686 search results for "finance"

In case you missed it: May Roundup

June 6, 2011
By

In case you missed them, here are some articles from May of particular interest to R users. A review of "R Cookbook", a new how-to book for R programmers. A detailed example of using the RevoScaleR package to analyze a large airline data set. A new guide for R beginners, "How to Learn R", provides links to R resources,...

Read more »

A Quantstrat to Build On

June 2, 2011
By
A Quantstrat to Build On

THIS IS NOT INVESTMENT ADVICE.  PLEASE DO NOT TRADE THIS SYSTEM AS IT CAN LOSE SIGNIFICANT AMOUNTS OF MONEY.  YOU ARE RESPONSIBLE FOR YOUR OWN GAINS AND LOSSES. Some R finance powerhouses have been banging away on the quantstrat package for q...

Read more »

Using R in Excel

Got to know a very cool tool to use R in Excel named RExcel, basically it provides an integration solution such that users can get data, run command in Excel the same way as in R, which is presumably good and convenient to present results to your coll...

Read more »

Beginne..R 1.0

May 26, 2011
By

Opening this blog is a step in a long journey of discovery, learning and frustration. To begin with I would consider myself a beginner R user, I am getting better, but I am not about to write a package any time soon. I started using R about three years...

Read more »

Beginne..R 1.0

May 26, 2011
By

Opening this blog is a step in a long journey of discovery, learning and frustration. To begin with I would consider myself a beginner R user, I am getting better, but I am not about to write a package any time soon. I started using R about three years...

Read more »

Clustering with Currencies and Fidelity Funds

May 26, 2011
By
Clustering with Currencies and Fidelity Funds

Great news came yesterday with the release of the R In Finance 2011 Presentations.  I must attend next year after seeing all that I missed.  The Iacus: Statistical Analysis of Financial Time Series and Option Pricing in R (pdf) presentation o...

Read more »

another look at CRAN Task Views

May 26, 2011
By
another look at CRAN Task Views

We've been impressed with how helpful the CRAN Task Views are in guiding us in R as we wend our way through the huge number of add-on packages (3021 as of May, 2011). These are web pages that are maintained by volunteers with expertise in a specified ...

Read more »

RcppArmadillo 0.2.20

Conrad Sanderson is preparing version 2.0.0 of his Armadillo templated C++ library for linear algebra and has released a first public beta version 1.99.2. This has been folded into a new release of the RcppArmadillo wrapper for R based on our Rcpp li...

Read more »

Eigen-who? How Can I Write About Eigen-anything and Expect You to Read?

May 25, 2011
By
Eigen-who? How Can I Write About Eigen-anything and Expect You to Read?

After the very nice Convore reply @timelyportfolio some of your posts include "eigenvalue ratio plots" -- kindly tell us what they show and how they might be useful in constructing a portfolio. I felt like I should at least attempt to offer a little m...

Read more »

Specific differences between Ledoit-Wolf and factor models

May 22, 2011
By
Specific differences between Ledoit-Wolf and factor models

What can we learn about the difference in structure between a Ledoit-Wolf variance matrix and a corresponding factor model variance? Previously We’ve generated a set of random portfolios with constraints on the risk fractions of a Ledoit-Wolf variance matrix, and a corresponding set of random portfolios with risk fraction constraints from a statistical factor model. … Continue reading...

Read more »