1646 search results for "time series"

Interestingness Measures

Interestingness Measures

Probably because I first encountered them somewhat late in my professional life, I am fascinated by categorical data types.  Without question, my favorite book on the subject is Alan Agresti’s Categorical Data Analysis (Wiley Series in Probabili...

Read more »

Bond Market as a Casino Game Part 1

April 1, 2011
By
Bond Market as a Casino Game Part 1

With this post, I am doing something I try very hard to avoid, especially when communicating to my clients, and that is blurring the line between investing and gambling.  But after reading all of Reuven Brenner’s books and finishing Ralph Vince ...

Read more »

R ready to Deduce you

April 1, 2011
By
R ready to Deduce you

Despite being one of the most powerful computing platforms, and being free at the same time, R still struggles against other statistical software, such as SPSS and SAS, in gaining mass appeal amongst users of statistical and market intelligence software. Many have cited the absence of a user-friendly graphical user interface (GUI)...

Read more »

R ready to Deduce you

April 1, 2011
By
R ready to Deduce you

Despite being one of the most powerful computing platforms, and being free at the same time, R still struggles against other statistical software, such as SPSS and SAS, in gaining mass appeal amongst users of statistical and market intelligence software. Many have cited the absence of a user-friendly graphical user interface (GUI)...

Read more »

Long EEM Short IWM-How it Works in 3 Ways

March 31, 2011
By
Long EEM Short IWM-How it Works in 3 Ways

Long EEM Short IWM potentially works in 3 ways: 1) See my last post “Asian Currency Opportunity” where currency undervaluation means potential gain of 20-50% versus the US$ and 50%-100% versus the Japanese Yen.  However, even absent the underv...

Read more »

Asian Currency Opportunity

March 31, 2011
By
Asian Currency Opportunity

Asian currencies are fundamentally undervalued at an extreme level due to the Central Banks’ focus on the US$.  For those that regularly read my blog or happened to see me in SmartMoney, this will not surprise you, “And investors can also buy...

Read more »

The Leverage Space Trading Model

March 29, 2011
By
The Leverage Space Trading Model

I finally got around to reading Ralph Vince’s latest The Leverage Space Trading Model (for a brief summary see this magazine article in Futures), and I’m happy to say that the book was very helpful in approach and example.  I especially enjoye...

Read more »

Radiation levels at Fukushima

March 24, 2011
By
Radiation levels at Fukushima

From BWR The above graph is derived from data scraped from TEPCO press releases. Every hour or so for the first few days of the crisis, a TEPCO van would record radiation (probably Beta/Gamma, but the translation is unclear) at … Continue reading →

Read more »

The Many Uses of Q-Q Plots

The Many Uses of Q-Q Plots

My last four posts have dealt with boxplots and some useful variations on that theme.  Just after I finished the series, Tal Galili, who maintains the R-bloggers website, pointed me to a variant I hadn’t seen before.  It's called a bee...

Read more »

Yeah Sure, Maybe, Well … Okay

March 23, 2011
By
Yeah Sure, Maybe, Well … Okay

Whoever wrote the book on statistics, probably avoided getting a proper education in literature. At least that's my null hypothesis. The cryptic and awkward presentation of probabilities common amongst the Frequentists (no, not the Latin American Socia...

Read more »