Market/Volume Profile and Matrix Profile
A quick preview of what I am currently working on: using Matrix Profile to search for time series motifs, using the R […]
Read moreCategory: R Code
Temporal Clustering Times on Forex Majors Pairs
In the following code box there are the results from the temporal clustering routine of my last few posts on the four […]
Read moreTemporal Clustering, Part 3
Continuing on with the subject matter of my last post, in the code box below there is R code which is a […]
Read moreSome Basic Code Housekeeping
Since my last post, back in late November last year, I have been doing a few disparate things such as: improving the […]
Read morePrepending Historical Data with Oanda's R API
As a follow on to my previous post, which was about appending data, the script below prepends historical data to an assumed […]
Read moreUpdating Historical Data Using Oanda's API and R
Following on from my previous post about downloading historical data, this post shows how previously downloaded data may be updated and appended […]
Read moreDownloading Historical Data Using Oanda's API and R
It has been about 5 months since my last blog post and in this time I have been working away from home, […]
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