Displaying 3 results from an estimated 3 matches for "jbnichola".
2011 Jul 22
2
Picking returns from particular days of the month from a zoo object
Hello,
I would like to implement a "turn-of-the-month' trading strategy in R.
Given a daily series of stock market return data as a zoo object, the strategy
would go long (buy) four trading days before the end of the month, and sell the
third trading day of the following month.
How can I select these days, particularly the fourth day before and the third
day after the turn of the
2012 Feb 14
4
Color cells of a matrix as in Excel
All,
I frequently make spreadsheets in Excel in which I rank values in columns
by stop-light colors (red is bad, yellow is OK, green is good).
Image and heatmap expect a matrix in which all the data are in the same
scale, but I frequently have different scales in different columns. ie.
Column one runs from 1-10 while column 2 runs from 1-100. I thus need to
define a separate color ramp for each
2011 Jan 29
1
Basic Help with Zoo objects and trading days
All,
I have been just recently working with zoo objects for trading systems.
Can someone please help with these basic questions?
Given a daily time series downloaded using get.hist.quote() from the tseries
package, ie......
startDate= as.Date("2000-01-01")
endDate= as.Date("2011-01-29")
frequency= 'd'
s= get.hist.quote('IWF', start= startDate, end=