751 search results for "finance"

Life Is Short, Use Python

November 24, 2010
By
Life Is Short, Use Python

Life is short, use PythonI started to play with Python two weeks ago due to the limitation of R in terms of handling large data, then a friend of mine suggested me to try Python since I had to do data massage frequently, "Python is the best choice, trust me", he...

Read more »

Finally! A practical R book on Data Mining: "Data Mining With R, Learning with Case Studies," by Luis Torgo

November 19, 2010
By
Finally! A practical R book on Data Mining:  "Data Mining With R, Learning with Case Studies," by Luis Torgo

I've been a bit busy lately with a few big things, however, I wanted to stop by and mention a fantastic book for those who have been following along the R examples.  Anyone who's followed my blog knows that I'm big on practical books with examples...

Read more »

Rapidminer + R Example for Trading

November 18, 2010
By
Rapidminer + R Example for Trading

RapidMiner + R is an advanced tool that can be used to analyze trading strategies, In order to check its power I made a simple example using an algorithm based on a support vector machine for predicting the next day's price and based on it I generated ...

Read more »

Rapidminer + R Example for Trading

November 18, 2010
By
Rapidminer + R Example for Trading

RapidMiner + R is an advanced tool that can be used to analyze trading strategies, In order to check its power I made a simple example using an algorithm based on a support vector machine for predicting the next day's price and based on it I generated ...

Read more »

Wanted: R hackers for Revolution

November 17, 2010
By

Revolution Analytics is growing, and we're looking for some skilled R Hackers to work in our pre-Sales team. A big part of our task is showing companies how R is such a great tool for modern data analysis (especially compared to those older tools with 3- or 4-letter acronyms). So if you have a knack for applying R to...

Read more »

Its 9am, do you know what the traders are thinking?

November 17, 2010
By
Its 9am, do you know what the traders are thinking?

Roll proposed a model for the bid-ask spread that was based on first-order serial correlation.  His empirical tests were based on daily and weekly frequency equity data, and based on the results he concluded there were informational inefficiencies (or that there was very short term non-stationarity in expected returns).More recently this model has been applied to high...

Read more »

Postdoc in Wharton

November 16, 2010
By
Postdoc in Wharton

Just received this email from José Bernardo about an exciting postdoc position in Wharton: POST-DOCTORAL FELLOW – DEPARTMENT OF STATISTICS, THE WHARTON SCHOOL The Department of Statistics at The Wharton School of the University of Pennsylvania is seeking candidates for a Post-Doctoral Fellowship. This research fellowship provides full funding without any teaching requirements at a

Read more »

New England R Users Group Meeting

November 5, 2010
By
New England R Users Group Meeting

Attended and thoroughly enjoyed Tuesday night’s New England R Users Group. We meet monthly in the Boston area to discuss the various ways in which people use and interact with the R programming language. Not surprisingly, we have a variety of industries represented. One of us is using R to recognize patterns in tissue samples

Read more »

R is Hot: Part 5

November 4, 2010
By

This the final installment of a five-part article series. You can download the complete article from the Revolution Analytics website. Building a Business The value of R to business is borne out by the experiences of John Lucker and his team of advanced analytics professionals at Deloitte Consulting LLP. John is a Deloitte Consulting Principal and leads the firm’s...

Read more »

Handling Large Datasets in R

Handling large dataset in R, especially CSV data, was briefly discussed before at Excellent free CSV splitter and Handling Large CSV Files in R. My file at that time was around 2GB with 30 million number of rows and 8 columns. Recently I started to collect and analyze US corporate bonds tick data from year...

Read more »