[R-SIG-Finance] New to Quantitative Modeling (Looking for starting resources/suggestions)
singhalblr at gmail.com
Wed Jun 1 12:04:58 CEST 2011
Thank you Kostas for the great links.
On Wed, Jun 1, 2011 at 6:56 AM, Kostas Evangelinos <20977 at gaffa.net> wrote:
> Hi Harsh,
> On Tue, May 31, 2011 at 02:30:53PM +0530, Harsh wrote:
> | Are there introductory resources that would allow me to get started in
> | a small way and work my way towards the more complex ideas ? I
> | primarily use R and what I want to do is to get familiar with the
> | jargon (betas, alphas and such) of quantitative modeling for the stock
> | market.
> | My intention is to model daily data and make predictions on which I
> | can trade for profit (but of course!).
> In regards to getting acquainted with the jargon, I'd suggest taking a
> look at online syllabi from various academic institutions as a starting
> point. For example, NTU-SGX:
> Assuming you'd want to follow a hands on approach to start with, you can
> take a look at say Mebane Faber's Tactical Asset Allocation:
> There's a clear implementation of this strategy on Joshua's blog:
> And more generally, using R and quantmod/xts/PerformanceAnalytics:
> Finally, NSE have wonderfully archived end of day data here:
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