3895 search results for "git"

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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2013 World Universities Ranking

March 4, 2013
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2013 World Universities Ranking

The Times Higher Education (http://www.timeshighereducation.co.uk) released its World Reputation Ranking. The ranking employs survey consultation among invited-only academics to measure reputation among several universities. It is assumed to be the world’s largest opinion survey of this sort across the globe. Every year, a list of the top 100 most powerful university brands is released. Despite

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Track the bookies’ favourites for the next Pope

March 4, 2013
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Track the bookies’ favourites for the next Pope

Tired of manually running a python script to scrape the latest bookmaker odds on the next Pope, R user AJ (an analytical research manager at a large healthcare company) instead created an R script to track the odds on the Papal successor, and automated it with the Shiny package for R. The screenshot below shows the odds of each...

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Shiny with PerformanceAnalytics Example

March 4, 2013
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Shiny with PerformanceAnalytics Example

The folks at Rstudio have done some amazing work with the shiny package. From the shiny homepage, “Shiny makes it super simple for R users like you to turn analyses into interactive web applications that anyone can use.” Developing web applications has always appealed to me, but hosting, learning javascript, html, etc. made me put … Continue reading...

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visualising diurnal wind climatologies

March 3, 2013
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visualising diurnal wind climatologies

In this post I want to highlight the second core function of the metvurst repository (https://github.com/tim-salabim/metvurst): The windContours function It is intended to provide a compact overview of the wind field climatology at a location and plots wind direction and … Continue reading →

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