Yesterday I tried to do some data processing on my really big data set in MS Excel. Wow, did it not like handling all those data!! Every time I tried to click on a different ribbon, the screen didn’t even … Continue reading →

Analyzing transactions in quantstrat This post will be part 1 of a follow up to the original post, Simple Moving Average Strategy with a Volatility Filter. In this follow up, I will take a closer look at the individual trades of each strategy. This may provide valuable information to explain the difference in performance of the SMA … Continue reading...

We quite regularly use genetic algorithms to optimise over the ad-hoc functions we develop when trying to solve problems in applied mathematics. However it’s a bit disconcerting to have your algorithm roam through a high dimensional solution space while not being able to picture what it’s doing or how close one solution is to another. … Continue reading...

Earlier today, Conrad Sanderson released another bug-fix version 3.0.2 for the still fairly recent 3.0.0 version of his excellent Armadillo C++ template library for linear algebra. The new RcppArmadillo release 0.3.0.2 also appeared on CRAN this morn...

Registration has been open for a while, but I wanted to point out the pre-conference seminars. Registrations are strong this year, so if you’re interested you’ll need to sign up before they sell out. Register here… As you probably know by now, the fourth annual R/Finance conference for applied finance using R will be held

This past week at work I had the opportunity to code the same algorithm using each of the three scientific programming/scripting languages I'm familiar with:MatlabPythonRThe list above is the order that the (re)-coding was done and serves as a beginnin...

Conrad Sanderson released a bug-fix version 3.0.1 following up on the very recent 3.0.0 version of his excellent Armadillo C++ template library for linear algebra. I made a new RcppArmadillo release 0.3.0.1 which just appeared on CRAN. The short ...

sixty twotorials now posted. two minutes each.new video highlights:024 how to run counts, tables, crosstabs, and flat tables on a data frame in r 030 what is a function anyway and how does it input and output stuff in r 022 how to generate b...