New answers tagged programming
There's no answer to this without more information. Do you need live, delayed-live, or historical data? Which programming language are you using? What are your design requirements? If you just need historical data then you can design your program to pull data from Yahoo! Finance, etc. If you need live data, then you will need a subscription to a data ...
Visual Studio for sure. You can download the Express version for free, which is all you need if you're just practicing/brushing up. If you're a student (or still have access to your student email), you can download the Professional version for free from MS DreamSpark.
You can certainly use the Tradier API to do this. For delayed data you can use the Developer Sandbox for request/response. To access realtime data you’ll need a Tradier Brokerage account but you’ll have access to a realtime stream. You can find the streaming documentation here: https://developer.tradier.com/documentation/streaming/get-markets-events
I believe what you are looking for is available through the Tradier brokerage. Just review their documentation at https://developer.tradier.com/documentation Hope that helps.
Solve for the parameters (weights) using an estimation period (sample) and then use the estimates for prediction (as you are doing with the current weights).
The documentation of the R package PerformanceAnalytics provides examples for both the Return.annualized() and Return.cumulative() functions. The annualized return scales up sub-annual returns to an annual return. You may observe the difference by typing Return.annualized (without any parameters) in your R console to see the functions implementation. Look ...
I totally missed the coining of the term "Approximate Dynamic Programming" as did some others. Also, in my thesis I focused on specific issues (return predictability and mean variance optimality) so this might be far from complete. That's enough disclaiming. Let's start with an old overview: Ralf Korn - Optimal Portfolios. Kenneth Judd - Numerical Methods ...
R is finally getting interactive charts, zooming and panning included. Take a look: http://timelyportfolio.blogspot.hk/2015/02/financial-charts-pan-and-zoom.html http://www.buildingwidgets.com/blog http://www.htmlwidgets.org/showcase_threejs.html
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