Systematic Investor's Blog · Systematic Investor's Blog

Welcome to the Systematic Investor's Blog

2016

May

May 15, 2016 » RFinance 2016

April

April 14, 2016 » Benchmark Plus
April 10, 2016 » Exponentially Weighted Volatility using RCPP
April 9, 2016 » SIT.blog - Wrappers to ease and automate blog posting

March

March 27, 2016 » Country Seasonality
March 26, 2016 » Historical Country Returns

2015

November

November 3, 2015 » SIT.date - Wrappers for Common Date Operations

October

October 19, 2015 » Back-test Reality Check

June

June 6, 2015 » Visualizing Earnings
June 6, 2015 » Visualizing Price Scenarios
June 4, 2015 » Review of Momentum and Markowitz A Golden Combination paper

May

May 29, 2015 » RFinance 2015

April

April 22, 2015 » Optimizing Run Time for Large Universe
April 22, 2015 » Nginx RApi
April 21, 2015 » Page Rank
April 16, 2015 » Leadership Details
April 15, 2015 » Run Leadership in Rcpp
April 13, 2015 » Run Correlation in Rcpp
April 11, 2015 » Correlation in Rcpp
April 8, 2015 » Run Channel in Rcpp Update
April 7, 2015 » Rcpp and RcppParallel Examples
April 2, 2015 » Sortino vs Omega ratios

March

March 30, 2015 » Adjusted Data
March 26, 2015 » Filtering Stocks
March 23, 2015 » T-Bond Seasonality
March 23, 2015 » Turn of the Month Seasonality
March 23, 2015 » Extending-Leveraged-Series
March 22, 2015 » Deploy Shiny Application
March 9, 2015 » FX Correlation
March 8, 2015 » Minimum Spanning Tree
March 6, 2015 » Conditional Channel Breakout
March 5, 2015 » Run Channel in Rcpp
March 4, 2015 » Run Quantile in Rcpp
March 3, 2015 » SIC lookup

February

February 24, 2015 » Walk Forward Optimization
February 24, 2015 » Thinking in SIT, more examples
February 24, 2015 » Robust Asset Allocation
February 22, 2015 » Moving Average
February 16, 2015 » Quarterly Tactical Strategy
February 15, 2015 » Adding Search
February 14, 2015 » Visualize Surface
February 13, 2015 » Strategy Tools
February 12, 2015 » Shiny App Compact Definition
February 12, 2015 » Total Commander Search inside XLSX
February 9, 2015 » Channel Breakout - Second Attempt
February 4, 2015 » Optimize Trading System
February 3, 2015 » Synthetic Volatility Index
February 2, 2015 » Channel Breakout

January

January 31, 2015 » R/Finance 2015 Abstract
January 21, 2015 » Back-testing Trades
January 19, 2015 » Applied Portfolio VaR Decomposition
January 16, 2015 » Simulating correlated random walks with Copulas
January 14, 2015 » Useful Software
January 4, 2015 » Regime Detection Update
January 2, 2015 » Timing Luck
January 1, 2015 » SynWrite - very powerfull, free source code editor
January 1, 2015 » Appending Intraday Data

2014

December

December 28, 2014 » HomeBank - free and open source personal finance software
December 13, 2014 » Stock Bond Model from Don't Fear the Bear
December 8, 2014 » Logical Invest Permanent Portfolio
December 5, 2014 » Python IDE
December 2, 2014 » Understanding Multicollinearity
December 2, 2014 » MCMC Stan modeling
December 2, 2014 » Logical Invest Universal Investment Strategy (UIS)
December 2, 2014 » Canadian Banks
December 2, 2014 » XIV Seasonality

November

November 25, 2014 » XIV Seasonality
November 23, 2014 » Volatility Strategy from TradingTheOdds
November 20, 2014 » Thinking in SIT
November 17, 2014 » Volatility Strategy
November 15, 2014 » HTML to expand / collapse div sections
November 14, 2014 » Data Proxy - extending time series with proxies
November 13, 2014 » Easy way to save and read Articles to Kindle
November 13, 2014 » Loading Historical Stock Data
November 13, 2014 » About Blog
November 11, 2014 » Trading Equity Curve
November 10, 2014 » Timing in High Yield Bonds
November 4, 2014 » RSI and Random Forest
November 4, 2014 » FX and Stop Loss
November 3, 2014 » Execution Prices

October

October 31, 2014 » Setup Steps

2012

December

December 1, 2012 » Financial Turbulence Example