Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Fotis Quantitative Finance & Technical Trading Improved Moving Average Code is available for download!Hi everyone, in the last few days we have received great feedback from you. Due to increasing demand we have made a short version of the original code ... [Read more...]

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The R language definition section on Exception Handling describes a very few basics about exceptions in R but is of little use to anyone trying to write robust code that can recover gracefully in the face of errors. In fact, …   read mo... [Read more...]

Noted without comment, visit Biostatistics Ryan Gosling !!! for more gems like the one above. [Read more...]

Now that the final submissions are in for the Applications of R in Business contest, it's time to announce the judging panel who will select the winners for $20,000 in cash prizes from Revolution Analytics. They are: Edd Dumbill, technologist and writer for O'Reilly Media David Menninger, VP & Research Director at ... [Read more...]

I cannot follow stock market developments daily, so I was looking for a quick overview of what had happened in the last week. What would be of interest for me is  “How did German stocks perform over the last 5 days, compared to the last 20 trading days and the last 250 trading ... [Read more...]

I found the slides below on the education page from Bioinformatics & Research Computing at the Whitehead Institute. The first set (PDF) gives an overview of the methods and software available for quality assessment of microarray and RNA-seq experim... [Read more...]

Due to the positive feedback received on this post I thought I would re-create the analysis on another peer-to-peer lending dataset, courtesy of Prosper.com. You can access the Prosper Marketplace data via an API or by simply downloading XML files that are updated nightly http://www.prosper.com/tools/. ... [Read more...]

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Conrad Sanderson made the official 2.4.0 release of Armadillo last evening. This was wrapped into RcppArmadillo release 0.2.32 which arrived on CRAN earlier today. The NEWS entries summarising the changes since the 2.2.* series, we already saw mos... [Read more...]

I want to discuss the implementation of Rotational Trading Strategies using the backtesting library in the Systematic Investor Toolbox.The Rotational Trading strategy switches investment allocations throughout the time, betting on few top ranked assets. For example, the ranking can be based on relative strength or momentum. A few examples ... [Read more...]

The important criterion for a graph is not simply how fast we can see a result; rather it is whether through the use of the graph we can see something that would have been harder to see otherwise or that could not have been seen at all. – William Cleveland, The ... [Read more...]

Open-source R is an amazing tool for statistical analysis and data visualization. Serious R gurus have found ways to do just about anything entirely within the R environment. Nevertheless, there are many of us who wish to plug R into …  &#16... [Read more...]

Oregon State University makes a set of ocean productivity data derived from satellite data available for download and use by researchers. The Ocean Productivity website explains the available data and how it was derived. I have put together a few R fun... [Read more...]

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Lately...I've been learning "R"...that weird programming language aimed for Statistics and Statistical programming...and I really like it...so as usual, I needed to create my own Decimal to Binary application -;)binary bsum bexp while (p_number __ 0) { digit p_number bsum bexp } return(bsum)}p_numberp_numberbsumcat("... [Read more...]

Vote Compass is an online "electoral literacy application, whose goal is to encourage engagement with and stimulate discussion around the policy platforms of Canada's political parties. In the lead-up to the 2011 Canadian election, Vote Compass collected the results of an on-line 10-minute survey from more than 2 million participants, and used ... [Read more...]

This past Saturday, I hung out at the Seattle branch of the International Open Data Hackathon. The event was hosted at the Pioneer Square office of Socrata, a small company that helps governments provide public open data. A pair of data analysts from Tableau were showing off a visualization for ... [Read more...]

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