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unstarched — unhindered thinking | unstarched.net Reviews
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parma
http://unstarched.net/r-examples/parma
The following examples/demonstrations are currently available:. Introduction to the parma package. Twinkle,twinkle little STAR. The realized GARCH model. A Review of Risk Parity. A note on the co-moments in the IFACD model. The Fallacy of 1/N and Static Weight Allocation. Time Varying Higher Moments with the racd package. Fast EWMA Filtering of Time Varying Correlations. Introduction to the parma package. Thinking inside the box. Return to top of page.
rmgarch
http://unstarched.net/r-examples/rmgarch
The following examples/demonstrations are currently available:. 1 MGARCH comparison using the Hong and Li misspecification test. 2 Higher Moment CAPM with the GO-GARCH (NIG) model. 3 VaR and Approximate VaR in the GO-GARCH (NIG) model. 4 Fast EWMA Filtering of Time Varying Correlations. Twinkle,twinkle little STAR. The realized GARCH model. A Review of Risk Parity. A note on the co-moments in the IFACD model. The Fallacy of 1/N and Static Weight Allocation. Fast EWMA Filtering of Time Varying Correlations.
The realized GARCH model
http://unstarched.net/2014/01/02/the-realized-garch-model
The realized GARCH model. January 2, 2014. The last model added to the rugarch package dealt with the modelling of intraday volatility using a multiplicative component GARCH model. The newest addition is the realized GARCH model of Hansen, Huang and Shek (2012) (henceforth HHS2012) which relates the realized volatility measure to the latent volatility using a flexible representation with asymmetric dynamics. This short article discusses the model, its implementation in rugarch. Where we have defined the ...
R-downloads
http://unstarched.net/r-downloads
Are available to download from CRAN. Active development, which includes the most up-to date versions with bug fixes, has now moved to bitbucket for rugarch, rmgarch, racd, spd and twinkle ( parma. Remains on r-forge as a joint collaboration effort and mirrored on bitbucket, as is Rsolnp. To install from bitbucket. Note for those on windows: You need to have Rtools. Installed as well as a working latex installation (e.g. miktex. The install bitbucket to avoid errors during build/install).
A Review of Risk Parity
http://unstarched.net/2013/12/17/a-review-of-risk-parity
A Review of Risk Parity. December 17, 2013. What is risk parity (RP)? Formally, consider the marginal contribution to risk (MCR) of each asset ( (i ) of (n ) given a risk measure ( rho left(x right) ):. MC{R i} = frac{ partial rho left( x right)} { partial {x i} }. Which when multiplied by the asset’s share and summed leads to the total portfolio risk (TR):. TR = sum limits { forall i} { x i}MC{R i}. Sum limits { forall i} { x i} = b}. Package have analytic gradients (see the vignette. The dataset consis...
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Machine Learning and Automated Trading - Open Source Tools and Techniques For Profitable Trading Strategies
http://censix.com/learningit.html
Machine Learning and Automated Trading. Open Source Tools and Techniques For Profitable Trading Strategies. How to create trading strategies and backtest them in R:. Quantitative Trading Strategies in R. Using quantstrat to evaluate intraday trading strategies (R in Finance Conference 2013). Http:/ www.rfortraders.com/. Http:/ quantstrattrader.wordpress.com/. Http:/ blog.fosstrading.com/. Machine Learning Highly recommended course by Andrew Ng. Short high level overview of deep learning .
*網站連結 - QFITRC in FGU
http://www.qfitrc.com/xiang-guan-wang-zhan-lian-jie
FGU DAE 104-1 Statistics (I). Topic 1. Independent and dependent events. 1-2 Venn diagrams and adding probabilities. 1-3 Compound, independent events. 1-5 Basic set operations. Topic 2. Probability and combinatorics. 2-3 Probability using combinatorics. 2-4 Making decisions with probability. Topic 3. Statistical studies. 3-2 Types of statistical studies. Topic 4. Descriptive statistics. 4-1 Measures of central tendency. 4-3 Variance and standard deviation. FGU DAE 104-2 Statistics (II). 十二月 29, 2014.
FOSS Trading: November 2014
http://blog.fosstrading.com/2014_11_01_archive.html
Algorithmic Trading with Free Open Source Software. Tuesday, November 18, 2014. R/Finance 2015 Call for Papers. R/Finance 2015: Applied Finance with R. May 29 and 30, 2015. University of Illinois at Chicago. The seventh annual R/Finance conference for applied finance using R. Will be held on May 29 and 30, 2015 in Chicago, IL, USA at the University of Illinois at Chicago. We invite you to submit complete papers in pdf format for consideration. We will also consider one-page abstracts (in txt or pdf f...
FOSS Trading: Disclosures
http://blog.fosstrading.com/p/disclosures.html
Algorithmic Trading with Free Open Source Software. I receive an affiliate commission when a reader signs up for a CSI data package via a referring link from this site and/or using the "FOSS" coupon code. I receive an affiliate commission on Amazon.com purchases made during a shopping session that originated from an Amazom.com link on this site. Links to this post. World Beta - Engineering Targeted Returns and Risk. AuTraSy blog - Automated trading System. The Physics of Finance. R Finance Task View.
FOSS Trading: November 2013
http://blog.fosstrading.com/2013_11_01_archive.html
Algorithmic Trading with Free Open Source Software. Monday, November 4, 2013. The complaint I hear most frequently about quantstrat is that it's slow, especially for large data. Some of this slow performance is due to quantstrat treating all strategies as path-dependent by default. Path dependence requires rules to be re-evaluated for each timestamp with a signal. More signals equates to longer run-times. The biggest issue was how the internal function ruleProc. Object before calling the rule function...
FOSS Trading: October 2013
http://blog.fosstrading.com/2013_10_01_archive.html
Algorithmic Trading with Free Open Source Software. Thursday, October 17, 2013. R/Finance 2014 Call for Papers. We're getting ready for this year's R/Finance conference. Here's the call for papers. I hope to see you there! R/Finance 2014: Applied Finance with R. May 16 and 17, 2014. University of Illinois at Chicago. The sixth annual R/Finance conference for applied finance using. Will be held on May 16 and 17, 2014 in Chicago, IL, USA at the University of Illinois at Chicago. We invite you to submit com...
Computing | An Empirical Exploration of the Finance World
http://www.lesun.net/r
An Empirical Exploration of the Finance World. From the Ivory Tower to Wall Street. The Timely Portfolio Blog. Alexio’s website (R Garch packages creator). Leave a Reply Cancel reply. You must be logged in. To post a comment. Reading SAS data format sas7bdat without a SAS program. My Python journey, Part I. Shopping for a treadmill — Sole S77. Does the lower oil price help with the economy? An Empirical Exploration of the Finance World. Proudly powered by WordPress.
FOSS Trading: R/Finance 2015 Call for Papers
http://blog.fosstrading.com/2014/11/rfinance-2015-call-for-papers.html
Algorithmic Trading with Free Open Source Software. Tuesday, November 18, 2014. R/Finance 2015 Call for Papers. R/Finance 2015: Applied Finance with R. May 29 and 30, 2015. University of Illinois at Chicago. The seventh annual R/Finance conference for applied finance using R. Will be held on May 29 and 30, 2015 in Chicago, IL, USA at the University of Illinois at Chicago. We invite you to submit complete papers in pdf format for consideration. We will also consider one-page abstracts (in txt or pdf f...
FOSS Trading: April 2015
http://blog.fosstrading.com/2015_04_01_archive.html
Algorithmic Trading with Free Open Source Software. Monday, April 20, 2015. We have been working on a new charting engine for. For the past couple years. It started with Michael Weylandt's work during the 2012 Google Summer of Code, and Ross Bennett took up the torch during the 2014 GSoC. This new engine improves the functionality, modularity, and flexibility of. By building off the framework Jeff Ryan began with. The main objective was to provide functionality similar to. The new version of. Posted by J...
FOSS Trading: Google Summer of Code 2015
http://blog.fosstrading.com/2015/03/google-summer-of-code-2015.html
Algorithmic Trading with Free Open Source Software. Tuesday, March 3, 2015. Google Summer of Code 2015. The R Project has once again been selected as a. Google Summer of Code. GSoC) If you're not familiar with GSoC, it's. A global program that offers students a stipend to write code for open source projects, under the direction of a mentor. Mentors get code written for their project, but no. If you’re interested in participating as a student or a mentor,. There's an overview of the GSoC program on. Blott...
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unstarched — unhindered thinking
Home of the R. Packages I’ve developed and a trading strategy blog. Is updated as and when time allows, and some package specific examples and demos can be found under the R-examples tab. There are also some static pages which contain information about the rugarch. Twinkle,twinkle little STAR. The realized GARCH model. A Review of Risk Parity. A note on the co-moments in the IFACD model. The Fallacy of 1/N and Static Weight Allocation. Time Varying Higher Moments with the racd package.
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Monday, 4 July 2011. Web 20 x 100. Just in case 23 things aren't enough, i came this link. On twitter.more web 2.0 than you could shake a stick at. Wednesday, 15 June 2011. Week 6.library thingummy. Registered for library thing.added some books to my library. Where he lists books bought and books read.the first time i read those i found it really reassuring because i'm a demon for buying books when i've tons of unread ones at home. Thursday, 2 June 2011. Wednesday, 1 June 2011. I thought i'd written enou...
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