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A Conversation with Robot Wealth, Part Three: Ideas and Edges: Rules-Based and Collaborative Systematic Trading
Bond Convexity in Excel and R
Robot Wealth Part Two: Collaborative Research for Systematic Trading
December Highlights from the IBKR Quant Blog
Construction of SOFR Index from SOFR Rates
Employing Human Order in pandas DataFrame Sorting: Risk Factors and Tenors
R Code Snippet: Read Historical Prices of Stock Index
Trend Following and Momentum Turning Points
The Research and Development Factor
R: httr in R and MSXML2.ServerXMLHTTP in Excel VBA
Implications of Regime-Shifting Stock-Bond Correlation
R: Apply Particle Swarm Optimization to the Nelson-Siegel Model
August 2023 Highlights from the IBKR Quant Blog
R Quarto©: New Boundary In Financial Reporting Services
R: Nyholm (2018) Rotated Nelson-Siegel Model
Top Models for Natural Language Understanding (NLU) Usage
Python: Download Stock Prices Using the yfinance Package
In Case You Missed It! Toggle AI Discussed Generative AI in Trading
Slippage in Model Backtesting
Black-Litterman Model
Pivot Tables in R For Financial Analysis of Public Trusts in Costa Rica
Looking for Insights on Generative AI? Join Toggle AI for a Webinar
Reward is Enough for Collective Artificial Intelligence
R Code Snippet : Read and Concatenate Prices of Constituents of a Stock Index
Submergence: A Tool to Assess Drawdowns and Recoveries
6 Packages for Using R in Finance
How to Rebalance Smart Beta Strategies Smarter
Portfolio Analysis: Calculating Risk and Returns, Strategies and More
SAS: Repeated Estimation of Stepwise Regressions by Group
The Mathematics of Bonds: Simulating the Returns of Constant Maturity Government Bond ETFs
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