3889 search results for "git"

From OpenOffice noob to control freak: A love story with R, LaTeX and knitr

March 8, 2013
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From OpenOffice noob to control freak: A love story with R, LaTeX and knitr

Lately I had to write a seminar paper for a class and I decided to overdo it.But let's start at the very beginning. Here is my evolution of how I used to write stuff and how I got from this:to that:School: OpenOffice - I guess everyone has some&nb...

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geom_point Legend with Custom Colors in ggplot

March 7, 2013
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geom_point Legend with Custom Colors in ggplot

Formerly, I showed how to make line segments using ggplot.Working from that previous example, there are only a few things we need to change to add custom colors to our plot and legend in ggplot.First, we'll add the colors of our choice. I'll do th...

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Downloading CBS Fantasy Football Projections in R

March 7, 2013
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Downloading CBS Fantasy Football Projections in R

In this post, I will show how to download CBS fantasy football projections using R. The R Script The R Script for downloading fantasy football projections from CBS is located The post Downloading CBS Fantasy Football Projections in R appeared first on Fantasy Football Analytics.

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Let’s Do Some Hierarchical Bayes Choice Modeling in R!

March 6, 2013
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Let’s Do Some Hierarchical Bayes Choice Modeling in R!

It can be difficult to work your way through hierarchical Bayes choice modeling.  There is just too much new to learn.  If nothing else, one gets lost in all ways that choice data can be collected and analyzed.  Then there is all this ou...

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Downloading CBS Fantasy Football Projections in R

March 6, 2013
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Downloading CBS Fantasy Football Projections in R

In this post, I will show how to download CBS fantasy football projections using R.The R ScriptThe R Script for downloading fantasy football projections from CBS is located at: https://github.com/dadrivr/FantasyFootballAnalyticsR/blob/master/R%20S...

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Lambda.r 1.1.1 released (and introducing the EMPTY keyword)

March 6, 2013
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Lambda.r 1.1.1 released (and introducing the EMPTY keyword)

I’m pleased to announce that lambda.r 1.1.1 is now available on CRAN. This release is mostly a bug fix release, …Continue reading »

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A volatility filter using historical vol

March 6, 2013
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A volatility filter using historical vol

We have been looking at a way to improve risk adjusted returns by using a volatility filter. Although we could use VIX or equivalent, it turns out that historical volatility will work just as well, if not a little better.You can see part 1 here Digging into the VIX, and part 2 here What can we use...

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Updating R from R (on Windows) – using the {installr} package

March 5, 2013
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Upgrading R on Windows is not easy. While the R FAQ offer guidelines, some users may prefer to simply run a command in order to upgrade their R to the latest version. That is what the new {installr} package is …Read more »

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Visualizing neural networks from the nnet package

March 4, 2013
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Visualizing neural networks from the nnet package

Neural networks have received a lot of attention for their abilities to ‘learn’ relationships among variables. They represent an innovative technique for model fitting that doesn’t rely on conventional assumptions necessary for standard models and they can also quite effectively handle multivariate response data. A neural network model is very similar to a non-linear regression

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Cluster Risk Parity back-test

March 4, 2013
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Cluster Risk Parity back-test

In the Cluster Portfolio Allocation post, I have outlined the 3 steps to construct Cluster Risk Parity portfolio. At each rebalancing period: Create Clusters Allocate funds within each Cluster using Risk Parity Allocate funds across all Clusters using Risk Parity I created a helper function distribute.weights() function in strategy.r at github to automate these steps.

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