Algorithmic Trading in R: Available Information

February 12, 2011
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Algorithmic Trading in R: Available Information

After digging through different blogs and info on the web I found an amazingly strong and developping community supporting R for specific applications in algorithmic trading. Thereafter I present some of the major information that I believe are essenti...

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Simulating second difference using Zelig

February 11, 2011
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I am trying to simulate second difference using Zelig, here is my code:--------------------------------------------------------data(turnout)# estimationz.out <- zelig(vote ~ race*age + educate + income,            ...

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Simulating second difference using Zelig

February 11, 2011
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I am trying to simulate second difference using Zelig, here is my code:--------------------------------------------------------data(turnout)# estimationz.out <- zelig(vote ~ race*age + educate + income,            ...

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Where should you publish that next paper?

February 11, 2011
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Where should you publish that next paper?

Like many academics, Arthur Charpentier thinks a lot about publishing papers in journals. Specifically, we wondered if there was a way to figure out which journal was the best place to publish his next paper and have it accepted: I was wondering if there were clusters of journals, i.e. journals that publish almost the same kind of articles (so...

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UseR Meetup at Google San Francisco

February 11, 2011
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UseR Meetup at Google San Francisco

Earlier this week, Google hosted the Bay Area useR Group at our San Francisco office. Over 40 attendees showed up to hear Dylan Beaudette from UC Davis give a presentation about investigating soil genesis and geography with R (PDF). Dylan has been using...

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UseR Meetup at Google San Francisco

February 11, 2011
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UseR Meetup at Google San Francisco

Earlier this week, Google hosted the Bay Area useR Group at our San Francisco office. Over 40 attendees showed up to hear Dylan Beaudette from UC Davis give a presentation about investigating soil genesis and geography with R (PDF). Dylan has been using...

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Rounded Corners in ggplot2 Graphics

February 11, 2011
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Rounded Corners in ggplot2 Graphics

Last night, while working on something else that I want to finish, I ended up indulging in a bit of "yak shaving". I wondered how easy it would be to generate graphics in ggplot2 with rounded corners. I don't think that there is any nativ...

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Rounded Corners in ggplot2 Graphics

February 11, 2011
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Rounded Corners in ggplot2 Graphics

Last night, while working on something else that I want to finish, I ended up indulging in a bit of "yak shaving". I wondered how easy it would be to generate graphics in ggplot2 with rounded corners. I don't think that there is any nativ...

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Le Monde puzzle [#5]

February 10, 2011
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Le Monde puzzle [#5]

Another Sudoku-like puzzle from the weekend edition of Le Monde. The object it starts with is a 9×9 table where each entry is an integer and where neighbours take adjacent values. (Neighbours are defined as north, west, south and east of an entry.) The question is about whether or not it is possible to find

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R overtakes SAS and Matlab in programming language popularity

February 10, 2011
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Tiobe Software ranks the popularity of programming languages based on references in search engines. While the methodology might be debated in terms of the absolute rankings it produces, it is quite interesting to see how the rankings fluctuate over time: Tiobe has produced a monthly report of rankings based on this methodology since 2001. In the Tiobe Programming Community...

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Stata or R

February 10, 2011
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Stata or R

Recently I came across a complex model written in Access with complex SQL queries all over the place. The engineer who was maintaining it and I did some analysis and agreed that the model was using SQL in an unnatural way (things SQL isn't good at) - c...

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Stata or R

February 10, 2011
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Stata or R

Recently I came across a complex model written in Access with complex SQL queries all over the place. The engineer who was maintaining it and I did some analysis and agreed that the model was using SQL in an unnatural way (things SQL isn't good at) - c...

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When will my papers appear as references (if they do…) ?

February 10, 2011
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When will my papers appear as references (if they do…) ?

Following my post on citations in academic journals, I wanted to go one step further in the understanding of the dynamic of citations. So here, the dataset looks like that: for each article, we have the name of the journal, the year of publicatio...

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Model weights for model choice

February 9, 2011
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Model weights for model choice

An ‘Og reader. Emmanuel Charpentier, sent me the following email about model choice: I read with great interest your critique of Peter Congdon’s 2006 paper (CSDA, 50(2):346-357) proposing a method of estimation of posterior model probabilities based on improper distributions for parameters not present in the model inder examination, as well as a more general

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Stationarity

February 9, 2011
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Stationarity

In time series work you often run into difficulties in modeling processes where the overall level of one variable (an input, for example) changes over time but the levels of another variable (an output) do not change. For instance if … Continue reading →

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New R User Groups in Europe

February 9, 2011
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It's great to see the growth in R user groups around the world, and now there are three new ones in western Europe: In Amsterdam, a new R user group has just formed, called amst-R-dam. They are just scheduling their first meeting now (vote here for a date) which will be in the next 3-4 weeks; In Geneva, the...

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Merci taxi!

February 9, 2011
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Merci taxi!

I am in Montpellier today for a general meeting of our EMILE ANR grant bi-yearly meeting, discussing ABC model choice and new applications of simulation methods in population genetics, including an upgrade of DIYABC into the 2.0 version. (The above is a picture comparing “true” Bayes factors with ABC versions, commented in my Zürich talk

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Troubling news for the teaching of evolution

February 9, 2011
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Troubling news for the teaching of evolution

A recent survey reported in Science ("Defeating Creationism in the Courtroom, but not in the Classroom"),  suggests that high school teachers are not teaching evolution to the fullest extent, say, that grammar is being taught in the English c...

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Twos and Tens in Four Lines

February 9, 2011
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Twos and Tens in Four Lines

To chart the spread between 2-Year treasury yields and 10-Year treasury yields,  please type the simple code listed below into your R console. That is all, carry on as you were.require(quantmod)getSymbols(c("DGS10", "DGS2"), src="FRED")Ten_Two <...

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Using R for Introductory Statistics, Chapter 5, Probability Distributions

February 9, 2011
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Using R for Introductory Statistics, Chapter 5, Probability Distributions

In Chapter 5 of Using R for Introductory Statistics we get a brief introduction to probability and, as part of that, a few common probability distributions. Specifically, the normal, binomial, exponential and lognormal distributions make an appearance. For each distribution, R provides four functions whose names start with the letters d, p, q or r followed by...

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Using R for Introductory Statistics, Chapter 5, Probability Distributions

February 9, 2011
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Using R for Introductory Statistics, Chapter 5, Probability Distributions

In Chapter 5 of Using R for Introductory Statistics we get a brief introduction to probability and, as part of that, a few common probability distributions. Specifically, the normal, binomial, exponential and lognormal distributions make an appearance....

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Create a Web Crawler in R

February 8, 2011
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Create a Web Crawler in R

Admittedly I am not the best R coder, and I certainly have a lot to learn, but the code at the link below should provide you with an example of how easy it is to create a very (repeat: very) basic web crawler in R.  If you wanted to do this in SPSS, and I

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Opinions Not Backed by Money Are Not That Believable–Updated and with R

February 8, 2011
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Opinions Not Backed by Money Are Not That Believable–Updated and with R

As an update to http://timelyportfolio.blogspot.com/2010/12/opinions-not-backed-with-money-are-not.html, I have updated the revised data, added the past two months, and translated to R. If the world really is overly bullish on stocks as some suggest, I...

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Ubuntu – Installing R and RGedit Plugin

February 8, 2011
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Ubuntu – Installing R and RGedit Plugin

R is a fantastic bit of software which I have been using on and off for a number of years since I gave up on SAS due to their (free for academics) annoying licenses and limited support for the things I wanted to do – R is infinitely flexible and totally free. Installing R on

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Utilizing multiple cores in R

February 8, 2011
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There are a couple of options in R, if you want to utilize multiple cores on your machine. These days my favorite is doMC package, which depends on foreach and multicore packages.in the section below squareroot for each number is calculated in parallel...

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Utilizing multiple cores in R

February 8, 2011
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There are a couple of options in R, if you want to utilize multiple cores on your machine. These days my favorite is doMC package, which depends on foreach and multicore packages.in the section below squareroot for each number is calculated in parallel...

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command line options in R: "optparse" package

February 8, 2011
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C/python style option parsing now available in R with "optparse" package. Check the documentation here and see below to see how it worksuser@node002 scripts $ Rscript filter.transcripts.by.ncRNA.R -husage:  usage: filter.transcripts.by.ncRNA.R [op...

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command line options in R: "optparse" package

February 8, 2011
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C/python style option parsing now available in R with "optparse" package. Check the documentation here and see below to see how it worksuser@node002 scripts $ Rscript filter.transcripts.by.ncRNA.R -husage:  usage: filter.transcripts.by.ncRNA.R [op...

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sqldf and grouping rows in R

February 8, 2011
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In R, you can treat tables (or data.frames as they are called in R) as SQL tables. That means you can query them as you would query a database with SQL commands. This is particularly useful 1) if you know SQL, hahah:)  2) if you have large tabl...

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