20 years of data is nowhere near enough to satisfy my insatiable appetite for bigger datasets. While I showed Record Long Term Treasury Returns with Vanguard’s US Long Treasury mutual fund, its 20 year life is not sufficient to give me comfort ...

In my previous post I showed how to write a small simple python script to download the pages of R-bloggers.com. If you followed that post and ran the script, you should have a folder on your hard drive with 2409 .html files labeled post1.html , post2....

Farhad Manjoo at Slate has a good article on why you need to learn how to program. Chances are, if you're reading this post here you're already fairly adept at some form of programming. But if you're not, you should give it some serious thought.Gina Trapani, former editor of tech blog Lifehacker, is quoted in the article:“Learning...

Stumbling blocks on the trek from theory to practical optimization in fund management. Problem 1: portfolio optimization is too hard If you are using a spreadsheet, then this is indeed a problem. Spreadsheets are dangerous when given a complex task. Portfolio optimization qualifies as complex in this context (complex in data requirements). If you are … Continue reading...

In this post I promised to show how I use Python with the BeautifulSoup and Mechanize modules to scrape information from different websites. As a fun exercise, and something that should interest the readers of R-bloggers, I thought it would be interest...

Introduction On Tuesday January 3rd 2012 the Iowa Republican party held it’s presidential caucuses, with Mitt Romney beating Rick Santorum by 8 votes as of noon on Jan 4th. This was an exciting race with multiple lead changes and entrance polling showing many late undecideds and large gaps in candidate support by age and income.

I came across a nice problem at project euler that gave me sense of satisfaction that was unusual, I think that because I don't usually get the solutions right the first time as I did in this case. Anyhow, I shall try and decode the R codes that I...

I love board games. Over the holidays, I came across this interesting post over at Arthur Charpentier’s Freakonometrics blog about the classic game of snakes and ladders. The post is a nice little demonstration of how the game can be formulated completely as a Markov chain, and can be analysed simply using the mathematics of