clickme is an amazing R package. I was not sure what to expect when I first saw Nacho Caballero's announcement. I actually was both skeptical and intimidated, but neither reaction was justified. The examples prove its power, and his wiki tutorials ease...
548 search results for "finance"
Upcoming events
Highlighted LondonR is soon — see the “Previously Announced” section. New Events Thirsty Quants 2013 March 21, London. Some thirsty quants will be going for a drink on the 21st of March as of 18.30 at the Lamb Tavern in Leadenhall Market. http://www.lambtavernleadenhall.com/ Rethinking the Economics of Pensions 2013 March 21 & 22 in London. … Continue reading...
Predicted correlations and portfolio optimization
What effect do predicted correlations have when optimizing trades? Background A concern about optimization that is not one of “The top 7 portfolio optimization problems” is that correlations spike during a crisis which is when you most want optimization to work. This post looks at a small piece of that question. It wonders if increasing predicted … Continue reading...
All That Glitters
"The law itself follows Gold" Sextus Propertius.But what about stocks, bonds and real estate? Do they follow Gold too? Using the correlation data from my previous post, The Financial Crisis on Tape Part I, this question is easy to investigate. Indeed, ...
Portfolio tests of predicted returns
Exploring the quality of predictions using random portfolios and optimization. Previously “Simple tests of predicted returns” showed a few ways to look at expected returns at the asset level. Here we move to the portfolio level. The previous post focused on correlation. Win Vector Blog points out that gauging prediction quality using correlation can be … Continue reading...
The Financial Crisis on Tape Part I
Hello and welcome to Joe's Data Diner's first ever post!Today, I will touch on both R and Finance, but I'll try and make it accesible for those with an interest in either and not just Quants like myself!Almost everyone is now aware that asset correlati...
Registration for ‘R in Insurance’ conference has opened
The registration for the first conference on R in Insurance on Monday 15 July 2013 at Cass Business School in London has opened.
The intended audience of the conference includes both academics and practitioners who are active or interested in the applications of R in insurance.
The 2013 R in Insurance conference builds...
Some of Excel’s Finance Functions in R
Last year I took a free online class on finance by Gautam Kaul. I recommend it, although there are other classes I can not compare it to. The instructor took great efforts in motivating the concepts, structuring the material, and enable critical thinking / intuition. I believe this is an advantage of video...
In case you missed it: January 2103 Roundup
In case you missed them, here are some articles from January of particular interest to R users. Anthony Damico created an amusing and useful flowchart for finding resources for learning R, especially for survey analysis. All R users: please be counted for the 2013 Rexer Data Miner Survey (R was the #1 software reported in the last survey). Relatedly,...
R for finance and other upcoming events
Featured R for Finance Workshop 2013 March 5-6 in London. The target audience are professionals and academics, who wish to learn the basics of the statistical software R and its use in Finance. The workshop is led by Ron Hochreiter, Pat Burns and Michael Sun. Details are on the Unicom website. Please reference Burns Statistics … Continue reading...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
