(This article was first published on theBioBucket*, and kindly contributed to R-bloggers) (1) for producing html code for a Google Map with R-package googleVis do something like: library(googleVis)df <- data.frame(Address = c("Innsbruck",...
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Quantitative Investing
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ETF, Indexing, Smart Beta & Portfolio Construction
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(This article was first published on mages' blog, and kindly contributed to R-bloggers) Fitting distribution with R is something I have to do once in a while.A good starting point to learn more about distribution fitting with R is Vito...
(This article was first published on ExploringDataBlog, and kindly contributed to R-bloggers) The need to analyze time-series or other forms of streaming data arises frequently in many different application areas. Examples include...
(This article was first published on Modern Toolmaking, and kindly contributed to R-bloggers)
(This article was first published on Systematic Investor » R, and kindly contributed to R-bloggers) The Black-Litterman Model was created by Fisher Black and Robert Litterman in 1992 to resolve shortcomings of traditional Markovitz...
How to Run R-Scripts Directly Out of Google Docs Without Use of Special Packages (RGoogleDocs, etc.)
(This article was first published on theBioBucket*, and kindly contributed to R-bloggers) ...There is not much to it:upload a txt file with your script, share it for anyone with the link, then simply run something like the below code.Read...
(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.
Quantitative Finance and Risk Management: A Physicist's Approach book download (Quantitative Finance and Risk Management: A Physicist's Approach: Quantitative Finance and Risk Management: A Ph...)...
Hi everybody, It’s a few weeks without a post and I apologize for that; I am at the moment looking for a job in Geneva, and it’s a bit time consuming as you would imagine.
quantstrat provides a generic infrastructure to model and backtest signal-based quantitative strategies. It is a high-level abstraction layer (built on xts, FinancialInstrument, blotter, etc.) that allows you to build and test strategies in very...
Petit tour d'horizon de la finance quantitative en France sous le prisme du portail Next-Finance : Profil des acteurs, genèse de l'activité quant et perspectives du secteur.
During the past three years, bank executives, government officials, and many others have been sharply criticized for failing to anticipate the global financial crisis. The speed and ...
R users in the financial industry may be interested in the following webinar hosted by Revolution Analytics' partner Sybase on November 10: Portfolio Rebalancing Using R and Sybase RAP for Intraday Risk Management With volatility and violent...
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(This article was first published on Quantitative thoughts » EN, and kindly contributed to R-bloggers)
During the summer I was contacted by a hedge fund from Bahamas.
Amongst equity long-short funds, which constitute about half of the Asian hedge fund universe, the returns of hedge funds “were sometimes mean reverting but at other times displayed persistence in positive/negative momentum.” That is to say that...
Si l’analyse de données avec tableur vous intéresse (voir également à ce sujet « La régression linéaire multiple (automatique) sur EXCEL »), je vous signale la présence au sein de la revue en ligne MODULAD (Le Monde des Utilisateurs de L’Analyse de...
(This article was first published on Revolutions, and kindly contributed to R-bloggers) Revolution R Enterprise 5.0, which we announced last week, is now available for free download to students and faculty at academic institutions...
(This article was first published on Simply Statistics, and kindly contributed to R-bloggers)
New O'Reilly book on parallel R computation: Looks like it covers snow, multicore, parallel (package), and some others.
(This article was first published on Systematic Investor » R, and kindly contributed to R-bloggers)
Small changes in the input assumptions often lead to very different efficient portfolios constructed with mean-variance optimization.
(This article was first published on Romain Francois, Professional R Enthusiast - Tag - R, and kindly contributed to R-bloggers) Tony Breyal woke up an old code optimization problem in this blog post, so I figured it was time for an...
Paul Wilmott Introduces Quantitative Finance book download Paul Wilmott Download Paul Wilmott Introduces Quantitative Finance Paul Wilmott Introduces (Download Paul Wilmott Introduces Quantitative Finance book: Paul Wilmott Introduces Quantitative...
For those of you who don't subscribe to the R-SIG-Finance mailing list:
You really should subscribe ;-) Dirk Eddelbuettel announced the R/Finance 2011 presentations are now available.
As promised in the introduction to quantstrat, here is an example strategy. I thought I'd start with the obligatory tactial asset allocation (TAA) strategy. This post will replicate the strategy in the post, tactical asset allocation using blotter.
What exactly is a quantitative finance? “It is basically on the mathematical aspects of finance. This is a study of mathematical theories that are used to price and structure of various sophisticated financial instruments held by ...
Dans ce livre sur la finance de marché, Franck Moraux décrit la construction et la gestion d'un portefeuille d'options ou le calcul du risque en CVAR pour les actions.
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