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Showing posts with label
Pairs Trading
.
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Showing posts with label
Pairs Trading
.
Show all posts
Hurst Exponent using R code
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This post explains how to estimate the Hurst exponent which indicates characteristics of a time series : mean-reversion, rando...
R code snippet : Read Historical Daily Exchange Rates
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This post shows how to read daily exchange rates given symbols as a string.
4 comments:
R code snippet : Read Historical Prices of Stock Index
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This post shows how to read prices of stock indices given symbols as a string.
R code snippet : Read Historical Prices of Cryptocurrencies
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This post shows how to read prices of cryptocurrencies given symbols as a string.
2 comments:
R code snippet : Read and Concatenate Prices of Constituents of a Stock Index
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This post shows how to read all prices of constituents of a stock index given all symbols as a string. It is a prerequisite of t...
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