This post will conclude the portfolio optimization series. In this post, we will construct a trading strategy based on portfolio optimization and test the results against the CAPM market portfolio as well as another strategy.It is worth reiterati...

The followings introductory post is intended for new users of R. It deals with R data frames: what they are, and how to create, view, and update them. This is a guest article by Dr. Robert I. Kabacoff, the founder of (one of) the first online R tutorials websites: Quick-R. Kabacoff has recently published the book ”R Read more...

I briefly mentioned in my last post; that I was fooling around with portfolio optimization in R. This post will the first in a series on the topic of portfolio optimization. Please note, nothing I am about to say should be taken as advice for investing. These results are based on prior observed returns and the future...

IRIS Flower Data SetEste es el Link a Wikipedia donde podéis encontrar los datos que utilizó Fisher en su trabajo de 1936. Ya hemos trabajado con estos datos en Excel y los continuaremos usando en nuevas entradas.En este link, podemos ver las fotos de las flores (IRIS en castellano son lírios).Represento como LS (longitud del sépalo), AS...

This paper by Brad Efron came to my knowledge when I was looking for references on Bayesian bootstrap to answer a Cross Validated question. After reading it more thoroughly, “Bayesian inference and the parametric bootstrap” puzzles me, which most certainly means I have missed the main point. Indeed, the paper relies on parametric bootstrap—a frequentist

On my road to eventually running all of my programs off an USB device I’ve gotten a little bit closer yesterday thanks to input from Duncan Murdoch and Yihui Xie. Eventually running the entire Windows OS off a USB drive would be nice (not talking about running it as a Virtual Machine, but to have … Continue reading...

Happy Thanksgiving, everyone. Earlier today, I found an interesting post from Bo Allen on pseudo-random vs random numbers, where the author uses a simple bitmap (heat map) to show that the rand function in PHP has a systematic pattern and compares these to truly random numbers obtained from random.org. The post’s results suggest that pseudo-randomness in PHP is