1881 search results for "time series"

dimple d3 and rCharts

June 27, 2013
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dimple d3 and rCharts

I put together a quick tutorial combining my two favorite things: finance and interactive visualizations.  I show how to use the new dimplejs d3 library with rCharts to create some nice interactive plots of US Treasury yield data.  ...

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Graphing with fPortfolio

June 27, 2013
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Graphing with fPortfolio

Now to making pretty-looking graphs and charts for portfolio optimization! The first thing we will do is determine the frontier for our combination of securities. Remember, the variable returnsMatrix below is a matrix of returns for all the securities in … Continue reading →

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Portfolio Optimization with fPortfolio

June 27, 2013
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Portfolio Optimization with fPortfolio

fPortfolio contains a number of function to make portfolio optimization easier. I can compare the results I get from the functions in fPortfolio to the results from my function from the previous post. I don’t expect them to be exactly … Continue reading →

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Technical(and not technical) strategy testing

June 25, 2013
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Technical(and not technical) strategy testing

I got "hooked" on OOP approach of R in particular reference classes. And after my last little project on option scenario analysis I reconstructed my messy technical strategy testing code.Now to begin I would like to reason why I have done this while there exists a nice "blotter" and "quantstrat" packages.First of all "quantstrat" is faster than blotter, which...

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Split violin plots

June 25, 2013
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Split violin plots

(This article was first published on Ecology in silico, and kindly contributed to R-bloggers) Violin plots are useful for comparing distributions. When data are grouped by a factor with two levels (e.g. males and females), you can split the violins in half to see the difference between groups. Consider a 2 x 2 factorial experiment: treatments A and B...

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Three Ways to Run Bayesian Models in R

June 25, 2013
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Three Ways to Run Bayesian Models in R

There are different ways of specifying and running Bayesian models from within R. Here I will compare three different methods, two that relies on an external program and one that only relies on R. I won’t go into much detail about the differences in syntax, the idea is more to give a gist about how the different modeling languages...

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Got Bootstrap?

June 23, 2013
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Got Bootstrap?

This week I read the book by Michael Chernick and Robert LaBudde, An Introduction to Bootstrap Methods with Applications to R. It’s an interesting oeuvre for useRs of all stripes. I strongly recommend check it out. The book brings lots of examples of bootstrapping applications, such as standard errors, confidence intervals, hypothesis testing, and even

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Advanced Graphics I

June 22, 2013
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Advanced Graphics I

Polygon is a such handy function in R for drawing beautiful charts where we can select regions (polygons) of the surface. It’s quite useful for indicating confidence regions of parameters, predictions for time-series, or areas under distributions:

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Are Green Number Runners More Likely to Bail?

June 22, 2013
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Are Green Number Runners More Likely to Bail?

Comrades Marathon runners are awarded a permanent green race number once they have completed 10 journeys between Durban and Pietermaritzburg. For many runners, once they have completed the race a few times, achieving a green number becomes a possibility. And once the idea takes hold, it can become something of a compulsion. I can testify

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A Toy Instrumental Variable Application

June 19, 2013
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A Toy Instrumental Variable Application