751 search results for "finance"

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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The R Graphical Manual

December 10, 2009
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R has a lot of functions. Add in all the packages on CRAN, and then there's a lot of functions. You can search through the contents of the function documentation at places like Rseek.org, but the R Graphical Manual takes a different tack on exploring the functions in R: rather than browsing by the name or description of the...

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RQuantlib

November 23, 2009
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Quantlib is a free library for modeling, trading, and risk management in real-life providing a comprehensive software framework for quantitative finance, it is written in C++, which might be inconvenient for some users. JQuantLib aiming at Java-fans i...

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Tactical asset allocation using blotter

November 18, 2009
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Tactical asset allocation using blotter

blotter is an R package that tracks the P&L of your trading systems (or simulations), even if your portfolio spans many security types and/or currencies. This post uses blotter to track a simple two-ETF trading system. The contents of this post b...

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LondonR tomorrow night

November 2, 2009
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LondonR Date: Tuesday 3rd November Time: 6pm – 9.30pm Venue: Shooting Star Public house, 129 City Rd London, EC1, United Kingdom +44 20 7929 6818 Introduction: Richard Pugh - mangosolutions 6.15pm: Richard Saldanha - R in the ...

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Adventures with Comcast: Part ohnoesnotanotherone in an ongoing series

October 31, 2009
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Regular readers of this blog (yes, both of you!) may remember the computer/broadband/ directory that this post appears in as the collection of my Comcastic (yeah right) experiences with my ISP. But I think this week may top everything. I'll just...

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Adventures with Comcast: Part ohnoesnotanotherone in an ongoing series

October 31, 2009
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Regular readers of this blog (yes, both of you!) may remember the computer/broadband/ directory that this post appears in as the collection of my Comcastic (yeah right) experiences with my ISP. But I think this week may top everything. I'll just try t...

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Adventures with Comcast: Part ohnoesnotanotherone in an ongoing series

October 31, 2009
By

Regular readers of this blog (yes, both of you!) may remember the computer/broadband/ directory that this post appears in as the collection of my Comcastic (yeah right) experiences with my ISP. But I think this week may top everything. I'll just...

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Use R 2009 Conference

October 30, 2009
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Use R 2009 Conference

I did not attend the conference this year, but just read through the presentations. There is some overlap with other R-related conferences, such as R in Finance or the Rmetrics workshop. http://www.agrocampus-ouest.fr/math/useR-2009/ http://www.rinfin...

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