Thesis using Momentum strategies in R, tips on good books, guidelines etc on how to do the programming?
I am quite new to R and will be doing an empirical analysis of momentum strategies in R using a dataset from the index OSEAX from 1980 to 2014. The momentum strategy will for the most part resemble ...
I wanted to figure how how much faster the Sobol quasi random numbers convergence to the B&S call price compared with pseudo random numbers. To generate the Sobol numbers I used the randtoolbox in ...
Here is a few references about OBV calculations: http://ta.mql4.com/indicators/volumes/on_balance_volume ...
Could someone please help me with trying to get the Ox interface to work in R. I get the following errors as output: This version may be used for academic research and teaching only Link error: ...