Although I do not personally know Mebane Faber, I know enough that I do not want to short him. However, I thought it would be insightful to see how the short side of his “A Quantitative Approach To Tactical Asset Allocation” might look. Once ...
233 search results for "boxplot"
What is your favorite R feature? (part 2)
This week in our blog we started a list of great R code (www.r-project.org) snippets: http://cloudnumbers.com/what-is-your-favorite-r-feature We are going to extend this list with several more nice R features. Please feel free to add comments with your favorite R code snippets. Descriptive statistics: A huge set of tools to describe and explore data is available
Kenneth French Gift to the Finance World
Kenneth French gives one of the best gifts to the finance world at his website http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html. I am surprised I have waited so long to write a post about this wonderful resource. Aft...
Hard drive occupation prediction with R – part 3 – Predicting future ranges
On the second article, we saw how to use a Monte Carlo simulation generate sample of disk space delta for future dates and calculate the distribution probability of zeroing free space in the future. In this article, we will see how we can plot the e...
Boxplots without boxes
Let’s say you have several categories with multiple data points each that you would like to plot as individual points. Even if you have only a single point, the R graphics package will plot a line (without a box for … Continue reading →
Donor analysis in R – Smith for Congress
In a previous post I introduced the Smith for Congress data set. The data is 49k contributions made by individuals to a congressional campaign for the 2006-2010 electoral cycles. Smith for Congress is not the name of the actual campaign. Individual contributions are not required to be disclosed by a campaign unless the individual donates
Visualizing small-scale paired data – combining boxplots, stripcharts, and confidence-intervals in R
Sometimes when working with small paired data-sets it is nice to see/show all the data in a structured form. For example when looking at pre-post comparisons, connected dots are a natural way to visualize which data-points belong together. In R this can be easily be combined with boxplots expressing the overall distribution of the data. This
Annual Returns by State of the US Economy
Sometimes it is fun to just look at annual returns, especially as the financial world has shifted its focus to microseconds in a world of inconceivable macro imbalances. St. Louis Fed (USREC) offers a binary state of the economy with 1=recession ...
Overoptimizing Chicago Fed
THIS SHOULD BE OBVIOUS THROUGHOUT THE POST BUT THIS IS NOT INVESTMENT ADVICE. PLEASE DO NOT FOLLOW THIS SYSTEM AS IT COULD RESULT IN SERIOUS LOSSES. One of the perils of system-building is the tendency to unintentionally overoptimize by playing/r...
More St. Louis Fred Fun with National Financial Conditions
I owe someone at the Fed a beer for all the recent additions at http://research.stlouisfed.org/fred2/. I have covered some in Spreads and Stress and Gifts from BAC ML and the Federal Reserve. The newest addition 8 Chicago Fed Indexes Added ...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
