Archive
New Home of Systematic Investor Blog
Please visit the New Home of Systematic Investor Blog at SystematicInvestor.GitHub.io
R/Finance Conference
I will be presenting at the R/Finance conference in Chicago on May 17-18. Details of the conference are available at: www.rinfinance.com
See you there!
Updates
I will be traveling to Freeport, Bahamas during the last week of August. If you want to meet for a coffee drop me a line.
I also plan to release the first version of SIT package at the end of September.
R/Finance 2012 presentation
I have attended for the first time the R/Finance conference this year. I must say that I’m impressed with the effort that organizers put into the conference and the breadth and the depth of the material / ideas presented.
I just want to share slides and examples that I used in my presentation about Seasonality Analysis and Pattern Matching.
In the next post, I plan to discuss in more detail the algorithm and the price pattern definitions I used to find classical technical patterns.
R/Finance Conference
I will be presenting at the R/Finance conference in Chicago on May 11-12. Details of the conference are available here: www.rinfinance.com
See you there!