Pages

▼
Showing posts with label R Code. Show all posts
Showing posts with label R Code. Show all posts
Friday, 26 March 2021

Market/Volume Profile and Matrix Profile

›
A quick preview of what I am currently working on: using Matrix Profile to search for time series motifs , using the R tsmp package . The ...
Saturday, 30 January 2021

Temporal Clustering Times on Forex Majors Pairs

›
In the following code box there are the results from the temporal clustering routine of my last few posts on the four forex majors pairs of ...
Saturday, 14 November 2020

Temporal Clustering, Part 3

›
Continuing on with the subject matter of my last post, in the code box below there is R code which is a straight forward refactoring of the...
Thursday, 26 March 2020

Some Basic Code Housekeeping

›
Since my last post, back in late November last year, I have been doing a few disparate things such as: improving the coding of some functi...
Tuesday, 31 October 2017

Prepending Historical Data with Oanda's R API

›
As a follow on to my previous post , which was about appending data, the script below prepends historical data to an assumed existing data r...
Friday, 27 October 2017

Updating Historical Data Using Oanda's API and R

›
Following on from my previous post about downloading historical data , this post shows how previously downloaded data may be updated and app...
Thursday, 21 September 2017

Downloading Historical Data Using Oanda's API and R

›
It has been about 5 months since my last blog post and in this time I have been working away from home, been on summer holiday and spent som...
1 comment:
Saturday, 30 June 2012

Machine Learning Course Completed

›
I'm pleased to say that I have now completed Andrew Ng's machine learning course, which is offered through Coursera. This post is n...
Wednesday, 6 June 2012

Creation of a Simple Benchmark Suite

›
For some time now I have been toying with the idea of creating a simple benchmark suite to compare my own back test system performance with ...