5 Interesting Free Books for R from beginner to experts. 8220;Introduction to the R Project for Statistical Computing for Use at the. A Little Book of R for Multivariate Analysis.

Systematic Trading research and development, with a flavour of Trend Following. Welcome to my online repository of research and insights on automated trading system development. Read more about the blog. State of Trend Following in February. State of Trend Following in January. State of Trend Following in December.

I am the Director of Operations at The Bornhoft Group. Building on a life-long fascination with systematic solutions to business problems, I am applying my engineering and math skills to the Alternative Investment field with a particular focus on systematic trading strategies and portfolio optimization. Although currently on hiatus from blogging, I am leaving this blog in place in the hopes you will find some topics of interest! View my complete profile.

More about the Morning Doji Star. Last month, I blogged. That the morning doji star was a very rare pattern. I claimed that on an EOD basis, there are only ten instances of occurrence of this pattern in SP500 stocks over the last 15 years. The 10 instances are shown below. Of the 10 opportunities, 6 are profitable in the short term.

Due to changes made to yahoo finance urls of the different tickers, a lot of code posted on this site is upset and will not run smoothly. Machine learning is simply statistics.

Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options. This post will investigate the power of the statistical tests in relation to pairs-trading for the following statistical tests ADF, BVR, HURST, PP, PGFF,. The general principal is that for two stocks. Using the conventional linear regression method cal.

My formal education is in economics. My programming skills and computer knowledge are self-taught. I have an uncanny ability to find answers to questions outside my immediate expertise. This allows me to be more than another productive member of a team; it enables me to increase the productivity of all my co-workers by finding better ways to complete every project.