Monthly Archives: December 2011

Working with Wisconsin Voter Data in Access 2007; Analysis with R.

December 2, 2011
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Computer Assisted Reporting This technical note describes manipulation/analysis of Wisconsin voter registration data from June 2011. Wisconsin voter registration data can be purchased from the Wisconsin Government Accountability Board for $12,500, whic...

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Wasting away again in Martingaleville

December 1, 2011
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Wasting away again in Martingaleville

Alright, I better start with an apology for the title of this post. I know, it’s really bad. But let’s get on to the good stuff, or, perhaps more accurately, the really frightening stuff. The plot shown at the top of this post is a simulation of the martingale betting strategy. You’ll find code for

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Backtesting with Short positions

December 1, 2011
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Backtesting with Short positions

I want to illustrate Backtesting with Short positions using an interesting strategy introduced by Woodshedder in the Simple, Long-Term Indicator Near to Giving Short Signal post. This strategy was also analyzed in details by MarketSci in Woodshedder’s Long-Term Indicator post. The strategy uses the 5 day rate of change (ROC5) and the 252 day rate

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Interviews on Revolution R Enterprise 5.0

December 1, 2011
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For those looking for more background behind the updates in Revolution R Enterprise 5.0, there are now a couple of interviews online where I talk about the new release. At IT Business Edge ("Revolution Analytics' Goal: Make R Analysis Enterprise-Friendly"), I had a chat with Loraine Lawson about how Revolution R Enterprise fits within the analytics stack, its big-data...

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A Friday round-up

December 1, 2011
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A Friday round-up

Just a brief selection of items that caught my eye this week. Note that this is a Friday as opposed to Friday, lest you mistake this for a new, regular feature. 1. R/statistics ggbio A new Bioconductor package which builds on the excellent ggplot graphics library, for the visualization of biological data. R development master

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C++ is dead. Long live C++

December 1, 2011
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C++ is dead. Long live C++

During the summer I was contacted by a hedge fund from Bahamas. The fund was looking for someone with R language skills on-site and insisted for phone interview. Besides obvious questions about finance, statistics, coding and how many tennis balls can fit in Boeing 747 (ok, this question was omitted), they wanted to know if

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NG Spreads returns, a reliable earner.

December 1, 2011
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NG Spreads returns, a reliable earner.

Is Drawdown the Biggest Determinant of System Success?

December 1, 2011
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Is Drawdown the Biggest Determinant of System Success?

In all my system development, I still have not been able to determine what universal underlying conditions significantly improve a system’s chances of outperforming buy-and-hold.  Also, I have found very little discussion, so maybe R with some h...

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Fitting distributions with R

December 1, 2011
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Fitting distributions with R

Fitting distribution with R is something I have to do once in a while.A good starting point to learn more about distribution fitting with R is Vito Ricci's tutorial on CRAN. I also find the vignettes of the actuar and fitdistrplus packag...

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Logistic Regression Explained

December 1, 2011
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Logistic Regression Explained

Logistic regression is a type of regression used when the dependant variable is binary or ordinal (e.g. when the outcome is either “dead” or “alive”). It is commonly used for predicting the probability of occurrence of an event, based on several predictor variables that may either be numerical or categorical. For example, suppose a researcher

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