2151 search results for "MAP"

Fusion Tables by Google

October 18, 2011
By

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...

Read more »

130/30 Porfolio Construction

October 18, 2011
By
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

Read more »

ACM Data Mining Camp 2011: Report

October 18, 2011
By

(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...

Read more »

Colors in R

October 17, 2011
By
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...

Read more »

Backtesting a Simple Stock Trading Strategy: Part 3

October 17, 2011
By
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...

Read more »

Geo-doodlers – Paul Butler and FlowingData

October 16, 2011
By
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...

Read more »

R tells you where weapons go

October 16, 2011
By
R tells you where weapons go

As an ameturer programmer (one without proper trainings in any mainstream programming language — C and Java) , the more I use R the more I understand the saying — “You are only bounded by your imagination”. The other day I … Continue reading →

Read more »

Once you’re comfortable with 2-arrays and 2-matrices, you…

October 15, 2011
By
Once you’re comfortable with 2-arrays and 2-matrices, you…

Once you’re comfortable with 2-arrays and 2-matrices, you can move up a dimension or two, to 4-arrays or 4-tensors. You can move up to a 3-array / 3-tensor just by imagining a matrix which “extends back into the blackboard”. Like a 5 × 5 ma...

Read more »

Once you’re comfortable with 2-arrays and 2-matrices, you…

October 15, 2011
By
Once you’re comfortable with 2-arrays and 2-matrices, you…

Once you’re comfortable with 2-arrays and 2-matrices, you can move up a dimension or two, to 4-arrays or 4-tensors. You can move up to a 3-array / 3-tensor just by imagining a matrix which “extends back into the blackboard”. Like a 5 × 5 ma...

Read more »

Maximum Loss and Mean-Absolute Deviation risk measures

October 14, 2011
By
Maximum Loss and Mean-Absolute Deviation risk measures

During construction of typical efficient frontier, risk is usually measured by the standard deviation of the portfolio’s return. Maximum Loss and Mean-Absolute Deviation are alternative measures of risk that I will use to construct efficient frontier. I will use methods presented in Comparative Analysis of Linear Portfolio Rebalancing Strategies: An Application to Hedge Funds by

Read more »