Today I want to discuss a connection between Risk, Return and Analyst Ratings. Let’s start with defining our universe of stocks : 30 stocks from Dow Jones Industrial Average (^DJI) index. For each stock I will compute the number of Upgrades and Downgrades, Risk, and Return in 2010:2011. I will run a ... [Read more...]

If you dig around enough on Amazon.com, you can find some pretty odd products (like the Badonkadonk tank now sadly unavailable). Attached to these products you can often find a new form of comedy: the funny Amazon review. The products that attract such attention can be hard to fathom: ... [Read more...]

In a previous post I explained how to create all possible combinations of the levels of two factors using expand.grid(). Another use for this function is to create a regular grid for two variables to create a levelplot or a … Continue reading → [Read more...]

In case you missed them, here are some articles from September of particular interest to R users. The deadline to enter the "R Applications" contest with $20,000 in prizes is October 31. The RHadoop Project, a new collection of open-source R packages from Revolution Analytics, makes it possible to write map-reduce jobs ... [Read more...]

 One question I get a lot about how to read large data frames into R. There are some useful tricks that can save you both time and memory when reading large data frames but I find that many people are not aware of them. Of course, your ability to read... [Read more...]

The “animation” package is great for creating .gif files (of course, it also produces video and flash files thanks to Yihui Xie). By using this package, I would like to show you a nice spot in Wellington, NZ. At this … Continue reading → [Read more...]

NOTE : This tutorial has been superseded by the exhaustive R tutorials Here Basics Start R in Windows using the program menu. To quit :  q(). to call help for a function. help([function]) or ?[function]. use double quotes to escape special characters and tokens. e.g. ?”for”. objects() or ls() to ... [Read more...]

I have a bunch of time series whose power spectra (FFT via R's spectrum() function) I've been trying to visualize in an intuitive, aesthetically appealing way. At first, I just used lattice's bwplot, but the spacing of the X-axis here really matters. ... [Read more...]

plot.table function in the Systematic Investor Toolbox is a flexible table drawing routine. plot.table has a simple interface and takes following parameters: plot.matrix – matrix with data you want to plot smain – text to draw in (top, left) cell; default value is blank string highlight – Either TRUE/FALSE ... [Read more...]

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I've spent a lot of time thinking about and using R's spectrum() function and the Fast Fourier Transform (FFT) in the last 5+ years. Lately, they've begun to remind me a little of a Theremin: simple to use, difficult to master. While prepping a figur... [Read more...]

On Thursday October 13, Hong Ooi from ANZ (Australia and New Zealand Banking Group) will give a webinar presentation on Successful Uses of R (along with SAS and Excel) in Banking. We've covered Hong's use of R for credit risk analysis here on the blog before, and in next week's webinar ... [Read more...]

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A short while ago there was a discussion on linkedin about the use of SAS versus R for the enterprise. I have thought a bit about the issue but, as I do not use Linkedin, I did not make any … Continue reading → [Read more...]

(Contributing blogger Joseph Rickert reports from the Stanford University Statistics Seminar series - ed.) Stanford University is very gracious about letting the general public attend many university events. Yesterday, it caught my eye that Bradley Efron was going to speak on Bayesian inference and the parametric bootstrap at the weekly ... [Read more...]

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Dividing a list of stimuli described by several statistics into subsets which are balanced according to these statistics is a common task in psychological research. For the purpose of preparing materials for an experiment which I am going to conduct &#... [Read more...]

I am going to start a continuing “R Workshop” series of posts with R tips and tricks. If you have questions you’d like answered or were wondering about certain aspects, please leave them in the comments. [Read more...]

Commercial Analytics is the kind that makes money. From data to dollars, insights to income, this is all about how to run the business better. To do it and to do it well you need certain capabilities in place. This article builds a map of those business capabilities to help ... [Read more...]