November 2011

Do we need to deal with ‘big data’ in R?

November 22, 2011 | Luis

David Smith at the Revolutions blog posted a nice presentation on “big data” (oh, how I dislike that term). It is a nice piece of work and the Revolution guys manage to process a large amount of records, starting with … Continue reading → [Read more...]

Sermon Sentiment Analysis

November 22, 2011 | Jeff Allen

Matt Chandler vs. Mark Driscoll I came across an interesting API from Viral Heat which is capable of “Sentiment Analysis.” This analysis is designed to capture the sentiment of a statement by ranking it on a scale from -1 to 1. For instance, a chipper sentence like “The smell of roses ... [Read more...]

A Simple R Script for Traders

November 21, 2011 | Milk Trader

Now that we've got the Python implementation under out belts, let's do the same thing with R. We'll still be able to pass command-line arguments to get a quick look at what our stock of interest is doing during the day. And we start with the familiar i...
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Magical Russell 2000

November 21, 2011 | klr

I have marveled at the magical Russell 2000 in Crazy RUT, but I am still surprised at its behavior through this selloff.  With a 20-day move of 30% (6% in one hour) and big outperformance to the developed and developing world, the Russell 2000 con...
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Quick-R Gets a Blog

November 21, 2011 | Rob Kabacoff

After maintaining the  Quick-R website (R tutorials and jumpstart) for the past 5 years, I’ve decided to add a blog so that I can go into more detail on topics related to practical data analysis. The statMethods blog will contain articles … Continue reading → [Read more...]

Asynchrony in market data

November 21, 2011 | Pat

Be careful if you have global daily data. The issue Markets around the world are open at different times.  November 21 for the Tokyo stock market is different from November 21 for the London stock market.  The New York stock market has yet a different November 21. The effect The major effect is ... [Read more...]

Indexing Nested Lists

November 20, 2011 | songpants

I’ve long searched for a somewhat efficient approach to indexing nested lists and/or environments and here’s my best solution so far. For me, being able to compute such an index is the crucial part in order to actually manage such nested structures (which are very helpful in ... [Read more...]

Cross Pollination from Systematic Investor

November 20, 2011 | klr

After reading the fine article Style Analysis from Systematic Investor and What we can learn from Bill Miller and the Legg Mason Value Trust from Asymmetric Investment Returns, I thought I should combine the two in R with the FactorAnalytics package.&n...
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Matrix Performance in R

November 20, 2011 | DomPazz

I've been working on an example of the new Graph Template Language from SAS.  As I don't have direct access to SAS 9.2, I've been developing via email with a friend that does.In the meantime, I thought I would start to investigate some of the performance properties of R.  I ... [Read more...]

Interactive presentations with deck.js

November 20, 2011 | mages

Data analysis is often an iterative and interactive process. However, when I present about this subject, I feel often limited by the presentation software I use. It doesn't matter if I use LaTeX/PDF, PowerPoint or Keynote. In all cases it is either ver...
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Tikz absolute positioning

November 20, 2011 | Ralph

When working with a tikz drawing within LaTeX document we might want to locate an object using an absoute position on the page rather than leaving LaTeX to make the decision for us. The use of nodes and the current.page label in conjunction with some other parameters attached to ... [Read more...]

CloudStat: Learn & Do R Language on the Cloud

November 19, 2011 | CloudStat

Hi! My fellow useRs! I’m making a web-based R Language platform ( http://cloudst.at/ ) for my students. My aim is to decrease the learning curve of learning R and collaboration. With CloudStat, there is no more download, installation, update and mai... [Read more...]

Keep your files in sync for free

November 19, 2011 | dan

It is not uncommon to have two computers at work, four at home and a server out on the wild, wild internet (that's what we have, anyway ... wait, we forgot one in London). How to keep all these files in sync? Here are our file synchronization tips. [Read more...]

Data is everywhere!

November 19, 2011 | Manos Parzakonis

I was writing earlier today that I am getting really fed to using the same datasets over and over again. Of course using the same data over time with different methods (eg look this) serves really well on a comparison scope but still we can use other data in a ...
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