Blog Archives

a public list of R freelancers

December 4, 2013
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tl,dr: If you want to be contacted for freelance R work, edit this list https://github.com/isomorphisms/hire-an-r-programmer/blob/master/README.md.   Background/Problem: I was looking for a list of R-programming freelancers and realised there is no such list. Other than famous people and people I already talk to, I don’t know even a small fraction of the R community—let alone people who do R...

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Two interesting ideas here: “trading time” price impact of a…

October 29, 2013
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Two interesting ideas here:
“trading time”
price impact of a…

Two interesting ideas here:"trading time" price impact of a trade proportional to exp( √size )Code follows:require(quantmod) getSymbols("MER") #Merrill Lynch#Gatheral's model HiLo Op(symbol)#munging mer names(mer) = "UpDay"names(mer) = "HiLo" mer ...

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playing along with Elias Wegert in R: X <-…

October 15, 2013
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playing along with Elias Wegert in R:
X <-…

sine mis-calculated the angles on sine mid-res, small cex, pch=46, sine low-res, small cex, pch=46 z^17th power sine in HCL rather than HSV cosh z+zz+zzz+zzzz+zzzzz+zzzzzz+zzzzzzz+zzzzzzzz+zzzzzzzzz+zzzzzzzzzzplaying along with Elias Wegert in R: X * complex(imaginary=.05) + t(X)/20 #twist & shout X hcl(h=55*Arg(sin(X)), c=Mod(sin(X))*40 ) , ...

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“I like this concept of “low volatility, interrupted by occasional periods of high volatility”. I…”

July 29, 2013
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“I like this concept of “low volatility, interrupted by occasional periods of high volatility”. I…”

“I like this concept of “low volatility, interrupted by occasional periods of high volatility”. I think I will call it “volatility”.” - Daniel Davies via nonergodic   (PS: If you didn’t see Read more »

Whilst reading John Hempton’s post on shorting $HLF I…

July 27, 2013
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Whilst reading John Hempton’s post on shorting $HLF I…

only the most active trading days $HLF (HerbaLife weight-loss supplements / MLM) $HLF regular history big loss days and big volume days for $HLF. "Ackman" should instead read "Einhorn".Whilst reading John Hempton’s post on shorting $HLF I decided to follow along in quantmod.Bronte Capital: It was the night before Christmas… falsifying Bill Ackman’s...

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Subtraction Is Crazy

April 4, 2013
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Subtraction Is Crazy

I was re-reading Michael Murray’s explanation of cointegration:and marvelling at the calculus.Calculus blows my mind sometimes. Like, hey guess how much we can do with subtraction. — protëa(@isomorphisms) March 28, 2013Of course it’s not any subtraction. It’s subtracting a function from a shifted version of itself. Still doesn’t sound like a universal revolution.(But of course the...

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±∞

February 21, 2013
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±∞

The Cauchy distribution (?dcauchy in R) nails a flashlight over the number lineand swings it at a constant speed from 9 o’clock down to 6 o’clock over to 3 o’clock. (Or the other direction, from 3→6→9.) Then counts Read more »

Regressions 101: “Significance”

January 25, 2013
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Regressions 101: “Significance”

SETUP (CAN BE SKIPPED) We start with data (how was it collected?) and the hope that Read more »

Tibshirani’s original paper on the lasso. Breiman’s…

December 6, 2012
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Tibshirani’s original paper on the lasso.
Breiman’s…

Tibshirani’s original paper on the lasso.Breiman’s Garotte — 1993 Tibshirani lasso paper submitted — 1994 Tibshirani lasso paper revised — 1995 Tibshirani lasso paper accepted — 1996This is one of those papers that I’m so excited about, I feel like “You should just read the whole thing! It’s all good!” But I realise that’s less than reasonable. Here is a bit of summary,...

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nice ggplot intro tutorial. Just run the commands, about 6 pages…

November 22, 2012
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nice ggplot intro tutorial. Just run the commands, about 6 pages = flexible 1-3 hours of learning, depending how much reading you want to pair it with by Ramon Saccilotto

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