Boniface YogendranQuantClub Ottawa — Using a principal component analysis for multi-currencies-trading in the…IntroductionJan 5, 20191Jan 5, 20191
Boniface YogendranOttawa Quant Club — Scraping FX data from AlphaVantageBackgroundNov 11, 20181Nov 11, 20181
Boniface YogendranQuantClub Ottawa — A New Anomaly: The Cross-Sectional Profitability of Technical AnalysisI wanted to bring together a team of quant enthusiast in Ottawa to share ideas and work on interesting projects.Oct 13, 2018Oct 13, 2018
Boniface YogendranAlgotrading with R — QuantstratI wrote about this before thinking that I knew the basics of Quantstrat. That was not true. I was probably at “Mt.Stupid” on Dunning-Kruger…Mar 19, 20182Mar 19, 20182
Boniface YogendranPassion vs DisciplineI found myself being very passionate about the trading strategies I have been working on. I am constantly reading up on R and Algorithmic…Mar 11, 2018Mar 11, 2018
Boniface YogendranFinding a mentorI recently made a contribution to an opensource package called quantstrat. About 8 months ago, when I started learning R, I saw quantstrat…Mar 5, 2018Mar 5, 2018
Boniface YogendranMy story — Why am I learning RThis is not my first post, but I owe you all an introduction about me what motivated me to learn R and what I want to do with it. I read…Feb 19, 20183Feb 19, 20183
Boniface YogendranQuantstart — Parameter optimization 1In our last post, we applied simple Luxor strategy. As you were able to see that there were multiple parameters, the question is, did we…Jan 22, 20181Jan 22, 20181
