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 ...
Here is a few references about OBV calculations: http://ta.mql4.com/indicators/volumes/on_balance_volume ...
I want to estimate the parameters of time-varing Normal Copula using R. A bivariate Normal copula is defined as following: The dynamic equation of dependance parameter ρ is : So I need the ...
My model exports a vector that have for each day b-buy s-sell or h- hold it's look like this: sig  b b s s b b b s s b s b s s b s b s s s s b b s s b b b b b b s b b b b b b b I want to ...