R Basics for Financial Engineering

In this post, I would like to share some basic information about the uses of R as a tool for Financial analysis. In the first part, I will introduce how plot prices of NASDAQ Composite (08-05-2015 to 08-04-2017) and then I will show how to calculate its daily returns. Finally, I will present a brief analysis of returns distribution.

Pair Trading – Statistical Arbitrage On Cash Stocks

In this post, I present an approach to model a statistical arbitrage trading strategy and quantitatively analyze the results.

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