Blog Archives

R Interface to Myfxbook

April 17, 2014
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R Interface to Myfxbook

Myfxbook provides an interface to your FOREX trading accounts as well as an active trading community. It has a broad range of functionality including a responsive interface to the FOREX market; tools for performing statistical analyses on your trades; the facility to mirror trades from other traders or systems; and provides a platform for publicising

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Transitioning to Stan

April 14, 2014
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Kevin Cartier writes: I’ve been happily using R for a number of years now and recently came across Stan. Looks big and powerful, so I’d like to pick an appropriate project and try it out. I wondered if you could point me to a link or document that goes into the motivation for this tool The post

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Earthquakes: Land / Ocean Distribution

April 13, 2014
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Earthquakes: Land / Ocean Distribution

The next stage in my earthquake analysis project is to partition the events into groups with epicentre over land or water. Since our existing catalog contains the latitude and longitude for the epicentres, it was a relatively simple matter to pipe these into gmtselect and label the events accordingly. The resulting data when sucked into

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Largest Volcanoes in Recorded History (and other statistics)

April 11, 2014
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Largest Volcanoes in Recorded History (and other statistics)

Around 199 years ago the largest volcano in recorded history, Mount Tambora, erupted, spewing an enormous volume of molten rock and ash into the atmosphere and onto the surrounding land. How is the intensity of a volcanic eruption quantified? Most people know about the Richter Scale which quantifies the energy released in an earthquake. The

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Earthquake Magnitude / Depth Chart

April 7, 2014
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Earthquake Magnitude / Depth Chart

I am working on a project related to secondary effects of earthquakes. To guide me in the analysis I need a chart showing the location, magnitude and depth of recent earthquakes. There are a host of such charts available already, but since I had the required data on hand, it seemed like a good idea

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Daylight Saving Effect on S&P500 and FTSE100

April 1, 2014
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Daylight Saving Effect on S&P500 and FTSE100

Does the transition to and from Daylight Saving Time (DST) have a (significant) effect on the stock market? In a recent blog post on The UK Stock Market Almanac, the author found that the average return of the FTSE100 index for the days following the start of British Summer Time (BST) was -0.07% during the

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Filtering Data with L1 Regularisation

March 27, 2014
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Filtering Data with L1 Regularisation

A few days ago I posted about Filtering Data with L2 Regularisation. Today I am going to explore the other filtering technique described in the paper by Tung-Lam Dao. This is similar to the filter discussed in my previous post, but uses a slightly different objective function: where the regularisation term now employs the L1

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Filtering Data with L2 Regularisation

March 25, 2014
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Filtering Data with L2 Regularisation

I have just finished reading Momentum Strategies with L1 Filter by Tung-Lam Dao. The smoothing results presented in this paper are interesting and I thought it would be cool to implement the L1 and L2 filtering schemes in R. We’ll start with the L2 scheme here because it has an exact solution and I will

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How Much Time to Conceive?

January 12, 2014
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How Much Time to Conceive?

This morning my wife presented me with a rather interesting statistic: a healthy couple has a 25% chance of conception every month , and that this should result in a 75% to 85% chance of conception after a year. This sounded rather interesting and it occurred to me that it really can’t be that simple.

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Processing EXIF Data

December 15, 2013
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Processing EXIF Data

I got quite inspired by the EXIF with R post on the Timely Portfolio blog and decided to do a similar analysis with my photographic database. The Data The EXIF data were dumped using exiftool. This command uses some of the powerful features of the bash shell. If you are interested in seeing more about

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