It is a fact that on most days, not much is going on in the stock market. When we estimate the relation of a stock with the market, or the “beta” of a stock, we use all available daily returns. … Continue reading →
Posts Tagged ‘ blog ’
Price is right, part two – Trading strategy.
Having stock market in mind, in the previous post: “Price is right, part one.”, I stated that we should not think in terms of “the price went up/down too much” but that “the current price level is wrong since…. and … Continue reading →
Say Hi to CloudStat!
Hello and welcome to the CloudStat official blog! We’ll be using this space to talk about product updates, getting the most out of CloudStat, and random thoughts on data analysis learning, especially in R language. More about CloudStat can be vie...
Pairs Trading Issues
(This article was first published on Eran Raviv » R, and kindly contributed to R-bloggers) A few words for those of you who are not familiar with the “pairs trading” concept. First you should understand that the movement of every stock is dominated not by the companies performance but by the general market movement....
Do they really know what they are doing?
I am talking here about money managers. for those of us who have one. We assume they understand about markets in such a way that they can, and will generate at least the benchmark returns, what ever this benchmark may … Continue reading →
OLS beta VS. Robust beta
In financial context, is suppose to reflect the relation between a stock and the general market. A broad based index such as the S&P 500 is often taken as proxy for the general market. The , without getting into too … Continue reading →
WordPress WordCloud with R
These days one can frequently read about wordclouds created with R, initiated by the release of the wordcloud package by Ian Fellows on July 23rd. So here I am to put in my two cents. I thought about creating a wordcloud of a complete blog history, so I build a script that connects to...
The foundations of Statistics [reply]
![The foundations of Statistics [reply]](http://images.springer.com/cda/content/image/cda_displayimage.jpg?SGWID=0-0-16-814797-0)
Shravan Vasishth has written a response to my review both published on the Statistics Forum. His response is quite straightforward and honest. In particular, he acknowledges not being a statistician and that he “should spend more time studying statistics”. I also understand the authors’ frustration at trying “to recruit several statisticians (at different points)...
The foundations of Statistics: a simulation-based approach
“We have seen that a perfect correlation is perfectly linear, so an imperfect correlation will be `imperfectly linear’.” page 128 This book has been written by two linguists, Shravan Vasishth and Michael Broe, in order to teach statistics “in areas that are traditionally not mathematically demanding” at a deeper level than traditional textbooks “without...
Now I’m R-Blogging
Today a lot of great mails arrived at my inbox. In one of them I was reading I’ve just added your feed to the site. Where did this mail come from? The sender of the email was Tal Galili. He is a researcher in BioStatistics at the Tel Aviv University, very active around the...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
