Blog Archives

UK House Prices vs. Household Incomes

October 13, 2013
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UK House Prices vs. Household Incomes

There seems nothing the British press likes more than a good house price story. Both the OECD and 'The Economist' studies quoted in The Telegraph recently use the house price to household income ratio as a consideration of affordability and sustainabil...

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Microsoft Office Metadata with R

June 10, 2013
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Sometimes I need to retrieve various items of metadata from Microsoft Office files. For the 'old-style' (i.e. '.doc' and '.xls') files perhaps a solution in python, such as hachoir, was the best way to extract this data from the ole2 file format -...

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The Financial Crisis on Tape Part II

April 26, 2013
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The Financial Crisis on Tape Part II

EDIT: I am aware of some browsers failing to load the github code below. I will try to improve this as soon as possible. Until then it may work better on www.joesdatadiner.com than at http://www.r-bloggers.com/. Finally all the code is availa...

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All That Glitters

March 3, 2013
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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, ...

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The Financial Crisis on Tape Part I

February 23, 2013
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The Financial Crisis on Tape Part I

Hello and welcome to Joe's Data Diner's first ever post!Today, I will touch on both R and Finance, but I'll try and make it accesible for those with an interest in either and not just Quants like myself!Almost everyone is now aware that asset correlati...

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Hello World!

November 4, 2012
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Eventually this will be a blog about a reformed physicist's forays into data analysis in the world of finance. I'll be using R, Python, d3 and anything else I can get my hands on to serve up some tasty nuggets of data!

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