OrderBook and PositionBook Features
In my previous post I talked about how I planned to use constrained optimization to create features from Oanda’s OrderBook and PositionBook data, which […]
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A Forex Pair Snapshot Chart
After yesterday’s Heatmap Plot of Forex Temporal Clustering post I thought I would consolidate all the chart types I have recently created […]
Read moreHeatmap Plot of Forex Temporal Clustering of Turning Points
Following up on my previous post, below is the chart of the temporal turning points that I have come up with. This particular […]
Read moreMarket Profile Chart in Octave
In a comment on my previous post, visualising Oanda’s orderbook, a reader called Darren suggested that I was over complicating things and […]
Read moreIdeal Cyclic Tau Embedding as Times Series Features
Continuing on from my Ideal Tau for Time Series Embedding post, I have now written an Octave function based on these ideas […]
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, […]
Read moreLoading and Manipulating Historical Data From .csv Files
In my last post I said I was going to look at data wrangling my data, and this post outlines what I […]
Read moreRecent reading
In my last post I mentioned that I was going away for the summer, but now I’m back. During the summer I […]
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