2005 search results for "MAP"

Shipping Mix

October 20, 2011
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Shipping Mix

With a fresh pile of historical global shipping data, we came back to the flow visualizations that illustrated tangible supply lines that facilitate global trade.  This time we've isolated two types of shipping vessels, cargo and tanker, in order ...

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Does the S&P 500 exhibit seasonality through the year?

October 20, 2011
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Does the S&P 500 exhibit seasonality through the year?

Are there times of the year when returns are better or worse? Abnormal Returns prompted this question with “SAD and the Halloween indicator” in which it is claimed that the US market tends to outperform from about Halloween until April. Data The data consisted of 15,548 daily returns of the S&P 500 starting in 1950.  … Continue reading...

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Minimum Investment and Number of Assets Portfolio Cardinality Constraints

October 19, 2011
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Minimum Investment and Number of Assets Portfolio Cardinality Constraints

The Minimum Investment and Number of Assets Portfolio Cardinality Constraints are practical constraints that are not easily incorporated in the standard mean-variance optimization framework. To help us impose these real life constraints, I will introduce extra binary variables and will use mixed binary linear and quadratic programming solvers. Let’s continue with our discussion from Introduction

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On R, bloggers, politics, sex, alcohol and rock & roll

October 19, 2011
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On R, bloggers, politics, sex, alcohol and rock & roll

Yesterday morning at 7 am I was outside walking the dog before getting a taxi to go to the airport to catch a plane to travel from Christchurch to Blenheim (now I can breath after reading without a pause). It … Continue reading →

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Fusion Tables by Google

October 18, 2011
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Google's Fusion Tables look impressive, for those who want to try geo-visualizations of their data. You don't need much programming experience to be able to use it.For those who want to try it out, here's a nice intro that Kathyrn Hurley presented at the recent SVCC (Silicon Valley Code Camp). When combined with ShpEscape (note spelling) it becomes...

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130/30 Porfolio Construction

October 18, 2011
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130/30 Porfolio Construction

The 130/30 funds were getting lots of attention a few years ago. The 130/30 fund is a long/short portfolio that for each $100 dollars invested allocates $130 dollars to longs and $30 dollars to shorts. From portfolio construction perspective this simple idea is no so simple to implement. Let’s continue with our discussion from Introduction

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ACM Data Mining Camp 2011: Report

October 18, 2011
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(By Joseph Rickert.) In San Jose topics like big data, map reduce, predictive models, mobile analytics and crowdsourcing draw a crowd even on a Saturday. So it turned out that the ACM data Mining Camp and "un-conference" was a very "happening" way to spend a Saturday. Over 500 people attended the event at the Ebay "Town Hall" on North...

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Colors in R

October 17, 2011
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Colors in R

One of my favorite R packages that I use all the time is the RColorBrewer package. The package has been around for a while now and is written/maintained by Erich Neuwirth. The guts of the package are based on Cynthia Brewer’s very cool work on the us...

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Backtesting a Simple Stock Trading Strategy: Part 3

October 17, 2011
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Backtesting a Simple Stock Trading Strategy: Part 3

Note: This post is NOT financial advice!  This is just a fun way to explore some of the capabilities R has for importing and manipulating data.  In a previous post, I examined a simple stock trading strategy: Find the high point over the la...

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Geo-doodlers – Paul Butler and FlowingData

October 16, 2011
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Geo-doodlers – Paul Butler and FlowingData

I found this great R-Visualization example via an R-Blogger post that xingmowang made. (One more good reason for why it is important to read lots of field-related blogs!)Here's the image:If this was merely eye-candy, I would have enjoyed it, but not in...

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