Questions
- How do you import stock data into the R workspace from Yahoo Finance?
- How do you generate a momentum strategy using moving average crossover?
- Which package helps to calculate the performance metrics of a strategy?
- How do you calculate the covariance matrix for a portfolio consisting of five stocks?
- Extract MSFT data from Yahoo and test that the closing price series is non-stationary.
- Use the distance method to generate trading signals which exit when the spread reverts to mean.
- How do you test a pair of stocks for co-integration and write code to test it?
- How do you calculate hedge ratio and how does it helps in trading?
- How do you calculate portfolio beta? Show it using an example.
- How do you use the fundamental factor to create quantiles and ...
Get Learning Quantitative Finance with R now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.