Finance and Economics Extension

Posted on Mi 15 Januar 2014 in misc • Tagged with Finance, Economics, RapidMiner, Extension • 1 min read

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 Bloomberg, the World Bank, and Yahoo.

It …

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Calculating Historical Volatility

Posted on Di 29 Mai 2007 in Tutorials • Tagged with Tutorials, Finance, Excel • 3 min read

 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 around the Internet for Nassim Taleb's research …

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Build an ETF Trend System in Excel

Posted on Mi 16 Mai 2007 in Tutorials • Tagged with ETF, Excel, Finance, Quant, Tutorials • 3 min read

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 system works …

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Financial Asteroids & Their Effects on Trends

Posted on Do 10 Mai 2007 in Stocks • Tagged with Biology, Trends, Finance, Quant • 2 min read

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 drifted to some called "punctuated equilibrium." It was explained to …

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