Articles
Import Credit Data Set in R
We are using the German Credit Scoring Data Set in numeric format which contains information about 21 attributes of 100...
Case Study - German Credit - Steps to Build a Predictive Mod...
We will preform various steps in building our predictive model. These steps are explained below: Step 1 – Data Selec...
Classification vs. Regression Models
While building any predictive model, it is important to first understand whether it is a classification or a regression...
Credit Risk Modelling - Case Studies
In this tutorial, we will learn credit risk modeling in R using case studies. Specifically, we will use two case studie...
Quantstrat Case Study - Multiple Symbol Portfolio
One of the main advantages of quantstrat package is that we can backtest strategies with multiple symbols as ...
Quantstrat Example in R - RSI Strategy
In this Quantstrat case study, we will create a strategy with the Relative Strength Index (RSI) indicator that gives si...
IoT Capabilities for the Insurance Industry
The internet of things is a technological revolution that promises to sweep over life as we know. IoT offers a numb...
Quantstrat - EMA Crossover Strategy - Performance and Risk M...
Once we have the strategy results, quantstrat provides many functions to analyze the strategy and observe important met...
Quantstrat Example in R - EMA Crossover Strategy
Our first quantstrat example case study is based on the Exponential Moving Average (EMA) Crossover. Let’s briefly ...
Measuring Overall ETFs Performance
We will now plot a graph to show the accumulated returns of the ETFs over a period of time. We can do so by follo...
Data Analysis with Quantmod in R
We will perform some data analysis with the 4 ETF symbols that we have loaded into the environment. This analysis consi...
Creating Charts with Quantmod
Apart from loading data from external and local sources, Quantmod is also suitable for making beautiful chart...
Downloading Data Using Quantmod Package in R
Once the quantmod package is installed and library is loaded, we can start using the library. We will start by showing ...
Introduction to Quantmod in R
The quantmod package for R is designed to assist the quantitative traders in the development, testing, and de...
Plotting the VIX Index and TED Spread in R
In this lesson, will will look at how to create the two graphs in R. Before you start, it is important to setup your ba...
Risk Indicators - VIX Index and TED Spread
There are some risks indicators that traders and investors need to watch to avoid days with high volatility. These indi...
Risk Management of a Trading Strategy
Lastly we should have rules to manage the risk of the strategy. Risk and money management are the most important aspect...
Backtesting a Trading Strategy - Considerations
Backtesting a trading strategy refers to testing the strategy with historical data and observe their metrics, results a...
Designing A Trading Strategy For Profit
The first step in the process of designing a trading strategy is to choose which type of strategy will be used and a ti...
How to Generate Trading Ideas
As a quantitative trader, it is a good practice to establish a strategy pipeline that will provide with a stream of ong...
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