Monthly Archives: January 2012

Analyzing R-bloggers

January 6, 2012
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Analyzing R-bloggers

In the last two posts we saw how to download posts from R-bloggers, and then extract the title, author and date of each post and write that information to a csv file. Since we now have a nice data set from r-bloggers, we can start to examine the develo...

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R: Web Scraping R-bloggers Facebook Page

January 6, 2012
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R: Web Scraping R-bloggers Facebook Page

  Introduction R-bloggers.com is a blog aggregator maintained by Tal Galili. It is a great website for both learning about R and keeping up-to-date with the latest developments (because someone will probably, and very kindly, post about the status of some R related feature). There is also an R-bloggers facebook page where a number of

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Extreme Bond Returns

January 6, 2012
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Extreme Bond Returns

20 years of data is nowhere near enough to satisfy my insatiable appetite for bigger datasets.  While I showed Record Long Term Treasury Returns with Vanguard’s US Long Treasury mutual fund, its 20 year life is not sufficient to give me comfort ...

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Recology has moved

January 6, 2012
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Recology has moved

Recology has moved to Github, using Jekyll.I just finished moving the Recology blog content, etc. to Github.   This move is intended to make it easy to do exactly what I want with this blog without the constrictions of Blogger.  Thanks for co...

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R Tutorial Series: Citing R with EndNote

January 6, 2012
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R Tutorial Series: Citing R with EndNote

Unfortunately, due to the vexing complexities of academic style guides and the limitations of associated software packages, citing a non-standard name, such as Cher, Prince, or R Development Core Team can be problematic. Thankfully, I have discovered a...

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Mapping the Iowa caucus results: how it’s done with R

January 6, 2012
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Mapping the Iowa caucus results: how it’s done with R

If you've been following the presidential primary process here in the US, you've probably seen many maps of the results of the Iowa caucuses by now (such as this infamous one from Fox News). But you might be interested to learn how such maps can be made using the R language. The Offensive Politics blog explains the process in...

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Testing new website

January 6, 2012
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Testing new website

Test post on new Jekyll hosted website...

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John Snow’s famous cholera analysis data in modern GIS formats

January 6, 2012
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John Snow’s famous cholera analysis data in modern GIS formats

In 1854 there was a massive cholera outbreak in Soho, London – in three days over 120 people died from the disease. Famously, John Snow plotted the locations of the deaths on a map and found they clustered around a pump in Broad Street – he suggested that the pump be taken out of service

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Trading using Garch Volatility Forecast

January 5, 2012
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Trading using Garch Volatility Forecast

Quantum Financier wrote an interesting article Regime Switching System Using Volatility Forecast. The article presents an elegant algorithm to switch between mean-reversion and trend-following strategies based on the market volatility. Two model are examined: one using the historical volatility and another using the Garch(1,1) Volatility Forecast. The mean-reversion strategy is modeled with RSI(2): Long when

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