thertrader.com
Factor Evaluation in Quantitative Portfolio Management « The R Trader
http://www.thertrader.com/2015/03/23/factor-evaluation-in-quantitative-portfolio-management
The R Trader Blog. Risk as a “Survival Variable”. R financial time series tips everyone should know about ». Factor Evaluation in Quantitative Portfolio Management. March 23, 2015. When it comes to managing a portfolio of stocks versus a benchmark the problem is very different from defining an absolute return strategy. In the former one has to hold more stocks than in the later where no stocks at all can be held if there is not good enough opportunity. The reason for that is the tracking error. Between t...
thertrader.com
Book Review « The R Trader
http://www.thertrader.com/category/book-review
The R Trader Blog. Archive for the 'Book Review' Category. Introduction to R for Quantitative Finance – Book Review. January 10, 2014. I used some spare time I had over the christmas break to review a book I came across: Introduction to R for Quantitative Finance. An introduction to the book by the authors can be found here. Chap 1: Time Series Analysis. Chap 2: Portfolio Optimisation. Chap 3: Asset Pricing Model. Chap 4: Fixed Income Securities. Chap 5: Estimating the Term Structure of Interest Rates.
moneyminiblog.com
The Best Finance and Productivity Tools
http://moneyminiblog.com/finance-resources
Productivity & Habits. This is my favorite tool right now. Digit is a completely free service that automatically transfers certain amounts from your checking to your savings based on what you can afford. Read my Digit Review below and see my latest update. This is Dave Ramsey’s 9 week course for home study. He covers investing, understanding insurance, budgeting, mortgages, finding bargains, negotiating, giving and much more. It’s Dave’s complete financial course. Try Financial Peace University. With no ...
thertrader.com
About « The R Trader
http://www.thertrader.com/about
The R Trader Blog. I have been in the Quantitative Trading/Investment industry for more than 15 years, developing, testing and trading all sorts of investment strategies on all major asset classes. I started this blog to discuss the use of R in the context of systematic investment strategies. I also provide consulting services for high net worth individuals and institutions on all topics related to this blog which entails but is not limited to:. Quantitative evaluation of investment/trading strategies.
thertrader.com
R financial time series tips everyone should know about « The R Trader
http://www.thertrader.com/2015/07/07/r-financial-time-series-tips-everyone-should-know-about
The R Trader Blog. Factor Evaluation in Quantitative Portfolio Management. The Rise of the Robots (Advisors…) ». R financial time series tips everyone should know about. July 7, 2015. The xts package is the must have when it comes to times series in R. The example below loads the package and creates a daily time series of 400 days normaly distributed returns. Library(xts) myTs - xts(rnorm(400)/100,order.by=seq(Sys.Date()-399,Sys.Date(),days). It determines how the binding is done. NewTs - allMyTs[endpoin...
trueeconomics.blogspot.com
True Economics: August 2015
http://trueeconomics.blogspot.com/2015_08_01_archive.html
True Economics is about original economic ideas and analysis concerning everyday events, news, policy views and their impact on the markets and you. Enjoy and engage! Sunday, August 30, 2015. 30/8/15: Migration and Changes in Irish Population: Working Age Population. In two previous posts, I looked at Irish migration and population changes data from the point of:. Top level analysis of migration and natural changes in population. Migration trends by nationality. In simple terms, mindful of all caveats, e...
trueeconomics.blogspot.com
True Economics: 4/8/15: IMF Downgrades Ukraine Growth Outlook
http://trueeconomics.blogspot.com/2015/08/4815-imf-downgrades-ukraine-growth.html
True Economics is about original economic ideas and analysis concerning everyday events, news, policy views and their impact on the markets and you. Enjoy and engage! Tuesday, August 4, 2015. 4/8/15: IMF Downgrades Ukraine Growth Outlook. IMF just published its Article IV consultation paper on Ukraine. Here are some key points (I am staying out of extensive commenting on these, but emphasis is added in the quotes). The 2015 baseline growth projection. Amid higher inflation.". 27 percent at program approv...
trueeconomics.blogspot.com
True Economics: 5/8/15: Irish monthly Unemployment Rate remains stuck at 9.7%
http://trueeconomics.blogspot.com/2015/08/5815-irish-monthly-unemployment-rate.html
True Economics is about original economic ideas and analysis concerning everyday events, news, policy views and their impact on the markets and you. Enjoy and engage! Wednesday, August 5, 2015. 5/8/15: Irish monthly Unemployment Rate remains stuck at 9.7%. CSO data on estimated unemployment (that used to be released with Live Register) shows estimated unemployment steady at 9.7% in July, for the third month in a row. Officially, there were 208,900 unemployed 15-74 year olds in Ireland in July 2015. Estim...
trueeconomics.blogspot.com
True Economics: 4/8/15: Irish Manufacturing PMI: July 2015
http://trueeconomics.blogspot.com/2015/08/4815-irish-manufacturing-pmi-july-2015.html
True Economics is about original economic ideas and analysis concerning everyday events, news, policy views and their impact on the markets and you. Enjoy and engage! Tuesday, August 4, 2015. 4/8/15: Irish Manufacturing PMI: July 2015. Overall, the trend remains for high growth in the sector, albeit the rate of increase in growth (second derivative) is moderating (turning negative) since around February 2015. Subscribe to: Post Comments (Atom). This blog represents my personal views and is not reflective...
trueeconomics.blogspot.com
True Economics: 13/8/15: Eurocoin: Marginal Strengthening of Euro Area Growth in July
http://trueeconomics.blogspot.com/2015/08/13815-eurocoin-marginal-strengthening.html
True Economics is about original economic ideas and analysis concerning everyday events, news, policy views and their impact on the markets and you. Enjoy and engage! Thursday, August 13, 2015. 13/8/15: Eurocoin: Marginal Strengthening of Euro Area Growth in July. Earlier this week I covered Ifo Institute Index of Economic Conditions for the Euro Area. This time around, lets take a look at the leading growth indicator, Eurocoin published by CEPR and Banca D'Italia. Labels: Euro area growth. This blog rep...
