878 search results for "how to import image file to r"

Backtesting Part 4: random strategies

October 21, 2011
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Backtesting Part 4: random strategies

Note: This post is NOT financial advice!  This is just a fun way to explore some of the capabilities R has for importing and manipulating data.   In part 2, we found that our 200-day high, hold 100 days strategy yielded average annual return...

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Shipping Mix

October 20, 2011
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Shipping Mix

With a fresh pile of historical global shipping data, we came back to the flow visualizations that illustrated tangible supply lines that facilitate global trade.  This time we've isolated two types of shipping vessels, cargo and tanker, in order ...

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130/30 Porfolio Construction

October 18, 2011
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130/30 Porfolio Construction

The 130/30 funds were getting lots of attention a few years ago. The 130/30 fund is a long/short portfolio that for each $100 dollars invested allocates $130 dollars to longs and $30 dollars to shorts. From portfolio construction perspective this simple idea is no so simple to implement. Let’s continue with our discussion from Introduction

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Backtesting a Simple Stock Trading Strategy: Part 3

October 17, 2011
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Backtesting a Simple Stock Trading Strategy: Part 3

Note: This post is NOT financial advice!  This is just a fun way to explore some of the capabilities R has for importing and manipulating data.   In a previous post, I examined a simple stock trading strategy: Find the high point over the la...

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Principal component analysis : Use extended to Financial economics : Part 1

October 15, 2011
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Principal component analysis : Use extended to Financial economics : Part 1

While working for my Financial economics project I came across this elegant tool called Principal component analysis (PCA)which is an extremely powerful tool when it comes to reducing the dimentionality of a data set comprising of highly correlated var...

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Mining Lending Club’s Goldmine of Loan Data Part I of II – Visualizations by State

October 14, 2011
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Mining Lending Club’s Goldmine of Loan Data Part I of II – Visualizations by State

I have a few friends that keep bragging about their 14% annual returns by investing their money with Lending Club, a peer-to-peer lending service that cuts out the complexities and difficulties of getting approved for a loan through a bank. To give you an idea of the sheer amount of volume Lending Club has been

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plyr, ggplot2 and triathlon results, part II

October 13, 2011
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plyr, ggplot2 and triathlon results, part II

I ended my previous post by mentioning how one could imagine other ways of looking at the triathlon data with plyr and ggplot2. I couldn’t help but carry on playing with it so here are more stats and graphs from … Continue reading →

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The Work of the 1 Percent and the 0.1 Percent

October 10, 2011
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The Work of the 1 Percent and the 0.1 Percent

The Occupy Wall Street movement chants "We are the 99 percent, you are the 1 percent." It's a catchy refrain, and there are many excellent reasons to put the focus on Wall Street in the struggle for economic and political justice in the US. But even singling out one percent of the US means we

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understanding computational Bayesian statistics

October 9, 2011
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understanding computational Bayesian statistics

I have just finished reading this book by Bill Bolstad (University of Waikato, New Zealand) which a previous ‘Og post pointed out when it appeared, shortly after our Introducing Monte Carlo Methods with R. My family commented that the cover was nicer than those of my own books, which is true. Before I launch into

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Some light data munging with R, with an application to ranking NFL Teams

October 8, 2011
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Some light data munging with R, with an application to ranking NFL Teams

I recently submitted this blog to R-bloggers, which aggregates R-related blog posts. It's a fantastic site and has been invaluable to me as I've learned R. One of my favorite kinds of articles is the hands-on, "hello world"-style weekend project t...

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