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FOSS Trading
Algorithmic Trading with Free Open Source Software
Blog
Disclosures
Friday, February 20, 2009
Registration for R/Finance 2009 is Open!
The
conference website
has details on:
the
agenda
and
speakers
,
travel accommodations
,
registration
, and
sponsors
, who made the conference possible.
Hope to see you there!
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Blog Archive
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2011
(18)
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December
(1)
R/Finance 2012 Call for Papers
►
September
(2)
Denver 10/1-10/5
TTR_0.21-0 on CRAN
►
August
(2)
Tactical asset allocation using quantstrat
Introduction to quantstrat
►
July
(1)
Creating Financial Instrument metadata in R
►
June
(1)
The R Journal, Volume 3/1
►
May
(2)
R/Finance 2011 Presentations are online
Timely Portfolio: LSPM Examples
►
April
(2)
Leverage Space Indexes Announced
RQuantLib Windows binary on CRAN
►
March
(5)
How to backtest a strategy in R
Risk-Opportunity Analysis: Houston
How to backtest a strategy in Excel
R/Finance 2011 Registration Open
Moving from Excel to R
►
February
(2)
Backtesting in Excel and R
Stack Exchange: Quantitative Finance in public bet...
►
2010
(18)
►
December
(3)
R/Finance 2011 Call for Papers
Why Use R?
Build RQuantLib on 32-bit Windows
►
November
(1)
Risk-Opportunity Analysis
►
October
(1)
Algorithmic Trading with IBrokers
►
August
(2)
Patrick Burns is blogging
Margin Constraints with LSPM
►
June
(1)
Estimating Probability of Drawdown
►
May
(2)
LSPM Joint Probability Tables
Introducing IBrokers (and Jeff Ryan)
►
April
(3)
Thoughts on LSPM from R/Finance 2010
Historical / Future Volatility Correlation Stabili...
Maximum Probability of Profit
►
March
(1)
TTR_0.20-2 on CRAN
►
February
(2)
Updated Tactical Asset Allocation Results
R/Finance 2010: Registration Open
►
January
(2)
LSPM with snow
LSPM Examples
▼
2009
(15)
►
November
(2)
Tactical asset allocation using blotter
opentick alternatives
►
October
(1)
Xasax closes shop
►
September
(1)
Update
►
July
(1)
David Varadi's RSI(2) alternative
►
June
(1)
RSI(2) Evaluation
►
May
(3)
Packages featured with Inference for R
R/Finance 2009 Presentations Online
RSI(2) with Position Sizing
►
April
(3)
R/Finance 2009 Overview
opentick is no more
Testing RSI(2) with R, First Steps
▼
February
(2)
Registration for R/Finance 2009 is Open!
TTR_0.2 on CRAN
►
January
(1)
►
2008
(3)
►
December
(2)
►
September
(1)
Labels
API
(1)
blotter
(2)
Code
(7)
Data
(4)
Drawdown
(1)
Events
(13)
Examples
(14)
Excel
(4)
HIstorical Data
(1)
IBrokers
(3)
Interactive Brokers
(1)
LSPM
(11)
quantmod
(1)
quantstrat
(2)
R
(14)
Releases
(3)
TTR
(5)
xts
(1)
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