search for: jbnichola

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=