Underrated R Functions
Let's start with the Reduce function (note the capital "R"). Reduce takes a list or vector as input, and reduces it down to a single element.
View ArticleR Code Snippet: Read Historical Prices of Stock Index
This post shows how to read prices of stock indices given symbols as a string.
View ArticleConstruction of SOFR Index from SOFR Rates
This post replicates the construction process of the SOFR index from daily SOFR rates
View ArticleOrder Functions Available in the IBrokers Package
This tutorial demonstrates how to code order functions using the IBrokers package.
View ArticleDecember Highlights from the IBKR Quant Blog
Don’t miss the latest updates on Python, Quant and Econometrics.
View ArticlePower Couple: Prop Trading & Education. Robot Wealth Part 1
The research process often starts with an obscure idea. You have to be creative in figuring out how to isolate an effect and test your hypothesis.
View ArticleWrapping C Code in an R Package
Those of you who know R really well probably know that the language itself is in no small part written in C.
View ArticleR: Using Differential Evolution to the Nelson-Siegel Model
This post demonstrates the application of Differential Evolution (DE) to estimate Nelson-Siegel parameters using the NMOF R package.
View ArticleVectorize Fuzzy Matching
Vectorization works by performing operations on entire vectors, or by extension, matrices, rather than iterating through each element in a collection of objects one at a time.
View ArticleHow to Stream Market Data with the IBrokers Package
Learn how to connect to TWS, define a contract and stream market data.
View ArticleRunning R Code in Parallel
Parallelizing code works best when you need to call a function or perform an operation on different elements of a list or vector when doing so on any particular element of the list (or vector) has no...
View ArticleHighlights from the IBKR Quant Blog – January 2024
Don't miss these recent articles on Python, Algo Trading, Data Science and R!
View ArticleRobot Wealth Part Two: Collaborative Research for Systematic Trading
Longmore says the most important element of collaborative research is reproducibility.
View ArticleBond Convexity in Excel and R
This post explains the meaning and calculation process of the convexity by using Excel and R.
View ArticleR: Symbolic Matrix Multiplications
This post shows how to perform symbolic matrix multiplications using two R libraries.
View ArticleR: Conversion between Lower Triangular Matrix and Vector
This post shows how to convert a lower triangular matrix into a vector or vice versa using R code.
View ArticleHighlights from the IBKR Quant Blog – March 2024
Be sure not to miss the latest articles on Python, IBKR API, and Algo Trading!
View ArticleR-Statix: The Power of Correlations in R
The usage of correlations, in general terms, brings along the development of quantitative coefficients. The most famous are the Pearson and Spearman coefficients.
View ArticleHighlights from the IBKR Quant Blog – April 2024
You won’t want to miss out on the latest articles on Python, IBKR API, R and Algo Trading.
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