2738 search results for "GIS"

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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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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R script to manipulate health data

June 3, 2012
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Here is the code that fixed up the World Bank data export for use in Tableau. The databank spits out everything in an untidy format for grouping and aggregating. The reshape2 and plyr packages  make it easy to manipulate the whole set … Continue reading →

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System from Trend Following Factors

June 1, 2012
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System from Trend Following Factors

As I thought more about Trend Following Factors from Hsieh and Fung, I thought that the trend following factors might indicate a state/regime for the equity markets that could potentially offer momentum-style timing signals for a system on the S&P ...

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Distribution of Oft-Used Bash Commands

June 1, 2012
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Distribution of Oft-Used Bash Commands

Browsing commandlinefu.com today, I came across this little one-liner to display which commands I use most often. Here’s what I got: Yep, seems legit. I navigate and look at files a whole bunch (ls, cd, cat), and I do a butt tonne of editing (vim). I sudo like a boss, hop onto various servers (ssh),

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Term structure of interest rate spread volatility : Unit root test

Term structure of interest rate spread volatility : Unit root test

Recently, I was working on my master's thesis and came across an interesting observation regarding the term structure of interest rate spread volatility that I wish to share. Let me first try and throw some light on the jargon that I have used. To begi...

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Conditional Drawdown Exploration

May 31, 2012
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Conditional Drawdown Exploration

After reading Strub, Issam S., Trade Sizing Techniques for Drawdown and Tail Risk Control (May 21, 2012), I thought I should try to tie this with 2 other good R pieces on Conditional Drawdown: http://systematicinvestor.wordpress.com/2011/11/01/minimiz...

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Online Course from Statistics.com: Advanced Programming in R

May 30, 2012
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  Hadley Wickham teaches “Programming in R – Advanced,” June 15 – July 13 online at Statistics.com. This is the third in a series of courses that cover programming in R, so if you are new to the subject you should start with our Jul 27 course “Introduction to R: Data Handling.” Upcoming Courses: Jun 15:  Advanced Programming in R...

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knitcitations

May 30, 2012
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Included file 'themes/noamblog/rsscss.html' not found in _includes directory Markdown is becoming an increasingly popular platform for lightweight and online publishing. While traditional publishing tools like LaTeX and word processors have long had i...

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