3539 search results for "git"

Simple Moving Average Strategy with a Volatility Filter: Follow-Up Part 3

May 10, 2012
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Simple Moving Average Strategy with a Volatility Filter: Follow-Up Part 3

In part 2, we saw that adding a volatility filter to a single instrument test did little to improve performance or risk adjusted returns. How will the volatility filter impact a multiple instrument portfolio? In part 3 of the follow up, I will evaluate the impact of the volatility filter on a multiple instrument test. … Continue reading...

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Simple Spatial Correlograms for Cross-Country Analysis in R

May 9, 2012
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Simple Spatial Correlograms for Cross-Country Analysis in R

Accounting for temporal dependence in econometric analysis is important, as the presence of temporal dependence violates the assumption that observations are independent units. Historically, much less attention has been paid to correcting for spatial dependence, which, if present, also violates this independence assumption. The comparability of temporal and spatial dependence is useful for illustrating why

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Mapping US Radiation Levels in R

May 8, 2012
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Mapping US Radiation Levels in R

I have posted previously about the open data available on Socrata (https://opendata.socrata.com/), and I was looking at the site again today when I stumbled upon a listing of levels of various radioactive isotopes by US city and state. The data is available at https://opendata.socrata.com/Government/Sorted-RadNet-Laboratory-Analysis/w9fb-tgv6 . You will need to click export, and then download it as a...

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Mapping US Radiation Levels in R

May 8, 2012
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Mapping US Radiation Levels in R

I have posted previously about the open data available on Socrata (https://opendata.socrata.com/), and I was looking at the site again today when I stumbled upon a listing of levels of various radioactive isotopes by US city and state. The data is available at https://opendata.socrata.com/Government/Sorted-RadNet-Laboratory-Analysis/w9fb-tgv6 . You will need to click export, and then download it as a csv. ...

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Learn formatR in Two Minutes

May 8, 2012
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Anthony made a video tutorial on how to use the formatR package, which I think is pretty cool:I wish I could speak English as fast as him...

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Cross Sectional Correlation

May 7, 2012
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Cross Sectional Correlation

Diversification is hard to find nowadays because financial markets are becoming increasingly correlated. I found a good visually presentation of Cross Sectional Correlation of stocks in the S&P 500 index in the Trading correlation by D. Varadi and C. Rittenhouse article. Let’s compute and plot the average correlation among stocks in the S&P 500 index

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playitbyr 0.2-1: data through sound, now with layers, facets, and more pleasure

May 6, 2012
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The recent Sonification Handbook has a chapter devoted to exploratory data analysis using sound. With some help from Sam Ferguson, one of the chapter's authors, I've made it easy to implement those techniques using R with playitbyr.

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Online resources for handling big data and parallel computing in R

May 6, 2012
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Online resources for handling big data and parallel computing in R

by Yanchang Zhao, RDataMining.com Compared with many other programming languages, such as C/C++ and Java, R is less efficient and consumes much more memory. Fortunately, there are some packages that enables parallel computing in R and also packages for processing … Continue reading →

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Making an Animated Heart GIF in R

May 5, 2012
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Messing around with animations, I created this toy example to make a growing outline of a heart in R. I have put it up as a gist on GitHub and embedded it below. It uses the animation and the ggplot2 packages--both of which make it incredibly simple to...

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Ack! Duplicates in the Data!

May 3, 2012
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Ack!  Duplicates in the Data!

As I mentioned in a previous post, I compiled the data set that I’m currently working on in PostgreSQL.  To get this massive data set, I had to write a query that was massive by dint of the number of … Continue reading →

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