Posts Tagged ‘ finance ’

The R-Files: Jeff Ryan

July 25, 2011
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The R-Files: Jeff Ryan

"The R-Files" is an occasional series from Revolution Analytics, where we profile prominent members of the R Community. Name: Jeff Ryan Profession: Owner/Principal at Lemnica; Committee Member at R/Finance Nationality: American Years Using R: 8 Known for: R/Finance Conference, quantmod and xts packages Jeffrey Ryan is a Chicago-based quantitative software analyst and avid R user. He is perhaps best...

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Using R and Motion Charts to analyze financial data

July 15, 2011
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Using R and Motion Charts to analyze financial data

We've noted before that with the RGoogleVis package, it's easy to make motion charts in R, and create a web-based interactive chart that reflects the synchronous movements of two or three variables over time. R user Jeffrey Breen has a great new blog post showing exactly how easy it is, which is best summarized in this tweet: I wanted...

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A surprising(?) prediction about the S&P 500

July 12, 2011
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A surprising(?) prediction about the S&P 500

Financial analyst Greg Troccoli was a lone wolf when he predicted in July 2010 that “If the Index held at or above our proprietary support zone (1000.00- 950.00 region), it would eventually trade to a new historical high within 12 - 18 months (July- December 2011 timeframe)”. For reference, the S&P500 all-time high was 1565.15, and it closed...

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B*tchin’ six dimensional 6-cube. The rainbow colours and…

July 1, 2011
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B*tchin’ six dimensional 6-cube. The rainbow colours and…

B*tchin’ six dimensional 6-cube. The rainbow colours and glass panes really help this visualisation.  Examples of 6-dimensional things If it’s hard to envision 6 dimensions, consider this: the possible tunings of a guitar constitute a 6-dimensio...

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The R Journal: June 2011

June 24, 2011
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The latest issue of the R Journal is out, and as always includes many useful articles about using R and R packages. Articles in Volume 3/1 dive into topics including creating test for R packages with test_that; dealing with times, time zones, dates and holidays with timeDate; social network analysis of mailing lists through text mining; creating choropleths and...

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Video: Two R talks from Hadley Wickham

June 22, 2011
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On his recent tour to the Bay Area, Hadley Wickham have two interesting R-related talks, for which video has been made available by Google Tech Talks. At the June Bay Area R User Group meeting, Hadley spoke on the future of interactive data visualization in R. Building on his experiences creating the ggplot2 package (which is still under development...

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Big-Data PCA: 50 years of stock data

June 17, 2011
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Big-Data PCA: 50 years of stock data

In this post, Revolution engineer Sherry LaMonica shows us how to use the RevoScaleR big-data package in Revolution R Enterprise to do principal components analysis on 50 years of stock market data -- ed. Principal components analysis, or PCA, seeks to find a set of orthogonal axes such that the first axis, or first principal component, accounts for as...

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Real-time Analytics for Capital Markets with Revolution R

June 8, 2011
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In the 2011 edition of the Sybase Capital Markets Guide, Revolution Analytics CTO David Champagne talks about the need for up-to-date analytics in Finance, and how you can integrate Revolution R with quality real-time data sources. Here's an excerpt: R represents a radically different approach to the challenges posed by analyzing increasingly large and complex data sets. Because it...

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Highlights from R/Finance 2011 presentations

June 2, 2011
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Patrick Burns offers his selections from the presentations at the R/Finance 2011 conference. Check out his post for overviews of some great presentations (and truly, there's some awesome content available to download). I'll add another of my favourites: Bryan Lewis's presentation of his interface from R to the betfair betting market. (But if you use it to automate bets...

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Presentations from R/Finance 2011 available

May 27, 2011
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Last month's R/Finance 2011 conference in Chicago was an outstanding event, bringing together some of the best minds in applying R to financial data. Presentations from the speakers are now available for download, with a wealth of useful information there for anyone working in quantiative finance. Not to be missed, though, is John Bollinger's (yes, that John Bollinger) retrospective...

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