Monthly Archives: May 2011

A dubious statistics

May 31, 2011
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A dubious statistics

Following a link on R-bloggers, I ended up on this page (with a completely useless graph that only contained the pieces of information 5% in 1900 and 55% in 2000). The author (Ralph Keeney) reports on “A remarkable 55 percent of deaths for people age 15 to 64 can be attributed to decisions with readily

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Overoptimizing Chicago Fed

May 31, 2011
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Overoptimizing Chicago Fed

THIS SHOULD BE OBVIOUS THROUGHOUT THE POST BUT THIS IS NOT INVESTMENT ADVICE.  PLEASE DO NOT FOLLOW THIS SYSTEM AS IT COULD RESULT IN SERIOUS LOSSES. One of the perils of system-building is the tendency to unintentionally overoptimize by playing/r...

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ARMA Models for Trading, Part IV

May 31, 2011
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ARMA Models for Trading, Part IV

All posts in this series were combined into a single, extended tutorial and posted on my new blog. The last post promised to show some back testing results for the ARMA techniques. I decided to use the S&P 500 index for this purpose. What really impresses me in the above char it the staggering performance

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The Netflix Prize, Big Data, SVD and R

May 31, 2011
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One of the key data analysis tools that the BellKor team used to win the Netflix Prize was the Singular Value Decomposition (SVD) algorithm. As a file on disk, the Neflix Prize data (a matrix of about 480,000 members' ratings for about 18,000 movies) was about 65Gb in size -- too large to be read into the standard in-memory...

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An unsurprising year

May 31, 2011
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An unsurprising year

I’ve received one those FW:…:FW emails yesterday with the following text: 2011 is an unusual year. Add the last two digits of your birth year to the age you will turn on your birthday this year and you’ll get 111! … Continue reading →

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Go Guerrill-R on Your Data

May 31, 2011
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Go Guerrill-R on Your Data

The Guerrilla Data Analysis Techniques training course (GDAT) will be held during the week of August 8-12 this year. As usual, the focus will be on applying R to your performance and capacity planning data, as well as how to use the PDQ-R modeling too...

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sab-R-metrics: GIF Movies and Pitch Flights (Guest Post)

May 31, 2011
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sab-R-metrics: GIF Movies and Pitch Flights (Guest Post)

A couple weeks ago, I received an email from a fellow Pitch F/Xer and R-User, Josh Weinstock, asking if I was interested in a guest post here at Prince of Slides. I didn't think I was important enough to have talented guests posting at my blog; howeve...

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Recreational R: Simulating a Card Trick

May 30, 2011
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Recreational R: Simulating a Card Trick

In this post, I simulate an interesting card trick, which was described by a friend of mine named Xan. Here's Xan's description of the card trick:I put a deck of cards down face up on the table. Meanwhile you think of a secret number between 1 and 1...

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Recreational R: Simulating a Card Trick

May 30, 2011
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Recreational R: Simulating a Card Trick

In this post, I simulate an interesting card trick, which was described by a friend of mine named Xan. Here's Xan's description of the card trick:I put a deck of cards down face up on the table. Meanwhile you think of a secret number between 1 and 1...

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More St. Louis Fred Fun with National Financial Conditions

May 30, 2011
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More St. Louis Fred Fun with National Financial Conditions

I owe someone at the Fed a beer for all the recent additions at http://research.stlouisfed.org/fred2/.  I have covered some in Spreads and Stress and Gifts from BAC ML and the Federal Reserve.  The newest addition 8 Chicago Fed Indexes Added ...

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