try and set up their own "retail" algorithmic trading business.

Quantitative trading is an extremely sophisticated area of quant finance. It can take a significant amount of time to gain the necessary knowledge to pass an interview or construct your own trading strategies. Not only that but it requires extensive programming expertise, at the very least in a language such as MATLAB, R or Python. However as the trading frequency of the strategy increases, the technological aspects become much more relevant. Thus being familiar with C/C++ will be of paramount importance.

A quantitative trading system consists of four major components:

Strategy Identification - Finding a strategy, exploiting an edge and deciding on trading frequencyStrategy Backtesting - Obtaining data, analysing strategy performance and removing biasesExecution System - Linking to a brokerage, automating the trading and minimising transaction costsRisk Management - Optimal capital allocation, "bet size"/Kelly criterion and trading psychology

We'll begin by taking a look at how to identify a trading strategy.

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Classification using neural net in r

Classification using neural net in r | Quantitative Finance | Scoop.it
(This article was first published on Analytics , Education , Campus and beyond, and kindly contributed to R-bloggers)
This is mostly for my students and myself for future reference.
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rCharts goes Polar

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers) The new micropolar library from Chris Viau, author of   gives us reusable charts with polar coordinates for d3.js.  In testament to rCharts design,...
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Parallel Tempering in R with Rmpi

Parallel Tempering in R with Rmpi | Quantitative Finance | Scoop.it
(This article was first published on Lindons Log » R, and kindly contributed to R-bloggers)
My office computer recently got a really nice upgrade and now I have 8 cores on my desktop to play with.
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RStudio v0.98 Preview (Debugging Tools and More)

RStudio v0.98 Preview (Debugging Tools and More) | Quantitative Finance | Scoop.it
(This article was first published on RStudio Blog, and kindly contributed to R-bloggers)
We’re very pleased to announce that a preview release of RStudio IDE v0.98 is available for download now.
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Forecasting with R

Forecasting with R | Quantitative Finance | Scoop.it
(This article was first published on Hyndsight » R, and kindly contributed to R-bloggers)
The following video has been produced to advertise my upcoming course on Forecasting with R, run in partnership with Revolution Analytics.
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How to update and backup a MySQL database under version control and all within Rstudio

How to update and backup a MySQL database under version control and all within Rstudio | Quantitative Finance | Scoop.it
(This article was first published on Bartomeus lab » Rstats, and kindly contributed to R-bloggers) I am trying to have better workflows to ensure data quality and two important things for me are first, scripting as much as posible the data...
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Shiny cheat sheet

Shiny cheat sheet | Quantitative Finance | Scoop.it
(This article was first published on RStudio Blog, and kindly contributed to R-bloggers)
Shiny v0.10 comes with a quick, handy guide. Use the Shiny cheat sheet as a quick reference for building Shiny apps.
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Consistent naming conventions in R

Consistent naming conventions in R | Quantitative Finance | Scoop.it
(This article was first published on Robin Lovelace - R, and kindly contributed to R-bloggers)
Naming conventions in R are famously anarchic, with no clear winner and multiple conventions in use simultaneously in the same package.
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Compile R and OpenBLAS from Source Guide

Compile R and OpenBLAS from Source Guide | Quantitative Finance | Scoop.it
(This article was first published on Lindons Log » R, and kindly contributed to R-bloggers)
This guide is intended to aid any R and Linux user who desires a threaded version of BLAS.
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Réflexions du soir sur la solvabilité et la mesure des risques...

Réflexions du soir sur la solvabilité et la mesure des risques... | Quantitative Finance | Scoop.it
Les évolutions récentes du dispositif prudentiel européen conduisent à passer d'une logique dans laquelle l'exigence de marge est calculée de manière très forfaitaire, cette simplicité s'accompagnant d'un certain nombre de contraintes imposées par...
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Updates for Proportional Minimum Variance and Adaptive Shrinkage methods

Updates for Proportional Minimum Variance and Adaptive Shrinkage methods | Quantitative Finance | Scoop.it
I create supporting pages for two projects I have collaborated with David Varadi in 2013: Proportional Minimum Variance Algorithm Adaptive Shrinkage Method Please check the links to get more info, including supporting blog posts, back-tests, R...
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R and my divorce from Word

R and my divorce from Word | Quantitative Finance | Scoop.it
(This article was first published on Ecology in silico, and kindly contributed to R-bloggers)
Being in grad school, I do a lot of scholarly writing that requires associated or embedded R analyses, figures, and tables, plus bibliographies.
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RProtoBuf & HistogramTools: Statistical Analysis Tools for Large Data Sets

RProtoBuf & HistogramTools: Statistical Analysis Tools for Large Data Sets | Quantitative Finance | Scoop.it
(This article was first published on Google Open Source Blog, and kindly contributed to R-bloggers) At Google, building, managing and safely securing some of the world’s largest storage systems requires complex analysis of filesystem...
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Tableau adds integration with R

Tableau adds integration with R | Quantitative Finance | Scoop.it
(This article was first published on Revolutions, and kindly contributed to R-bloggers)
Tableau, the popular interactive data visualization tool, is coming out with a new 8.1 update, and it will include integration with the R language.
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Sensitivity analysis for neural networks

Sensitivity analysis for neural networks | Quantitative Finance | Scoop.it
(This article was first published on R is my friend » R, and kindly contributed to R-bloggers) I’ve made quite a few blog posts about neural networks and some of the diagnostic tools that can be used to ‘demystify’ the information contained...
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Financial Data Accessible from R

Financial Data Accessible from R | Quantitative Finance | Scoop.it
(This article was first published on The R Trader » R, and kindly contributed to R-bloggers)
This post lists the sources and types of financial data that is accessible directly from R. I included here free and non free ressources.
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Perform a Function on Each File in R

Perform a Function on Each File in R | Quantitative Finance | Scoop.it
(This article was first published on Mollie's Research Blog, and kindly contributed to R-bloggers)
Sometimes you might have several data files and want to use R to perform the same function across all of them.
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