April 2011

Pair-Trading with S&P500 Companies – Part II.

April 10, 2011 | QuantTrader

Today I'm going to share with you further outcomes of my research in statistical arbitrage trading technique - pair-trading. In the first part of pair-trading with S&P500 Companies I used downloaded data from yahoo to identify co-integrated pairs. Next stage is to take closer look at results and identify ... [Read more...]

A Super-Easy, Simple-Dimple Backtester in R

April 9, 2011 | Milk Trader

I cut my finger on a paring knife this morning. Don't use a sharp knife to spread butter on your toast. It's better to limit yourself to using dull kitchen utensils until the caffeine kicks in. No matter, I still have most of my digits to type in a sim...
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How did I make this plot?

April 9, 2011 | Tony Cookson

To make this plot, I used R's plot(), points() and lines() commands. If you have been wanting to learn how to plot in R, watch it unfold in this video tutorial:Also, here's the code I used:
[Read more...]

Fast Two Way Sync in Ubuntu!

April 9, 2011 | JD Long

I love the portability of a laptop. I have a 45 min train ride twice a day and I fly a little too, so having my work with me on my laptop is very important. But I hate doing long running analytics on my laptop when I’m in the office ... [Read more...]

The Budget Compromise: Mining Tweets

April 9, 2011 | Matt Bogard

After a week as SAS Gobal Forum, I've been pretty excited about some of the text mining presentations that I got to see. I couldn't wait to get back to work to at least try something.  After getting home I found a tweet from @imusicmash sharing a post from the ...
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New R User Group in St Louis, MO

April 8, 2011 | David Smith

The latest local R user group to join the fold is in St Louis, Missouri. Created by Josh Ulrich, their first meeting is on Monday, April 11. Check the link below for full details and to RSVP. Saint Louis R User Group: Inaugural Meeting [Read more...]

Monitoring Sources of Bond Return

April 8, 2011 | klr

Here is a way to monitor bond return sources in R.  In the next iteration, I will use CPI to add history to the series. From TimelyPortfolio So right now, you can expect about a 5% return from bonds.  How much of that is real return is u...
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A simple frequency plot

April 8, 2011 | Jason

I’m currently working on a paper that uses Polish survey data (EVS 2008). I am specifically looking at regional variation in particular responses. Because there are only around 1800 observations in the survey, which are split across 66 subregions of … Continue reading → [Read more...]

Text Data Mining with Twitter and R

April 8, 2011 | heuristicandrew

Twitter is a favorite source of text data for analysis: it’s popular (there is a huge volume of variety on all topics) and easily accessible using Twitter’s free, open APIs which are easily consumable in JSON and ATOM formats. Some … Continue reading → [Read more...]

BUGS and related

April 8, 2011 | bbolker

(People who aren't interested in automated Markov chain Monte Carlo sampling, or have no idea what it is, should probably stop reading now.)Got an e-mail from a student trying to get the WinBUGS examples in Chapter 7 of the book to work, on MacOS under... [Read more...]

Buffon versus Bertrand in R

April 7, 2011 | xi'an

Following my earlier post on Buffon’s needle and Bertrand’s paradox, above are four outcomes corresponding to four different generations (among many) of the needle locations. The upper right-hand side makes a difference in the number of hits (out of 1000). The R code corresponding to this generation was made ... [Read more...]
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