Monthly Archives: April 2011

Milktrader: Quantitative finance in R

April 25, 2011
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The blog Milktrader has been on a roll recently with a series of posts with practical examples of quantitative in finance, from backtesting to automated trading, and option pricing to data acquisition. The latest post focuses on calculating returns, with an example of downloading data for a silver ETF and calculating daily returns with the dailyReturn function in the...

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Kickstarter Data Analysis: Success and Pricing

April 25, 2011
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Kickstarter Data Analysis: Success and Pricing

Kickstarter is an online crowdfunding platform for launching creative projects. When starting a new project, project owners specify a deadline and the minimum amount of money they need to raise. They receive the money (less a transaction fee) only if … Continue reading →

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Calculating DV01 using futile.paradigm

April 25, 2011
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Calculating DV01 using futile.paradigm

Here’s a short example of using the futile.paradigm for calculating the DV01 of a bond. The basic idea is to …Continue reading »

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Annotated Manhattan plots and QQ plots for GWAS using R, Revisited

April 25, 2011
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Last year I showed you how to create manhattan plots, and later how to highlight regions of interest, using ggplot2 in R. The code was slow, required a lot of memory, and was difficult to maintain and modify. I finally found time to rewrite the code u...

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Optimizing My R Code

April 25, 2011
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Thanks to gappy3000 I optimized my code in few several ways. The original script lasted ~30 minutes thanks to using pure vectors instead of zoo objects. First of all I changed all lm functions for lm.fit functions. Although lm.fit function cannot handl...

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Let’s try this again: Introducing Rook for #rstats!

April 25, 2011
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Well I totally botched my launch last week. Thankfully, my wife straightened me out: I decided to change the name of Rack to Rook so there won’t be any future confusion. And instead of rewriting all my posts last week, just read them again and every...

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R workshop in Hamilton, Ontario, May 24 and 25

April 25, 2011
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John Fox will be teaching a two-day introductory R workshop at McMaster University in Hamilton, Ontario, on May 24 and 25. The workshop will largely be based on materials from Fox and Weisberg, An R Companion to Applied Regression, Second Edition (Sage, 2011). Further information about the workshop is available at: https://www.socialsciences.mcmaster.ca/registrations/john-fox-introduction-to-r/fg_base_view_p3. A few spaces in the workshop are reserved for non-McMaster attendees and made...

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intuitive visualizations of categorization for non-technical audiences

April 25, 2011
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intuitive visualizations of categorization for non-technical audiences

For a project I’m working on at work, I’m building a predictive model that categorizes something (I can’t tell you what) into two bins. There is a default bin that 95% of the things belong to and a bin that the business cares a lot about, containing 5% of the things. Some readers may be

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Merging Data Video Tutorial

April 25, 2011
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Merging Data Video Tutorial

Here's a video tutorial where I walk through some code that does what the previous post describes.The FRED data is used extensively for macroeconomics. You might these data useful for joining in graph fights in the blogosphere.

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Further Adventures in Visualisation with ggplot2

April 25, 2011
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Further Adventures in Visualisation with ggplot2

So I previously took a look at some data of player performance from a computer game. In this post, I’m going to do some further visualisations using ggplot2. The data consists of different types of player character, different roles for those characters, and their overall damage output (the unit here is damage per second, or

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