Arbitrage is as old as the profession of trading. Even in a bartering economy, arbitrage existed. But why do they exist?
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.
Algorithmic trading is the use of computer programs for entering trade orders with algorithms deciding on aspects such as timing, prices, and quantity of the order with lack or even without human intervention.