Monthly Archives: April 2011

Pair-Trading with S&P500 Companies – Part II.

April 10, 2011
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Today I'm going to share with you further outcomes of my research in statistical arbitrage trading technique - pair-trading. In the first part of pair-trading with S&P500 Companies I used downloaded data from yahoo to identify co-integrated pairs. Next stage is to take closer look at results and identify potentially profitable pairs. As an example

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A Super-Easy, Simple-Dimple Backtester in R

April 9, 2011
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A Super-Easy, Simple-Dimple Backtester in R

I cut my finger on a paring knife this morning. Don't use a sharp knife to spread butter on your toast. It's better to limit yourself to using dull kitchen utensils until the caffeine kicks in. No matter, I still have most of my digits to type in a sim...

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How did I make this plot?

April 9, 2011
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How did I make this plot?

To make this plot, I used R's plot(), points() and lines() commands. If you have been wanting to learn how to plot in R, watch it unfold in this video tutorial:Also, here's the code I used:

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Fast Two Way Sync in Ubuntu!

April 9, 2011
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Fast Two Way Sync in Ubuntu!

I love the portability of a laptop. I have a 45 min train ride twice a day and I fly a little too, so having my work with me on my laptop is very important. But I hate doing long running analytics on my laptop when I’m in the office because it bogs down my

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R Reference Card for Data Mining

April 9, 2011
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R Reference Card for Data Mining

R Reference Card for Data Mining is available for free download at http://www.rdatamining.com. The website also provides another free document: R and Data Mining — Examples and Case Studies.

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Day #20 RGG’s not working here I want it

If you didn’t read the post from yesterday, I urge you to do so, or you won’t get what I’m writing here. http://flyordie.sin.khk.be/2011/04/08/day-19-rgg-s-a-btch/ So, coming back from yesterday, I had a talk with my supervisor who to...

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New versions of GGobi and rggobi for Windows users

April 9, 2011
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For those who have been struggling with the installation of GGobi and the rggobi package under Windows: a major update of GGobi 2.1.9 is that GTK+ has been bundled with GGobi, so the installation of GTK+ is no longer required (I recommend you to uninst...

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The Budget Compromise: Mining Tweets

April 9, 2011
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The Budget Compromise: Mining Tweets

After a week as SAS Gobal Forum, I've been pretty excited about some of the text mining presentations that I got to see. I couldn't wait to get back to work to at least try something.  After getting home I found a tweet from @imusicmash sharing a post from the Heuristic Andrew blog that shared text...

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New versions of GGobi and rggobi for Windows users

April 8, 2011
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or those who have been struggling with the installation of GGobi and the rggobi package under Windows: a major update of GGobi 2.1.9 is that GTK+ has been bundled with GGobi, so the installation of GTK+ is no longer required (I recommend you to uninstall it if it is not used elsewhere in your system);

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New R User Group in St Louis, MO

April 8, 2011
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The latest local R user group to join the fold is in St Louis, Missouri. Created by Josh Ulrich, their first meeting is on Monday, April 11. Check the link below for full details and to RSVP. Saint Louis R User Group: Inaugural Meeting

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