Monthly Archives: November 2015

Following in the footsteps of Following the Trend

I recently read the book “Following the Trend” by Andreas Clenow.  It gives explicit details about how to construct a trend following trading strategy on futures using simple rules, and explores in some depth the performance over a wide variety of asset … Continue reading

Posted in Finance, R | Leave a comment

Learning R – a quick route to misery

I’ve started to re-use R recently for a project that I’ll blog about soon, having only briefly used it before in an academic project.  It’s very powerful, and once you know what you’re doing can be used to manipulate data … Continue reading

Posted in R | Leave a comment

Hello world

This is a coding blog to explore themes with no particular connection beyond my own interest.  With a professional background as a C++, C# and Python programmer of financial risk systems there will be bias towards financial technology, but I hope to touch … Continue reading

Posted in Uncategorized | Leave a comment