TTR

Historical / Future Volatility Correlation Stability

April 11, 2010 | Joshua Ulrich

Michael Stokes, author of the MarketSci blog recently published a thought-provoking post about the correlation between historical and future volatility (measured as the standard deviation of daily close price percentage changes). This post is intended... [Read more...]

TTR_0.20-2 on CRAN

March 30, 2010 | Joshua Ulrich

An updated version of TTR is now on CRAN. It fixes a couple bugs and includes a couple handy tweaks. Here's the full contents of the CHANGES file:TTR version 0.20-2 Changes from version 0.20-1NEW FEATURES:Added VWAP and VWMA (thanks to Brian Peterson...

[Read more...]

Modified Donchian Band Trend Follower using R, Quantmod, TTR

March 12, 2010 | Intelligent Trading

I've been toying around with the examples given on the FOSS trading site for some of the great work they've put together in the Quantmod and TTR packages. Those viewers who are looking for a nice (and free) backtesting suite to possibly complement s...

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Packages featured with Inference for R

May 12, 2009 | Joshua Ulrich

quantmod, TTR, and xts were (not so) recently featured on the Inference for R Blog. Inference for R is a Integrated Development Environment (IDE) designed specifically for R.The post gives an example of how to easily perform advanced financial stock a...

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TTR

Historical / Future Volatility Correlation Stability

TTR_0.20-2 on CRAN

Modified Donchian Band Trend Follower using R, Quantmod, TTR

Packages featured with Inference for R

TTR

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