We now know how to convert raw time series data into xts objects, how to use quantmod to retrieve data from local and remote repos, and how to create basic visualizations with ggplot2. The next logical step is to start looking for patterns in the data that might reveal exploitable trading opportunities. This course of action inevitably leads us to ask questions about the statistical nature of financial time series.
KeywordsMean Square Error Central Limit Theorem Sample Space Probability Mass Function Fair Coin
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