729 search results for "finance"

New R User Group in Chicago

April 6, 2010
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While there's been an informal coterie of R users in the Chicago area for some time (notably the fine folks behind the successful R/Finance conferences) there hasn't been a formal R User Group. Until now, that is. JD Long has taken the plunge and announced the new Chicago R User Group on meetup.com. If you're in the Chicagoland area,...

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UCLA and LA RUG talks on R and C++ integration

April 4, 2010
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We spent last week in the LA area and had a generally good time out west. I was able to sneak in two talks and a group discussion, thanks to the help by Jan de Leeuw (and everybody at UCLA's Stats department) as well as by Szilard Pafka representing ...

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UCLA and LA RUG talks on R and C++ integration

April 4, 2010
By

We spent last week in the LA area and had a generally good time out west. I was able to sneak in two talks and a group discussion, thanks to the help by Jan de Leeuw (and everybody at UCLA's Stats department) as well as by Szilard Pafka representing th...

Read more »

UCLA and LA RUG talks on R and C++ integration

April 4, 2010
By

We spent last week in the LA area and had a generally good time out west. I was able to sneak in two talks and a group discussion, thanks to the help by Jan de Leeuw (and everybody at UCLA's Stats department) as well as by Szilard Pafka representing ...

Read more »

Tools

March 17, 2010
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Tools

All the tools I am using at the moment are free of charge. The one that comes to mind first is R. It’s a language for statistical computing which comes with a decent GUI. R comes with some time series support out of the box, but there are plenty of packages (R extensions are called

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Modified Donchian Band Trend Follower using R, Quantmod, TTR

March 12, 2010
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Modified Donchian Band Trend Follower using R, Quantmod, TTR

I've been toying around with the examples given on the FOSS trading site for some of the great work they've put together in the Quantmod and TTR packages. Those viewers who are looking for a nice (and free) backtesting suite to possibly complement s...

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In case you missed it: February roundup

March 10, 2010
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In case you missed them, here are some articles from last month of particular interest to R users. We announced the availability on YouTube of "What is R", a 4-part video based on a recent webcast I hosted. We announced a webinar I hosted on REvolution's debugger for R (a recorded replay is now available). We linked Salvio Rodrigues...

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In case you missed it: December roundup

January 12, 2010
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In case you missed them, here are some articles from last month of particular interest to R users. This post looked at a climate change controversy involving the weather in Darwin, Australia and a review of the source data using R. This post showed how to access global weather data from the US National Centers for Environment Prediction using...

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A web-based graphics application based on R

December 24, 2009
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A web-based graphics application based on R

FlowingData recently took a look at Jeroen Ooms' latest web-based statistical tool based on R. We've looked at his tools for random-effects models and finance visualizations before, but this one is a more general tool for creating graphs from data sets using the ggplot2 package. It's pretty slick. All you need to do is upload a data set (in...

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Missing data imputation

December 12, 2009
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Missing data imputation

Probably all of us have met the issue of handling missing data, from the basic portfolio correlation matrix estimation, to advanced multiple factor analysis, how to impute missing data remains a hot topic. Missing data are unavoidable, and more encompassing than the ubiquitous association of the term, irgoring missing data will generally lead to biased estimates. The...

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