Blog posts

The Pair Strategy The Pair Strategy Jerzy Pawlowski (jpawlowski@machinetrader.io) 07/06/2024 The Pair Portfolio The Pair strategy trades a portfolio of two stocks as if they were a single stock. When the strategy buys the pair, it buys \(w_1\) shares of stock1 and \(w_2\) shares of stock2, and vice versa. Typically,... [Read More]

Pair Strategy Implementation Pair Strategy Implementation Jerzy Pawlowski (jpawlowski@machinetrader.io) 06/30/2024 Configuration of the Pair Strategy in MachineTrader The Pair strategy trades a portfolio of two stocks during the market trading hours, using intraday stock prices. Each day it starts trading at the market open with no position and a clean... [Read More]

The Bollinger Strategy The Bollinger Strategy Jerzy Pawlowski (jpawlowski@machinetrader.io) 06/30/2024 The Bollinger Strategy The Bollinger Strategy is designed to capture the reversion of prices to their equilibrium value, and it buys stocks when they’re cheap, and sells them when they’re expensive (rich). The richness or cheapness of the prices is... [Read More]

Bollinger Strategy Implementation Bollinger Strategy Implementation Jerzy Pawlowski (jpawlowski@machinetrader.io) 06/17/2024 Configuration of the Bollinger Strategy in MachineTrader The Bollinger strategy trades a single stock during the market trading hours, using intraday stock prices. Each day it starts trading at the market open with no position and a clean slate (reset... [Read More]

The Moving Average Prices And Volatilities The Moving Average Prices And Volatilities Jerzy Pawlowski (jpawlowski@machinetrader.io) 06/17/2024 The Moving Average Prices The moving average prices can be calculated for a streaming time series of prices \(p_i\). The Simple Moving Average (SMA) price \(p^{SMA}_i\) is the average of the past prices \(p_{i-j}\)... [Read More]

Implementation of the Moving Average Prices And Volatilities Implementation of the Moving Average Prices And Volatilities Jerzy Pawlowski (jpawlowski@machinetrader.io) 06/17/2024 Implementation of the Moving Average Prices and Volatilities The Node-RED tab named Tech Indicators contains the implementations of various technical indicators in MachineTrader, including the moving average prices and volatilities.... [Read More]

R unit testing using packages testthat and devtools Unit testing in R can be performed using the R packages testthat and devtools. The packages testthat and devtools provide functions for implementing unit testing in R. The package testthat provides functions for implementing unit tests for other R functions. The unit... [Read More]

Interactive Plots in R Interactive Plots in R 2016-07-05 12:00:00 Publishing R Markdown documents containing interactive plots One of the advantages of writing R Markdown documents is that they can be compiled into HTML documents, which can incorporate interactive plots. This post is an R Markdown document that was compiled... [Read More]

R document publishing for reproducible research An R document is a file containing: plain text combined with markup code, formulas, and R code chunks. Publishing an R document means compiling it into an easily readable pdf or HTML file, together with tables and plots produced from executing the R code... [Read More]

I finally took the time to set up my home page on GitHub Unfortunately it forced me to learn more about coding in HTML, CSS, YAML, and liquid than I ever cared to know. Fortunately I discovered a decent amount of blogs and tutorials online to be able to set... [Read More]