2331 search results for "Time series"

Does Trend Following Work?

December 23, 2014
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Does Trend Following Work?

I’m not sure how I came across it, but I have had Jez Liberty’s Au.Tra.Sy blog in my reader since around 2009. Since then, he has tracked well-known trend following systems and reported monthly performance figures. These are things like moving average crossovers, Bollinger band breakouts and stuff like that.The systems had a very good month...

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A small introduction to the ROCR package

December 19, 2014
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A small introduction to the ROCR package

I've been doing some classification with logistic regression in brain imaging recently. I have been using the ROCR package, which is helpful at estimating performance measures and plotting these measures over a range of cutoffs. The prediction and performance functions are the workhorses of most of the analyses in ROCR I've been doing. For those

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htmlwidgets: JavaScript data visualization for R

December 18, 2014
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htmlwidgets: JavaScript data visualization for R

Today we’re excited to announce htmlwidgets, a new framework that brings the best of JavaScript data visualization libraries to R. There are already several packages that take advantage of the framework (leaflet, dygraphs, networkD3, DataTables, and rthreejs) with hopefully many more to come. An htmlwidget works just like an R plot except it produces an interactive web

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An introduction to rtsetse, a detailed population simulation in R

December 11, 2014
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An introduction to rtsetse, a detailed population simulation in R

In this post I introduce R code to simulate tsetse fly populations I’m developing for the Liverpool School for Tropical Medicine starting in 2014. I will outline some background and point you to the code and user interface that are under development. In subsequent posts I’ll cover particular aspects of implementation. African sleeping sickness is a serious...

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Accessing, cleaning and plotting NOAA Temperature Data

December 11, 2014
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Accessing, cleaning and plotting NOAA Temperature Data

In my previous post I said that my students are using data from NOAA for their research.NOAA in fact provides daily averages of several environmental parameters for thousands of weather stations scattered across the globe, completely free. In details, NOAA provides the following data: Mean temperature for the day in degrees Fahrenheit to tenths Mean dew point for the...

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Download Federal Reserve Economic Data (FRED) with Python

December 10, 2014
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Download Federal Reserve Economic Data (FRED) with Python

In the operational loss calculation, it is important to use CPI (Consumer Price Index) adjusting historical losses. Below is an example showing how to download CPI data online directly from Federal Reserve Bank of St. Louis and then to calculate monthly and quarterly CPI adjustment factors with Python.

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An Update to the Robustness Heuristic and a Variation of a Volatility Strategy

December 10, 2014
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An Update to the Robustness Heuristic and a Variation of a Volatility Strategy

So, before revealing a slight wrinkle on the last strategy I wrote about, I’d like to clear up a bit … Continue reading →

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Look! It’s your data!

December 10, 2014
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Look! It’s your data!

If a picture is worth a thousand words, then how many tables are a single visualization worth? Exploratory data analysis is a great way to see what is and is not in your dataset. I work in a hospital research… Continue reading →

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Quandl Chapter 2: The Democratization of Commercial Data

December 9, 2014
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by Tammer Kamel Quandl's Founder About 22 months ago I had the privilege of introducing Quandl to the world on this blog. At that time Quandl had about 2 million datasets and a few hundred users. (And we thought that was fabulous.) Now, at the end of 2014, we have some 12 million datasets on the site and tens...

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Archetypal Analysis: Similarity Defined by Distances from Contrasting Ideals

December 5, 2014
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Archetypal Analysis: Similarity Defined by Distances from Contrasting Ideals

Carl Jung was at least partially correct. We do tend to think in terms of the extremes as shown in this archetypal wheel with rulers versus outlaws and heroes versus caregivers at different ends of bipolar dimensions. Happily, we are not required to ac...

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