RobHayward
Rob Hayward
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Garch
Overview of Garch process and rugarch package.
GARCH
Overview of GARCH method
Backtest
The first steps towards backtesting strategy. Create the signal.
Technical analysis
An introduction to technical analysis
Inefficiencies
Finding inefficiencies and measuring risk with R
Risk
An analysis of risk using R
Using quantmod
A run through some of the basic functions of the quantmod package
Functions
An introduction to writing functions
Firm Performance
Download data into R, plot, re-base and calculate returns.
Firm Performance
This is an exercise to assess the performance of a firm.
Mixture Model
This is a basic introduction to Mixture Models.
Firm performance
Here we use the past performance of a firm to assess the likely future outcome. We look at the distribution of returns and draw some ideas about investment performance from analysis of these returns.
Excel 2: Potential GDP
This is an exercise to assess potential GDP by smoothing time series models.
Climate Change
An exercise to use climate change and CO2 data.
Bloomberg Market Analysis
A short exercise to use the Bloomberg terminal
Newsletter5
Jan 2024
Newsletter4
Jan 2023
Newsletter3
Jan 2022
Newsletter2
Jan 2021
Newsletter1
March 2020
Newsletter
Weekly update
Newsletter
This is a weekly overview of key issues in financial markets
Quantmod Examples
Part 2 of R Course
FirstR
This is the first R session
Standard errors, sampling and boostrapping
An overview of the sampling distribution and bootstrapping.
Quantmod examples
R course
First R
This is the first lesson in using R