Posts

Reconciliation Tool Explanation

Reconciliation Tool This post will briefly explain how the reconciliation tool works which can be found here https://scottclark.shinyapps.io/Reconciliation_Tool/. The purpose of the app is to provide a simple and efficient way to take one or more files which contain transaction data and match any equal but opposite transactions, for example matching a positive 100 to a negative 100 would mean that those transactions have been successfully reconciled.

Downloading the FTSE All Share in R

Introduction Due to the recent corona crash I thought it would be an interesting time to take a look at the FTSE All Share and have a look at the impact the crash has had on the components prices.

Creating simulated data from a time series model in R

Introduction This post discusses how to simulate data with similar statistical properties to a real financial time series. This is useful if you have a limited data source and you wish to generate more data in order to reduce the likelihood of overfitting.