1721 search results for "time series"

More Principal Components Fun

January 6, 2013
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More Principal Components Fun

Today, I want to continue with the Principal Components theme and show how the Principal Component Analysis can be used to build portfolios that are not correlated to the market. Most of the content for this post is based on the excellent article, “Using PCA for spread trading” by Jev Kuznetsov. Let’s start by loading

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Infinite generators in R

January 5, 2013
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Infinite generators in R

This is first in a series of posts about creating simulations in R. As a foundational discussion, I first look …Continue reading »

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IBS reversion edge with QuantShare

January 4, 2013
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IBS reversion edge with QuantShare

Happy New Years to readers; my resolution this year is to continue delivering thoughts and ideas to others in the hopes that we all might be able to benefit somewhat from sharing observations. I'll start by describing an edge using QuantShare as the b...

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What The Smeg? Some Text Analysis of the Red Dwarf Scripts

January 4, 2013
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Introduction Just as Pocket fundamentally changed my reading behaviour, I am finding that now having Netflix (and even before that, other downloadable or streaming digital content) is really changing my behaviour as far as television is concerned. Where watching TV used to be an affair of browsing through 500 channels and complaining there was nothing on, now with the...

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R version 3 scheduled for April

January 2, 2013
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Ringing in the New Year, Peter Dalgaard announced yesterday on behalf of the entire R Core Team that the R language will graduate to Version 3 around April 1. This is only the third time that R has incremented its primary version number. Version 1.0.0 (released on February 29, 2000) was the first version deemed stable for production use....

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How odd was the UEFA draw?

December 31, 2012
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I've been away for some time without closely following the media, and without significant internet access. When such a period is over it takes some time to regain momentum. Thus my short exit poll series will be continued in 2013. For now I'm still sor...

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Row-wise summary curves in faceted ggplot2 figures

December 29, 2012
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Row-wise summary curves in faceted ggplot2 figures

I really enjoy reading the Junk Charts blog.  A recent post made me wonder how easy it would be to add summary curves for small-multiple type plots, assuming the “small multiples” to summarize were the X component of a ggplot2::facet_grid(Y ~ X) … Continue reading →

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Common words in the Gathering Storm

December 25, 2012
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Common words in the Gathering Storm

The Wheel of Time is a series of books started by Robert Jordan. Unfortunately he died too early. Like all fans of the series I feel very lucky that Brandon Sanderson was able to continue these books. The first book Sanderson wrote was the Gathering St...

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Rcpp 0.10.2

December 21, 2012
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Relase 0.10.2 of Rcpp provides the second update to the 0.10.* series, and has arrived on CRAN and in Debian. It brings another great set of enhancements and extensions, building on the recent 0.10.0 and 0.10.1 releases. The new Rcpp attributes were rewritten to not require Rcpp modules (as we encountered on issue with exceptions on Windows when built this...

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Working with geographical Data. Part 1: Simple National Infomaps

December 21, 2012
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Working with geographical Data. Part 1: Simple National Infomaps

There is a popular expression in my country called “Gastar polvora en chimangos”, whose translation in English would be “spending gunpowder in chimangos”. Chimango is a kind of bird whose meat is useless for humans. So “spending gunpowder in chimangos” … Continue reading →

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