Monthly Archives: March 2013

reading raster data using library(parallel)

March 3, 2013
By
reading raster data using library(parallel)

Recently, I have been doing some analysis for a project I am involved in. In particular, I was interested what role pacific sea surface temperatures play with regard to rainfall in East Africa. I spare you the details as I … Continue reading →

Read more »

Download Fantasy Football Projections from ESPN.com using R

March 3, 2013
By
Download Fantasy Football Projections from ESPN.com using R

In this post, I will demonstrate how to download fantasy football projections from ESPN.com using R.  Having projections allows us to do many different analyses to determine our best possible fantasy team.  The projections on ESPN.com are currently from last year—they haven't been updated yet for the upcoming season.  ESPN will update them closer to the start of...

Read more »

Tips and Tricks for HTML and R

March 3, 2013
By

Over the past two months I have tried to convert completely to HTML5 slides, HTML reports and R + knitr. The switch from Sweave came with a few frustrations but I think overall it is way better - it is incredibly efficient and while some flexibility on...

Read more »

renaming data frame columns in lists

March 3, 2013
By
renaming data frame columns in lists

OK, so the scenario is as follows: we have a list of 2 elements which in turn are again lists with 2 elements (each of which is a data frame). None of the elements in question carry names (neither the … Continue reading →

Read more »

RMark: Parallel fast merging

March 3, 2013
By

Last time we looked at a different method of merging multiple files via fast mergin g. I highly recommend checking the fast merging function before we will translate it to a parallel solution. Parallel programming in this case means we are using more t...

Read more »

All That Glitters

March 3, 2013
By
All That Glitters

"The law itself follows Gold" Sextus Propertius.But what about stocks, bonds and real estate? Do they follow Gold too? Using the correlation data from my previous post, The Financial Crisis on Tape Part I, this question is easy to investigate. Indeed, ...

Read more »

Peace through Music. Country clustering using R and the last.fm API

March 3, 2013
By
Peace through Music. Country clustering using R and the last.fm API

last.fm is an internet radio and music suggestion service. Registered users can also use last.fm to 'scrobble' tracks they've been listening to. last.fm then keeps track of a user's statistics in terms of top artists, albums and tracks.Luckily, last.fm...

Read more »

R 2.15.3 .deb packages now available for Ubuntu

March 3, 2013
By

The latest version of R (2.15.3) is now available for Ubuntu. You can find the packages on CRAN or via my Launchpad PPA. Just before the release of 2.15.3, a patch for "r-base" was released dealing with MD5 sums in the package the caused some problem...

Read more »

What can we use the VIX for?

March 3, 2013
By
What can we use the VIX for?

In part 1, we took a look at VIX and the relationship it had between historical volatility and realized volatility.Continuing on, I thought I would take a look at next day returns and the VIX. There is a relationship between SPX and VIX in that when SP...

Read more »

Digging into the VIX

March 3, 2013
By
Digging into the VIX

I wanted to revisit using some sort of volatility filter for systematic trading. In particular, if we are trading SPX, can we somehow use the VIX to produce better risk adjust returns? This is not about trading volatility, but more about using addition...

Read more »

Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)