(bis repetita) Consider the following regression summary,Call: lm(formula = y1 ~ x1) Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.0001 1.1247 2.667 0.02573 * x1 0.5001 0.1179 4.241 0.00217 **...

Regime Detection comes handy when you are trying to decide which strategy to deploy. For example there are periods (regimes) when Trend Following strategies work better and there are periods when Mean Reversion strategies work better. Today I want to show you one way to detect market Regimes. To detect market Regimes, I will fit

As the clean-up continues on the eastern seaboard, I wanted to follow up on Monday's post on tracking Hurricane Sandy with Open Data with a couple of other R-based data applications spawned by the storm. Josef Fruehwald created an R script to tap into local weather sensors to keep track of air pressure, wind speed and rainfall near his...

A couple of days ago I posted how you can go about installing Routino on OSX; and now I have just finished writing a quick post over on my Rpubs blog about how you go about using it from within R. I also wanted to know a bit more about how R and Twitte...

In “Fitting Distributions with R” Vito Ricci writes; “Fitting distributions consists in finding a mathematical function which represents in a good way a statistical variable. A statistician often is facing with this problem: he has some observations of a quantitative character and he wishes to test if those observations, being a sample of an unknown population, belong from a...

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