In this post we look at using quantstrat and other stpackages for developing, testing, and benchmarking trading strategies with R.
This is my first article in a two-part series introducing stock data analysis using R.
Arthur Charpentier, (@freakonometrics) publicita els apunts d’un curs seu d’econometria avançada. http://bit.ly/2m2jcjq http://bit.ly/2mAmmbN
(This article was first published on RStudio Blog, and kindly contributed to R-bloggers) Today we’re very pleased to announce the availability of RStudio Version 1.0! Version 1.0 is our 10th major release since the initial launch in February 2011 (see the full release history below), and our biggest ever! Highlights include: Authoring tools for R Notebooks.…
Eurostat ha publicat el treball de Silvia Lui, Gian Luigi Mazzi i James Mitchell, que porta per títol: “Analysing the permanent and cyclical components of GDP of the Euro-area countries in a global context: The role of cross-sectional dependence.” “This paper focus on an analysis of the GVAR model across euro-area countries when detrending. The […]
Ponències de les JECAS2016 – http://wp.me/p2XFS4-1vT