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Conditional Percentile Channel “R” Code

March 11, 2015

The code in R for Conditional Percentile Channels is now available on Michael Kapler’s Systematic Investor blog. The original code was contributed by long-time reader Pierre Chretien and subsequently verified by Michael. Pierre has been generous enough to share code from the blog material several times over the past few years. Thank you both for sharing this code with our readers!

7 Comments leave one →
  1. Pierre permalink
    March 11, 2015 5:36 am

    Hi David, thanks for your kind comment. You are the one we all need to thank for generously sharing your ideas. Thanks again. Pierre

    • david varadi permalink*
      March 13, 2015 1:47 am

      thanks Pierre, as always I enjoy sharing and thank you again as well.

  2. March 11, 2015 2:09 pm

    Hello David,

    I appreciate all the information I get by following your blog. Would it be possible to get a link on your blogroll to my quant news feed?

    Thank you,


    • david varadi permalink*
      March 13, 2015 1:48 am

      thanks Greg, just added you to the blogroll.

      • April 6, 2015 12:13 pm


        I just added a forum to There is a section in there called “Showcase” which is intended for people to tell about their project or website. If you’re willing to create a login, you are welcome to post a link to your blog in that section:


      • david varadi permalink*
        April 17, 2015 12:01 am

        thank you Greg, I will look into that.


  1. The Whole Street’s Daily Wrap for 3/11/2015 | The Whole Street

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