The Google Summer of Code (2012) project to extend xts has produced a very promising new plot.xts function. Michael Weylandt, the project's student, wrote R-SIG-Finance to request impressions, feedback, and bug reports. The function is hous...

Today I want to highlight a whitepaper about Adaptive Asset Allocation by Butler, Philbrick and Gordillo and the discussion by David Varadi on the robustness of parameters of the Adaptive Asset Allocation algorithm. In this post I will follow the steps of the Adaptive Asset Allocation paper, and in the next post I will show

In case you missed them, here are some articles from June of particular interest to R users. The Environmental Performance Index website uses R to rank countries by measures like environmental health and ecosystem vitality. A log-linear regression in R predicted the gold-winning Olympic 100m sprint time to be 9.68 seconds (it was actually 9.63 seconds). Some R-related talks...

The R language gets a brief mention in an article in yesterday's New York Times on automated bond trading: The traders here are mostly educated in math or physics, often outside the United States, and their desks are piled high with textbooks like the “R Graphs Cookbook,” for working with obscure computer programming languages. R an obscure programming language?...

A simple portfolio optimization problem is used to look at several R functions that use randomness in various ways to do optimization. Orientation Some optimization problems are really hard. In these cases sometimes the best approach is to use randomness to get an approximate answer. Once you decide to go down this route, you need … Continue reading...

Portfolio diversity is a balancing act. Previously The post “Portfolio diversity” talked about the role of the correlation between assets and the portfolio. The current post fills a hole in that post. The 2 dimensions asset-portfolio correlation Each asset in the universe has a correlation with the portfolio. If there are any assets that have … Continue reading...

At a talk I saw at the useR!2012 conference last month, Googler Karl Millar estimated that there are at least 200 active R users at Google, plus another 300+ occasional users participating in Google's internal R support list. But what are all these Google employees doing with R? A post from the Google Research team published on Google+ yesterday...

e-mails with the latest R posts.

(You will not see this message again.)