Monthly Archives: August 2011

Using Emacs to work with R

August 2, 2011
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Using Emacs to work with R

A simple yet efficient way to work with R consists in writing R code with your favorite text editor and sending it to the R console. This allows to build efficient R code in an incremental fashion. A good editor might even provide syntax highlighting, parenthesis matching, and a way to send a selected portion of code to R

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With byte compiler, R 2.14 will be even faster

August 2, 2011
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In a presentation at the JSM 2011 conference in Miami yesterday, R core member Luke Tierney revealed that the next major update to R, R 2.14, will feature improved speed when processing interpreted R code, thanks to standard use of the new byte compiler feature. The byte compiler was introduced with R 2.13, but while R developers could use...

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Summarizing Returns with R

August 2, 2011
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Summarizing Returns with R

Often I like to see the performance of a trading strategy summarized annually, quarterly or by month. In R, we start off with the summary function: Given a series xx, usually a chunk of the original, this function returns the accumulative returns for the period. The leverage is useful to somewhat simulate leveraged ETFs. The

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Merging Two Different Datasets Containing a Common Column With R and R-Studio

August 2, 2011
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Merging Two Different Datasets Containing a Common Column With R and R-Studio

Another way for the database challenged (such as myself!) for merging two datasets that share at least one common column… This recipe using the cross-platform stats analysis package, R. I use R via the R-Studio client, which provides an IDE wrapper around the R environment. So for example, here’s how to merge a couple of

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JSM 2011 [3]

August 2, 2011
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JSM 2011 [3]

Monday August 01 was the first full day of JSM 2011 and full is the appropriate word to describe the day! It started for me at 7am with a round table run by Marc Suchard on parallel computing (or at 3am if I am considering the time I woke up!). I was rather out of

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Dividend Quartiles with Kenneth French Data

August 1, 2011
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Dividend Quartiles with Kenneth French Data

Based on my perception of the last 3 years, I would have expected high dividend stocks to have substantially underperformed low and zero dividend stocks.  Fortunately, just like with size and momentum in Beating Kenneth French Small – High, we c...

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LaTeX Typesetting –Basic Mathematics

August 1, 2011
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LaTeX Typesetting –Basic Mathematics

LaTeX is very strong for typesetting mathematical equations. Fast Tube by Casper Other useful resources are provided on the Supplementary Material page.

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Google Trends, R, and the NFL

August 1, 2011
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Google Trends, R, and the NFL

A week or so ago I saw a tweet related how the NFL lockout was affecting the search traffic for “fantasy football” on Google (using Google Trends).  Basically, the search traffic (properly normalized on Google Trends) was down prior to … Continue reading →

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On not going viral

August 1, 2011
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On not going viral

This week the reader is directed to Messy Matters to read up on research conducted by Sharad Goel, Duncan Watts and Dan Goldstein in which they hunted for traces of "viral" diffusion on Twitter, Facebook, Yahoo!, and beyond. The results run counter to mainstream intuition.

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