This is a summary of links featured on Quantocracy on Saturday, 06/20/2015. To see our most recent links, visit the Quant Mashup. Read on readers!
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Stops II [Factor Wave]In this post I surmised about the effect of stops and got about as far as I could by speculating from my armchair. So I simulated ten thousand investments. Before there is any stop we have a distribution with a mean of 10% and a standard deviation of 20%. This is similar to the performance of the S&P 500 since 1950, which has an annual return of 7.4% and a standard deviatio
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Automated Daily Stock Database Updates Using The R Statics Project [Godel’s Market]I received a request from pcavatore several posts ago. pcavatore was interested in "database update automation via R script." He wanted to know "how to run a daily task to update prices in the database." In this article we'll be using R and the RMySQL package to access and update a MySQL database with stock information from Yahoo! Finance. If you do not have R installed,