805 search results for "finance"

RProtoBuf 0.2.6

October 4, 2012
By

Release 0.2.6 of RProtoBuf arrived on CRAN earlier this morning. RProtoBuf provides GNU R bindings for the Google Protobuf data encoding library used and released by Google. This release was once more driven largely by Murray whom we have now add...

Read more »

Weekend Reading – Gold in October

September 28, 2012
By
Weekend Reading – Gold in October

I recently came across the “An early Halloween for gold traders” article by Mark Hulbert. I have discussed this type of seasonality analysis in my presentation at R/Finance this year. It is very easy to run the seasonality analysis using the Systematic Investor Toolbox. This confirms that October have been historically bad for Gold, but

Read more »

Spatial segregation in cities – An explanation by a neural network model (Demographics & neural network)

September 25, 2012
By
Spatial segregation in cities – An explanation by a neural network model (Demographics & neural network)

Two particular courses and other upcoming events

September 25, 2012
By
Two particular courses and other upcoming events

Featured I’ll be leading two courses in the near future: Value-at-Risk versus Expected Shortfall 2012 October 30-31, London. 30th: “Addressing the critical challenges and issues raised by the Basel proposal to replace VaR with Expected Shortfall” 31st: “Variability in Value-at-Risk and Expected Shortfall” led by Patrick Burns Details at CFP Events. Finance with R Workshop … Continue reading...

Read more »

Learning Kernels SVM

September 25, 2012
By
Learning Kernels SVM

Machine Learning and Kernels A common application of machine learning (ML) is the learning and classification of a set of raw data features by a ML algorithm or technique. In this context a ML kernel acts to the ML algorithm … Continue reading →

Read more »

ProbaPerception: Introduction

September 21, 2012
By
ProbaPerception: Introduction

Obviousness of REITs?

September 20, 2012
By
Obviousness of REITs?

I very much enjoy papers such as Antonacci, Gary, Risk Premia Harvesting Through Momentum (September 5, 2012). Available at SSRN: http://ssrn.com/abstract=2042750 or http://dx.doi.org/10.2139/ssrn.2042750 Faber, Mebane T., A Quantitative Approach to T...

Read more »

Stock Market and US elections

September 19, 2012
By
Stock Market and US elections

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Fotis Quantitative Finance & Technical Trading Stock Market and US elections We made a very simple R file that historically gathers the period before and after the US elections. The inexperienced user has the ability to set the tickers of asset she wants to study and the look-back and look-forward...

Read more »

Scholarly metadata from R

September 17, 2012
By

Metadata! Metadata is very cool. It's super hot right now - everybody is talking about it. Okay, maybe not everyone, but it's an important part of archiving scholarly work. We are working on a repo on GitHub rmetadata to be a one stop shop for quer...

Read more »

Extending Gold time series

September 10, 2012
By
Extending Gold time series

While back-testing trading strategies I want all assets to have long history. Unfortunately, sometimes there is no tradeable stock or ETF with sufficient history. For example, I might use GLD as a proxy for Gold allocation, but GLD is only began trading in November of 2004. We can extend the GLD’s historical returns with its

Read more »