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Dec 8

A Few Posts

Posted by abiao at 17:37 | Others | Comments(0) | Reads(15857)
Sorry for not updating often during the last few weeks, holiday is in the corner, plus I am stuck on data collection for my PhD research. If you are interested, here are a few posts worthy reading:

1, testing the performance of 3 days in a row trading strategy with & without commission in R, http://www.investuotojas.eu/?p=409;
2, writing nicer R codes with Notepad++ and NppToR, http://robjhyndman.com/researchtips/npptor/;
3, Auto-completion in Notepad++ for R Script, http://yihui.name/en/2010/08/auto-completion-in-notepad-for-r-script/;
4, including trading cost, slippage and bid/ask spread cost into your trading strategy backtesting performance by R Blotter package, http://www.investuotojas.eu/?p=365.

Keep warm.

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