3553 search results for "git"

Volatility Quantiles

June 4, 2012
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Volatility Quantiles

Today I want to examine the performance of stocks in the S&P 500 grouped into Quantiles based on one year historical Volatility. The idea is very simple: each week we will form Volatility Quantiles portfolios by grouping stocks in the S&P 500 into Quantiles using one year historical Volatility. Next we will backtest each portfolio

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Announcing The R markdown Package

June 4, 2012
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Many of you have heard about RStudio’s latest release and it’s new R Markdown feature. Today, I’d like to announce the markdown package for R, a tool for converting Markdown documents to HTML, created in collaboration with RStudio. It...

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How to Convert Sweave LaTeX to knitr R Markdown: Winter Olympic Medals Example

June 4, 2012
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How to Convert Sweave LaTeX to knitr R Markdown: Winter Olympic Medals Example

The following post shows how to manually convert a Sweave LaTeX document into a knitr R Markdown document. The post (1) reviews many of the required changes; (2) provides an example of a document converted to R Markdown format based on an analysis of Winter Olympic Medal data up to and including 2006; and (3) discusses the pros...

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Slidify: Things are coming together fast

June 4, 2012
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Slidify: Things are coming together fast

Tools for using R/RStudio as a one-stop shop for research and presentation have been coming out quickly. I think this one has a good shot of being included in future releases of RStudio: The other day I ran across a new R package called slidify by Ramn...

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Grid2Polygons

June 4, 2012
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Grid2Polygons

I’d like to introduce you to the Grid2Polygons function; an R function for converting sp spatial objects from class SpatialGridDataFrame to SpatialPolygonsDataFrame. The significance of this conversion is that spatial polygons can be transformed ...

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Obtaining a protein-protein interaction network for a gene list in R

June 3, 2012
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Obtaining a protein-protein interaction network for a gene list in R

Building a network of interaction between a bunch of genes can help a great deal in understanding the relationships between the seemingly disparate elements from your list. It can seems challenging at first to build such network but it's less complicat...

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Universal portfolio, part 3

June 3, 2012
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Universal portfolio, part 3

After the theoretical analysis, section 8 of Universal Portfolios provides examples.  We now use logopt and R to reproduce them, the first three in this post.The examples of Universal Portfolios use a long time series...

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Screencast: The Making of 3dfcc505dc

June 3, 2012
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Screencast: The Making of 3dfcc505dc

It was all going so well. Until my MacBook began experiencing memory issues. At around the 20 minute mark (which is close to the end), I lost some video explaining the use of the density plot auto-creation super-wizard function. The good news is that i...

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Making interactive slides with Org mode and googleVis in R

June 3, 2012
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Making interactive slides with Org mode and googleVis in R

There’s been a lot of justifiable excitement in the R community about Yihui Xie’s great work, and most recently the incorporation of his knitr package into the RStudio software. Knitr is seen, justifiably, as a worthy successor to SWeave for … Continue reading →

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Coding a dynamic systems and controlling it via a graphical user interface

June 3, 2012
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Coding a dynamic systems and controlling it via a graphical user interface

My work, in the past year, has consisted mostly of coding dynamic models in R, models which I will soon be exporting to a server-based R implementation, possibly thanks to rApache.I ususally run my models through an input file where I specify all param...

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