Sharon Machlis is not only the online managing editor at Computerworld, she's also a budding data scientist who recently started learning the R language. To the benefit of all other new R users, she's shared her learnings in an excellent 6-part beginners guide to R, published by Computerworld. It's jam-packed with useful information for anyone getting started with R,...
305 search results for "quantmod"
Scenario analysis and trading options using R
I present you with my restructured project on options trading and scenario analysis. You are more than welcome to try it out. Firstly, I will give a small presentation that will reveal what you can do with it and whether you need to continue reading. T...
Top 100 R packages for 2013 (Jan-May)!
(This article was first published on R-statistics blog » RR-statistics blog, and kindly contributed to R-bloggers) What are the top 100 (most downloaded) R packages in 2013? Thanks to the recent release of RStudio of their “0-cloud” CRAN log files (but without including downloads from the primary CRAN mirror or any of the 88 other CRAN mirrors), we can now answer this question...
If…then in Japan
If Japan starts to spiral out of control, then what do they do? A spiral would be a sudden move higher in JGB rates with a simultaneous crash in the Japanese Yen. Their response would be to try to slow the positive feedback loop through external interv...
Intended or Unintended Consequences
(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers) A quick glimpse at the US 10y Treasury Bond rate since 2000 seems benign with low volatility and a general downward trend.require(latticeExtra)require(quantmod)US10y <- getSymbols("^TNX", from = "2000-01-01", auto.assign = FALSE)asTheEconomist(xyplot(US10y, scales = list(y = list(rot = 1)), main = "US 10y Yield Since 2000"))From TimelyPortfolioHowever,...
R/Finance 2013 Is Coming Quickly…
There is about two weeks remaining until R/Finance 2013 - being held on May 17th and 18th at UIC in Chicago. Make sure you register beforehand to ensure you have a spot, and – yes - you do want to come to the conference dinner on Friday. I am particularly excited about the lineup of keynotes 
The Financial Crisis on Tape Part II
First, I would like to welcome all of you reading this via R-Bloggers. I have been a user of this superb resource for years and I'm proud that I now have the opportunity to contribute!In The Financial Crisis on Tape Part I I demonst...
FasteR! HigheR! StongeR! – A Guide to Speeding Up R Code for Busy People
This is an overview of tools for speeding up your R code that I wrote for the Davis R Users’ Group.
First, Ask “Why?”
It’s customary to quote Donald Knuth at this point, but instead I’ll quote my twitter buddy Ted Hart to illustrate a point:
I’m just going to say it.I like for loops in #Rstats,...
R and Dropbox
When you woRk, you probably have a set of useful functions/packages you constantly use. For example, I often use the excellent quantmod package, and the nice multi.sapply function. You want your tools loaded when R session fires. In order to … Continue reading →
Subtraction Is Crazy
I was re-reading Michael Murray’s explanation of cointegration:
and marvelling at the calculus.
Calculus blows my mind sometimes. Like, hey guess how much we can do with subtraction.
— protëa(@isomorphisms) March 28, 2013
Of course it’s not any subtraction. It’s subtracting a function from a shifted version of itself. Still doesn’t sound like a universal revolution.
(But of course the...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
