Monthly Archives: May 2013

”How to draw the line” with ggplot2

May 30, 2013
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”How to draw the line” with ggplot2

In a recent tutorial in the eLife journal, Huang, Rattner, Liu & Nathans suggested that researchers who draw scatterplots should start providing not one but three regression lines. I quote, Plotting both regression lines gives a fuller picture of the data, and comparing their slopes provides a simple graphical assessment of the correlation coefficient. Plotting

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my 1st post for the Guardian Australia

May 30, 2013
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my 1st post for the Guardian Australia

I’ll be contributing a piece about once a week for the Guardian Australia, under a part of the web site we’re calling The Swing. The set of graphs from my 1st effort were rendered in-line and rather low-res. Bigger, full res versions appear below; click on the in-line versions. It would be great to find

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Uncovering the Unreliable Friend Distribution

May 30, 2013
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Uncovering the Unreliable Friend Distribution

Head down to your local hardware store and pick up a smoke detector. Pop off the cover and look inside. You’ll see a label that mentions Americium 241, a radioactive isotope. Put on your HEV suit, grab a pair of tweezers and a fine-tipped pen, and remove the 0.3 millionths of a gram of Americium.

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Scenario analysis for option strategies.

May 30, 2013
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Scenario analysis for option strategies.

Introduction to the project I am working on at the moment. It is more a playground for option strategies than "project" at this stage. The idea is to develop accurate scenario analysis on portfolio, which is based on a single underlying. In the past I ...

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If…then in Japan

May 30, 2013
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If…then in Japan

If Japan starts to spiral out of control, then what do they do? A spiral would be a sudden move higher in JGB rates with a simultaneous crash in the Japanese Yen. Their response would be to try to slow the positive feedback loop through external interv...

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Ryan Sheftel: "R on the Trading Desk"

May 30, 2013
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by Joseph Rickert In a post last week, I offered some first impressions about R/Finance 2013. Apparently, I was way off in estimating that 30% of the attendees were academics. The R/Finance organizers were quick to point out that percentage of academics attending the conference has been a constant 10% over the years; and this year was no different....

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Couch, apis and all that

May 30, 2013
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It is getting easier to get data directly into R from the web. Often R packages that retrieve data from the web return useful R data structures like a data.frame or plot. This is a good thing of course to make things user friendly. However, what if you want to drill down into the data that's returned from a query...

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Are Fox News Polls Biased?

May 29, 2013
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Are Fox News Polls Biased?

Especially after the outcome of the mid-term election, I think there is a common contention among some groups that there is something wonky about Fox News when it comes to reporting polls relative to President Obama and the Democratic Party in general....

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Parallel Processing: When does it worth?

May 29, 2013
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Parallel Processing: When does it worth?

Most computers nowadays have few cores that incredibly help us with our daily computing duties. However, when statistical softwares do use parallelization for analyzing data faster? R, my preferred analytical package, does not take too much advantage of multicore processing by default. In fact, R has been inherently a “single-processor” package until nowadays. Stata, another

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Two forthcoming R books

May 29, 2013
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Two forthcoming R books

Today I learned about two forthcoming R books that I'm now looking forward to. The first is Applied Predictive Modeling by Max Kuhn and Kjell Johnson. Max Kuhn is the author of the caret package, an extremely useful and powerful R package for fitting and optimizing all kinds of predictive models in R. It's available now on Amazon Kindle...

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