# Monthly Archives: December 2011

December 5, 2011
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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...

## Multi-Asset Backtest : Rotational Trading Strategies

December 5, 2011
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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 of the Rotational Trading Strategies (or

## My Favorite Graphs

December 5, 2011
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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 Elements of Graphing Data, Related posts:

## Using R — Standalone Scripts & Error Messages

December 5, 2011
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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 …  ...

December 5, 2011
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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...

## PCA file calculation with "R".

December 5, 2011
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X es la matriz centrada (X is the centered matrix). Xcov es la matriz de covarianzas de X (Xcov is the covariance matrix of X).Con la función "eigen" calculamos los "eigenvectors" y "eigenvalues" de Xcov.(With the function "eigen" we calculate the "ei...

## Decimal to Binary in "R"

December 5, 2011
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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 ...

## Vote Compass: visualizing Canadian poll results with R

December 5, 2011
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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 the results to align voters with the...

## International Open Data Hackathon

December 5, 2011
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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 the Washington...

## A pure R poker hand evaluator

December 5, 2011
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There's already a lot of great posts out there about poker hand evaluators, so I'll keep this short.  Kenneth J. Shackleton recently released a very slick 5-card and 7-card poker hand evaluator called SpecialK.  This evaluator is li...