1540 search results for "Time series"

tracking Australian election betting markets again (now with sparklines)

July 13, 2011
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The header of my blog (above) shows the latest prices on offer in some of Australia’s election betting markets.  I convert the prices to an implied probability of ALP win (factoring out the bookie’s profit margin, the so-called “overround”). I’m using some Javascript by John Resig to make Tufte-ish sparklines, although the Google version of sparklines

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The foundations of Statistics: a simulation-based approach

July 11, 2011
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The foundations of Statistics: a simulation-based approach

“We have seen that a perfect correlation is perfectly linear, so an imperfect correlation will be `imperfectly linear’.” page 128 This book has been written by two linguists, Shravan Vasishth and Michael Broe, in order to teach statistics “in  areas that are traditionally not mathematically demanding” at a deeper level than traditional textbooks “without using

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Migrating from SPSS/Excel to R

July 10, 2011
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Migrating from SPSS/Excel to R

In this post, I give an outline for those interested in migrating from using SPSS and Excel for data processing/analysis …Continue reading »

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The Rebirth

July 8, 2011
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The Rebirth

Hey guys, I know that I have been gone for awhile now.  I just came back from a month long euro adventure so have no fear, I have plenty of time to devote to blogging now.  From this day forward, X.U. Economics will be known as The Dancing Ec...

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High-quality R graphics on the Web with SVG

July 7, 2011
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High-quality R graphics on the Web with SVG

If you want the graphics you create with R to look their best, in general it's best to go for a vector-based graphics format instead of a raster-based format. Common formats like GIF and JPG are raster-based: the image is composed of pixels, and if you don't choose a high enough resolution, you're likely to lose fine details and/or...

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ARMA Models for Trading, Part VI

July 5, 2011
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ARMA Models for Trading, Part VI

All posts in this series were combined into a single, extended tutorial and posted on my new blog. In the fourth posting in this series, we saw the performance comparison between the ARMA strategy and buy-and-hold over the last approximately 10 years. Over the last few weeks (it does take time, believe me) I back-tested

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A Quantstrat to Build On Part 6

July 5, 2011
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A Quantstrat to Build On Part 6

THIS IS NOT INVESTMENT ADVICE.  ACTING ON THIS MAY LOSE LOTS OF MONEY. In A Quantstrat to Build on Part 5, I promised some performance reporting on quantstrat portfolios, but then in REIT Momentum in Quantstrat, I discovered it is not nearly as ea...

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RcppArmadillo 0.2.25

Following a series of pre-releases, Armadillo version 2.0.0 was announced by Conrad Sanderson earlier in the week. As it happens, it contained another minor build regression so version 2.0.1 followed the next day. We created versions 0.2.24 and 0.2...

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Beating Kenneth French Small – High

June 30, 2011
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Beating Kenneth French Small – High

With 148 pageviews over the last 24 hours, my post Kenneth French Gift to the Finance World has been popular relative to most of my other posts.  I think the popularity is due to Kenneth French’s notoriety and the amazing outperformance of Small...

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Cash Might be Your Tail Risk

June 30, 2011
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Cash Might be Your Tail Risk

Just like James Montier Ode to the Joy of Cash and David Merkel Got Cash?, I think cash is an extremely powerful tool.  Of the 3 ingredients (land, labor, and capital) of the economy, capital (cash) is most scarce at the end of a crisis or recessi...

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