Monthly Archives: February 2010

Gas price seasonality

February 18, 2010
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Gas price seasonality

Last spring I read “Quantitative Trading” by Ernest P. Chan. In his book, he suggested to buy gas futures contract at the end of February and sell it later, in March. Today, I decided to test this strategy by using R-language. The most important thing for such investigation is data. For this purpose, I used this

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Analysis of Winter Olympic Medal Data Using R

February 18, 2010
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Analysis of Winter Olympic Medal Data Using R

The Winter Olympics are on. The Guardian's DataBlog has graciously compiled a database on Winter Olympic Medals. Thus, I thought I'd run a few quick analyses on the data in R. In this post I was hoping to show how one could quickly churn out ...

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raster images and RImageJ

February 18, 2010
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raster images and RImageJ

The next version of R includes support for raster images in standard and grid graphics.The RImageJ package uses ImageJ through rJava to read and manipulate images from various formatsPaul Murrell closed the gap and contributed code that allows...

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Genetic Algorithm Systematic Trading Development– Part 2

February 17, 2010
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Genetic Algorithm Systematic Trading Development– Part 2

We started by discussing the goal of a genetic algorithm, which is to optimally find the candidate pool of rules that are superior to other potential rules. In our example of moving averages, we are seeking the values of parameters of the rule :if ma(...

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R project named in Intelligent Enterprise 2010 Editor’s Choice Awards

February 17, 2010
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Intelligent Enterprise has announced its 2010 "Editors Choice" Awards, and the R project is included as one of twelve "Companies to Watch" in the Business Intelligence category. R Project is an open-source statistical programming environment that is winning broad praise and accelerating uptake as a language for in-database analytics. The likes of SAS, SPSS and Information Builders are even...

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Real-World, Real-Time Analytics

February 17, 2010
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Stop wasting time reading my drivel. You need to head over the the DataWrangling.com blog and read Peter Skomoroch’s interview with Bradford Cross of FlightCaster. Peter wrote up this interview back in August 2009, so I’m a little late to this party. There’s some really great quotes in this interview. Here’s a few of my fav

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hash-1.99.x

February 17, 2010
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hash-2.0.0 has been released please read about it here: Earlier today, hash-1.99.x was released to CRAN. This is a stable release and adds some more functions to an already full-featured hash implementation. This version fixes some bugs, adds some features, improves performance and stability. You can read about the hash package in

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Springer solution manuals on line

February 17, 2010
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Springer solution manuals on line

Springer Verlag has just posted on its webpage both the student and the instructor solution manuals to “Introducing Monte Carlo Methods with R”. Yes, both! Before you rush there, the Catch-22 in this announcement is that the access to the instructor version is restricted to registered instructors. So, if you are registered as an instructor

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Visualize dynamic data from R in 3d

February 17, 2010
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In this video i demonstrate a nice feature of Bio7 to visualize 3d data created in “R” dynamically. The data for the points is generated in “R” and then transferred to the OpenGL view of Bio7. In the first example a random plot is generated and updated. In the second example 10000 random (lighted) spheres

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Generalized linear mixed effect model problem

February 16, 2010
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Generalized linear mixed effect model problem

I am trying to compare cohort difference in infant mortality using generalized linear mixed model. I first estimated the model in Stata:xi:xtlogit inftmort i.cohort, i(code)which converged nicely:Fitting comparison model:Iteration 0:   log likelih...

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