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Thank God for people like Ben Lambert. I recently got acquainted with the BatchGetSymbols package, an auxiliary library to quantmod, and I am pretty impressed. It’s core function wraps a quality control protocol around quantmod’s getSymbols() function and returns a list with an execution summary and a daily price data datafame. This is a huge … Continue reading Scanning Stock Data for Co-integration Trade Opportunities

Here’s a simple question: Why don’t watchlist screening vendors deploy semantic role labeling (SRL) methodologies when screening free-text fields? The value proposition is obvious — analysts would save hours of work each week by not having to clear false-positive alerts like the match of the word “shipped” to “XHAFERI, Shefit” (SDN). But seriously, this is … Continue reading SRL NPL for Sanctions Compliance