1535 search results for "Time series"

sab-R-metrics: Intermediate Scatter Plots

January 25, 2011
By
sab-R-metrics: Intermediate Scatter Plots

First off, I'll say it's been a whirlwind of a past few days. Thanks to David Smith at the Revolutions Blog for his kind words about the sab-R-metrics series and link back this way. Add in Ed Kupfer's posts at the APBRmetrics board, Harry Pavlidis at THT, Dave Allen at Fangraphs...

Read more »

sab-R-metrics: Intermediate Scatter Plots

January 25, 2011
By
sab-R-metrics: Intermediate Scatter Plots

First off, I'll say it's been a whirlwind of a past few days. Thanks to David Smith at the Revolutions Blog for his kind words about the sab-R-metrics series and link back this way. Add in Ed Kupfer's posts at the APBRmetrics board, Harry Pavlidis at THT, Dave Allen at Fangraphs...

Read more »

Blackbox trading Strategy using Rapidminer and R

January 23, 2011
By
Blackbox trading Strategy using Rapidminer and R

This my first post in 2011. this post has cost me a bit more than usual, but I hope it meets expectations. The aim of this tutorial is to generate an algorithm based on black box trading, with all the necessary elements for evaluation. That is a first post of several, in order to explore the problems, features of...

Read more »

Blackbox trading Strategy using Rapidminer and R

January 23, 2011
By
Blackbox trading Strategy using Rapidminer and R

This my first post in 2011. this post has cost me a bit more than usual, but I hope it meets expectations. The aim of this tutorial is to generate an algorithm based on black box trading, with all the necessary elements for evaluation. That is a first post of several, in order to explore the problems, features of...

Read more »

Merging Multiple Data Frames in R

January 23, 2011
By
Merging Multiple Data Frames in R

Earlier I had a problem that required merging 3 years of trade data, with about 12 csv files per year. Merging all of these data sets with pairwise left joins using the R merge statement worked (especially after correcting some errors pointed out by Ha...

Read more »

Posted Question for R Users

January 21, 2011
By
Posted Question for R Users

I recently undertook a project where a colleague had about 12 .csv files that they wanted to merge. Each file had a common (key) variable 'Partner' (which is trading partner) with differing columns (variables) except for the common key variable. Actual...

Read more »

Learning R through baseball: sab-R-metrics

January 21, 2011
By
Learning R through baseball: sab-R-metrics

The words "statistics" and "baseball" are often found near each other, but there's a lot more to statistics than dividing the number of hits by the number of swings to get a batting average. And there's a lot more to sabermetrics -- the statistical analysis of baseball -- than averages, too. Many baseball fans are also stats geeks (and...

Read more »

Interesting volatility measurement, part 2

January 21, 2011
By
Interesting volatility measurement, part 2

A few weeks ago I have mentioned about an interesting volatility prediction. It is based on two periods of historical volatility (standard deviation). The remaining question was – does it really works? I could not give the answer, because I didn’t have VIX futures data at that time. Later on, I was contacted by Brian

Read more »

In case you missed it: December Roundup

January 17, 2011
By

In case you missed them, here are some articles from December of particular interest to R users. A Facebook employee created a beautiful visualization of social connections around the world, which made a lot of news on the Web. The creator, Paul Butler, explained how he did it using R. With sponsorship from Revolution Analytics, the R/Finance conference in...

Read more »

Statistical podcast: Random and Pseudorandom

January 14, 2011
By
Statistical podcast: Random and Pseudorandom

This morning when I downloaded the latest version of In our time, I was pleased to see that this weeks topic was “Random and Peudorandom.” If you’re not familiar with “In our time”, then I can I definitely recommend the series. Each week three academics and Melvyn Bragg discuss a particular topic from history, science,

Read more »