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Show me the mean(ing)…

November 5, 2009 | Manos Parzakonis

Well testing a bunch of samples for the largest population mean isn’t that common yet a simple test is at hand. Under the obvious title “The rank sum maximum test for the largest K population means” the test relies on the calculation of the sum of ranks under the ... [Read more...]

David Varadi’s RSI(2) alternative

July 19, 2009 | Joshua Ulrich

Here's a quick R implementation of David Varadi's alternative to the RSI(2).  Michael Stokes over at the MarketSci blog has three great posts exploring this indicator: Varadi’s RSI(2) Alternative: The DV(2) RSI(2) vs. DV(2) Last Couple...
[Read more...]

RSI(2) Evaluation

June 28, 2009 | Joshua Ulrich

Despite my best efforts, it's been a month since the last post of this series. The first post replicated this simple RSI(2) strategy from the MarketSci Blog using R. The second post showed how to replicate the strategy that scales in/out of RSI(2). ... [Read more...]

RSI(2) with Position Sizing

May 1, 2009 | Joshua Ulrich

Though it's more than two weeks later, here's the second post in the series that will demonstrate how to build, test, and implement a trading strategy with R. You can find the first post here.The first post replicated this simple RSI(2) strategy from ...
[Read more...]

Testing RSI(2) with R, First Steps

April 13, 2009 | Joshua Ulrich

This is the first of a series of posts that will demonstrate how to build, test, and implement a trading strategy using my favorite FOSS, R. I chose the RSI(2) strategy because it has gotten considerable attention on trading blogs over the past 6 mont...
[Read more...]
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