1646 search results for "time series"

Multiple Factor Model – Building Risk Model

February 20, 2012
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Multiple Factor Model – Building Risk Model

This is the fourth post in the series about Multiple Factor Models. I will build on the code presented in the prior post, Multiple Factor Model – Building CSFB Factors, and I will show how to build a multiple factor risk model. For an example of the multiple factor risk models, please read following references:

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Maps with R (I)

February 18, 2012
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Maps with R (I)

This is the first post of a short series to show some code I have learnt to produce maps with …Continuar leyendo »

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R for Quants, Part II (A)

February 16, 2012
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R for Quants, Part II (A)

This is the second part in a three part series on teaching R to MFE students at CUNY Baruch. The …Continue reading »

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Revolution Newsletter: February 2012

February 15, 2012
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The most recent edition of the Revolution Newsletter is out. The news section is below, and you can read the full February edition (with highlights from this blog and community events) online. You can subscribe to the Revolution Newsletter to get it monthly via email. Revolution Analytics Welcomes New CEO, Dave Rich. Dave joins the Revolution team from Accenture...

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Multiple Factor Model – Building CSFB Factors

February 12, 2012
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Multiple Factor Model – Building CSFB Factors

This is the third post in the series about Multiple Factor Models. I will build on the code presented in the prior post, Multiple Factor Model – Building Fundamental Factors, and I will show how to build majority of factors described in the CSFB Alpha Factor Framework. For details of the CSFB Alpha Factor Framework

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Simplified Example of Systematic Investor’s Fine Work

February 10, 2012
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Simplified Example of Systematic Investor’s Fine Work

THIS IS ONLY AN EXAMPLE AND IS NOT INVESTMENT ADVICE. ACTING ON THIS WILL LOSE LOTS OF MONEY. Systematic Investor Blog (be sure to check out the site) offers extremely good examples of how to use R in finance.  Since I firmly believe more examples...

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On Unpublished Software

February 9, 2012
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On Unpublished Software

sciseekclaimtoken-4f343317d3d60 I ran across this post at The Tree of Life entitled ‘Interesting new metagenomics paper w/ one big big big caveat – critical software not available”. The long and short of it? Paper appears in Science, has fancy new methodology, lacks the software for someone else to use their methodology. Blog author understandably annoyed. But I

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What is the Potential Audience Size for a Hashtag Community?

February 8, 2012
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What is the Potential Audience Size for a Hashtag Community?

What’s the potential audience size around a Twitter hashtag? Way back when, in the early days of webs stats, reported figures tended to centre around the notion of hits, the number of calls made to a server via website activity. I forget the details, but the metric was presumably generated from server logs. This measure

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RStudio Server part 3: using an ssh tunnel for high performance

February 8, 2012
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In part 2 of this series of posts on RStudio Server, I commented that I suspected that RStudio Server would be fast. The first time I tried this from a remote connection, I was disappointed with the performance. Many companies… See more ›

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What’s new in futile.paradigm 2.0.4

February 6, 2012
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What’s new in futile.paradigm 2.0.4

Well this certainly took a while but the latest installment of my functional dispatching library for R is finally released …Continue reading »

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