Monthly Archives: April 2012

Replacing market indices

April 2, 2012
By
Replacing market indices

If equity markets suddenly sprang into existence now, would we create market indices? I’m doubtful. Why an index? The Dow Jones Industrial Average was born in 1896.  This was when computers were humans with adding machines (but they did do parallel processing).  At that point boiling “the market” down to a single number had value. … Continue reading...

Read more »

Sunday evening, stupid games…

April 1, 2012
By
Sunday evening, stupid games…

This evening, while I was about to wash the dishes, I heard my elders starting a game (call them Him and Her) Him: "I have picked - in my head - a number, lower than 50. Try to guess..." Her: "No way, too difficult..." Him: "You can try five differ...

Read more »

Missing Data Club

April 1, 2012
By

Welcome to Missing Data Club. There are only three rules. Rule #1 is: There is no missing data. Rule #2 is: THERE IS NO MISSING DATA! Rule #3: If you’ve never built a model using missing data – you must do it...

Read more »

Quantitative finance and computational systems

April 1, 2012
By
Quantitative finance and computational systems

I’m writing a book proposal based on the lecture notes for my R for Quants workshop I conducted at the …Continue reading »

Read more »

A better way of saving and loading objects in R

April 1, 2012
By
A better way of saving and loading objects in R

Hadley Wickham (@hadleywickham) this week mentioned on Twitter his preference for saveRDS() over the more familiar save(). Being a new function to me, I thought I’d take a look… save() and load() will be familiar to many R users. They … Continue reading →

Read more »

A better way of saving and loading objects in R

April 1, 2012
By

Hadley Wickham (@hadleywickham) this week mentioned on Twitter his preference for saveRDS() over the more familiar save(). Being a new function to me, I thought I’d take a look…

Read more »