Looking at Canadian REITs (Part 2) – Scrapping the Web for Fundamentals
In this series, my goal is to identify Canadian REITs with potential of price appreciation and distribution growth. This is not an expert opinion and, in fact, is my first […]
Category Archives: R
Financial Analytics (Part 2) – Upside and Downside Capture Of All Companies Traded on NASDAQ
Introduction In my previous post, I said that I would attempt to calculate and compare the Upside and Downside Capture Ratio for a very large dataset. At the time of […]
Financial Analytics with R (Part 1) – Upside and Downside Capture Ratio
Introduction I will be taking a bit of a break from Oil & Gas research. Recently, I was going through the performance of several hedge funds when I noticed an […]
Looking at Oil with R (Part 4) – Dollar-Cost Averaging of Oil & Gas Companies
Introduction On the fourth part of my Oil&Gas series, I wanted to go deeper into formula investing using O&G firms only as an example. Dollar-Cost Averaging (DCA) is the term […]
Looking at Oil with R (Part 3) – Portfolio Optimization of Oil and Gas Companies
Introduction In my previous post, I compared oil futures against current OPEC oil price. In this post, I want to take advantage of R to optimize a portfolio of oil […]
Looking at Oil with R (Part 2) – Moving Averages, Continuously Compounded Returns and Oil Futures.
Introduction In my previous post, I looked at techniques R offers to forecast stock prices. I learned how to decompose time series data to separate cyclical and long-term trends. I […]
Looking at Oil with R (Part 1)
As a chemical engineer, I believe that the price of crude oil impacts my job market. Since the second quarter of 2014, the crude price of oil has dipped significantly. […]
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