Monthly Archives: May 2012

Computational Journalism Server Version 1.6.5 Released

May 31, 2012
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I’ve just released version 1.6.5 of the Computational Journalism Server. This is going to be the last release for a while. Release notes: I removed CoffeeScript and Node.js. I wasn’t using them. I dropped back to Erlang R14B-1.1. Everything tes...

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R Tops Data Mining Software Poll

May 31, 2012
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For the past 12 years, KDNuggets has conducted an annual poll asking "What analytics/data mining software you used in the past 12 months for a real project (not just evaluation)". In this year's poll, R was the top-ranked data mining solution, selected by 30.7% of poll respondents. Microsoft Excel was second, at 29.8%. Rapidminer, which took the #1 spot...

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Term structure of interest rate spread volatility : Unit root test

Term structure of interest rate spread volatility : Unit root test

Recently, I was working on my master's thesis and came across an interesting observation regarding the term structure of interest rate spread volatility that I wish to share. Let me first try and throw some light on the jargon that I have used. To begi...

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Conditional Drawdown Exploration

May 31, 2012
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Conditional Drawdown Exploration

After reading Strub, Issam S., Trade Sizing Techniques for Drawdown and Tail Risk Control (May 21, 2012), I thought I should try to tie this with 2 other good R pieces on Conditional Drawdown: http://systematicinvestor.wordpress.com/2011/11/01/minimiz...

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Poll Shows Open Source Almost Even with Commercial Analytics Software

May 31, 2012
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Poll Shows Open Source Almost Even with Commercial Analytics Software

The 2012 results of the annual KDnuggets poll are in. It shows R in first place with 30.7% of users reporting having used it for a real project. Excel is almost as popular. It seems out of place among so … Continue reading →

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Using R.Net in an Excel Add in

May 31, 2012
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I thought I’d try out R.net and in doing so I have put together a very simple Excel 2007 add in that connects Excel to R. I’m using .Net 4.0 in Visual Studio 2010 pro with the latest commit of R.Net, … Continue reading →

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Simple Text Mining with R

May 31, 2012
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Simple Text Mining with R

I’ve used R for many use cases and Text Mining is one of those. Below is a small snippet to get you started with R and Text Mining. require(fortunes) require(tm) sentences <- NULL for (i in 1:10) sentences <- c(sentences,fortune(i)$quote) d <- data.frame(textCol =sentences ) ds <- DataframeSource(d) dsc<-Corpus(ds) dtm<- DocumentTermMatrix(dsc, control = list(weighting =

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Inferno-ish R

May 31, 2012
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Inferno-ish R

CambR was nice enough to invite Markus Gesmann and me to speak at their event on Tuesday. My talk was Inferno-ish R. See also The R Inferno. Epilogue Subscribe to the Portfolio Probe blog by Email

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The Facebook Doomsday Watch

May 31, 2012
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The Facebook Doomsday Watch

I've been following the myriad circus of Facebook commentators and bystanders pointing to its horrific failed IPO launch and seemingly inevitable crash to zero. While my focus here isn't really so much on fundamentals or basic TA; I do want to comment ...

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New Data Science Packages Coming To Computational Journalism Server

May 30, 2012
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I’ve just received an announcement from Michael Lang that packages BatchJobs and BatchExperiments have been added to the Comprehensive R Archive Network (CRAN). From the announcement: The package BatchJobs implements the basic objects and procedu...

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