Finance and Economics Extension

I'm playing around with the Rapidminer Finance and Economics extension, from Broad Reach Analytics, and I like it. It's a slick and fast way to get financial data into your processes and there are lots of operators that let you get data from...

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Calculating Historical Volatility

Hi there! This is one my most popular posts and I would love it if you became an RSS Reader! The inspiration for my S&P500 Volatility Timing model came from rereading portions of Mandelbrot's book, The (Mis)Behavior of Markets, and trolling...

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Build an ETF Trend System in Excel

Today I wanted to share with you a part of the algorithmic back end to my ETF Trend System. Note, I said “part”, I’m not giving away all my secrets. It’s written completely in Excel, incredibly simple, and is a macro that you can import. The...

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Financial Asteroids & Their Effects on Trends

Several years ago, when I was living in New Mexico, I had a girlfriend who used read very esoteric books about cutting edge theories on biology, evolution, and astronomy. We were talking about "what-if" scenarios one day and the conversation...

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