Hidden Markov model applied to FX prediction: can we use Markov Switching model for trading strategy?

3 ways to the use the 200 day moving average: 3 ways to use 200 day moving average to identify trend, slope and crossover.

Modeling Interest Rates with One Factor and Maturity-Dependent Volatility: detailed example of using Heath Jarrow and Morton (HJM) interest rate model.

Interview: Patrick Burns Quantitative Finance in R: the founder of Burns Statistics, providing consulting and bespoke software specializing in quantitative finance, programming in the S language, and optimization via genetic algorithms and simulated annealing.

Multiple Factor Model – Building 130/30 Index: detailed R example how to build 130/30 Index based on the a multiple factor model.