Blog Archives

EXIF with R | rCharts + catcorrjs + exiftool

November 6, 2013
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EXIF with R | rCharts + catcorrjs + exiftool

I wanted to analyze the EXIF information in a whole group of photos from a recent trip to Disney World.  Of course I decided to use R and throw in some interactive charting with d3.js, rCharts, and and the new catcorrjs.  Integrating the amaz...

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Combining Eugene Fama, rCharts, dygraphs, and scholar

October 25, 2013
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Combining Eugene Fama, rCharts, dygraphs, and scholar

What better way to end the week than to dump a lot of random topics into some experiments.  Here is what happened.

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Equity Market Risk Premium Around the World

October 25, 2013
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Equity Market Risk Premium Around the World

Over the years I have really enjoyed this very thorough IESE Business School survey of market risk premium around the world. Market Risk Premium and Risk Free Rate Used for 51 Countries in 2013A Survey with 6,237 Answers Fernandez, Pablo and Aguirream...

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ISO Popularity on Flickr Explore

October 24, 2013
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ISO Popularity on Flickr Explore

Not finance, but I figured there might be some out there interested in the pictures from Flickr’s Explore.  In addition to amazing photography, there is an abundance of information.  In the short post below, I use R with rCharts, slidify, and Rflickr to take a look at the distribution of ISO speeds over the last 3 days'...

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Overfitted Backtests

October 23, 2013
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Overfitted Backtests

It has been a while since I discussed testing for overfitting in backtests.  Since then, Marcos López de Prado and coauthors have done some very thoughtful work (see the bottom), and they even started a blog.  Their newest paper builds on discoveries they made in their earlier work, and...

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More Polarized

October 9, 2013
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More Polarized

I have immersed myself in polar coordinates.  Here is another little reconstruction that I did.

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R in Raw

October 8, 2013
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This nice little tool Raw from DensityDesign transforms text from your clipboard to d3.  For those yearning to access Raw from R, here is an easy way to do it. Use this function read.excel from StatisticallySignificant’s post Copying Data from Excel to R and Back.  Once you run the function, your data will be copied...

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rCharts goes Polar

October 8, 2013
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rCharts goes Polar

The new micropolar library from Chris Viau, author of   gives us reusable charts with polar coordinates for d3.js.  In testament to rCharts design, Ramnath Vaidyanathan integrated micropolar with rCharts in less than 30 minutes.  I don’t use polar coordinates much, so I wrote this quick little comparison of Cartesian and...

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Simplicity Explained by The Author

October 4, 2013
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Simplicity Explained by The Author

Source is usually best explained by the source.  Ramnath Vaidyanathan provides an excellent look under the hood in his tutorial on rCharts explaining how he integrates the new d3 library uvCharts. If you want to explore further, here is a list of...

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Long Winding Road Marked with Error Bars and Tweets

September 27, 2013
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Long Winding Road Marked with Error Bars and Tweets

Not much finance here, but a lot of d3 and R.

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