Almost always, when I see a system backtested, the backtest assumes a static portfolio with no contributions or withdrawals. This assumption only covers an extremely limited subset of my clients. Cash flows in and out of a portfolio or syst...

I am one of the organizers of ESSA2013 conference that will take place in September 2013 in Warsaw, Poland. The conference scope is social simulation and in particular methods of statistical analysis of simulation output (metamodeling). As we have just issued Call for Papers for the conference so I decided to post a simple example of a metamodel.Recently I had...

I did a screencast for my co-workers to show how to get started with R, specifically what a base installation of R looks like, then showing how to improve your workflow using RStudio, Rcmdr or rattle. The examples are somewhat … Continue reading →Video: R, RStudio, Rcmdr & rattle is an article from randyzwitch.com, a...

I'm heading out on vacation to my Australian homeland for the next two weeks, but fear not reader friends: we have an awesome lineup of guest bloggers to fill in while I'm away. I don't want to ruin the surprise, but you'll be seeing posts from: experts in data visualization about how they use R; members of the R...

The main changes in this version are to the theming system. There are also a number of enhancements to the theming system that make it easier to modify themes and we’ve renamed a number of functions to have more informative names. Your existing code should continue to work, although you may receive warnings about functions

You might remember a second proposal I put forward for this summer’s Google Summer of Code (GSoC). This project was ambitious, looking to convert a subset of Attillio Meucci’s MatLab code to R. Thankfully, Brian Peterson took the lead mentor position for this particular project. Coincidently, the day before GSoC started we received a very

Because I am self-taught in many of the areas of computer science and more advanced statistics and probability theory I am most interested in, and because I have a deep aversion both to looking foolish and being full of it...