January 2012

Gold price and fear

January 18, 2012 | arthur charpentier

Via @theEconomist, I understood that there might be connections between the price of Gold (which is said to be extremely high nowadays) and the VIX SP500 index (the option volatility index, i.e. the so-called "fear index", as discussed - in French-... [Read more...]

R Cloud Services

January 18, 2012 | Rrasch

Ever since R was born (evoked?) geeks have been trying to get it to talk HTML. A list of web interfaces for R is updated on CRAN here. Aims are various. Some seek to replace R with a traditional GUI. Others are more ambitious and open up a glimpse of ... [Read more...]

Parallel R Loops for Windows and Linux

January 17, 2012 | Vik Paruchuri

Parallel computation may seem difficult to implement and a pain to use, but it is actually quite simple to use. The foreach package provides the basic loop structure, which can utilize various parallel backends to execute the loop in parallel. First,... [Read more...]

Credit rating by country

January 17, 2012 | Markus Gesmann

The financial crisis has put a lot of pressure on countries' long-term foreign currency credit ratings, with France recently being downgraded by S&P. Wikipedia provides a list of countries by credit ratings as report by US rating agencies S&P, Fitch, ...
[Read more...]

Infidelity and econometrics

January 17, 2012 | arthur charpentier

On http://www.bakadesuyo.com, there was recently an interesting discussion about infidelity, the key question being "at what ages are men and women most likely to have affairs?" The discussion is based on some graphs, e.g. The source is a paper b... [Read more...]

Time Series Matching strategy backtest

January 17, 2012 | systematicinvestor

This is a quick post to address comments raised in the Time Series Matching post. I will show a very simple example of backtesting a Time Series Matching strategy using a distance weighted prediction. I have to warn you, the strategy’s performance is worse then the Buy and Hold. ... [Read more...]

Quick Introduction to ggplot2

January 17, 2012 | Edwin Chen

For a much better looking version of this post (where code is actually readable!), see this Github repository, which also contains some of the example datasets I use and a literate programming version of this tutorial. Introduction This is a bare-bones introduction to ggplot2, a visualization package in R. It ... [Read more...]

Foreign Currencies and US 10y Treasury Yields

January 17, 2012 | klr

Since I explored the relationship between the Japanese Yen and the US 10y Treasury Yield on Friday, I thought it might be worthwhile to extend the exploration to a much broader range of currencies. I personally am most interested on how Asian Central B...
[Read more...]

NYT uses R to map the 1%

January 17, 2012 | David Smith

Last Saturday, the New York Times published a feature article on the wealthiest 1% of Americans. The on-line version of the article included interactive features like this interactive map showing where your household ranks in the country and in local regions. The print edition, however, included some different (and necessarily static) ... [Read more...]

R-Code Yahoo Finance Data Loading

January 17, 2012 | Fotis

Quantitative Finance, Technical Trading & Analysis. Fotis Papailias, Dimitrios Thomakos Fotis Quantitative Finance & Technical Trading R-Code Yahoo Finance Data LoadingHere is an R script that downloads Yahoo Finance Data without the need of additional packages/libraries. In the .zip file is the code with an example on how to use it. ... [Read more...]

Parallel R Loops in Windows and Linux

January 17, 2012 | Vik Paruchuri

Parallel computation may seem difficult to implement and a pain to use, but it is actually quite simple to use. The foreach package provides the basic loop structure, which can utilize various parallel backends to execute the loop in parallel. First, let's go over the basic structure of a foreach ... [Read more...]

How to map geographically-detailed survey responses?

January 17, 2012 | andrew

David Sparks writes: I am experimenting with the mapping/visualization of survey response data, with a particular focus on using transparency to convey uncertainty. See some examples here. Do you think the examples are successful at communicating both local values of the variable of interest, as well as the lack ... [Read more...]

Mid-January flotsam: teaching edition

January 17, 2012 | Luis

I was thinking about new material that I will use for teaching this coming semester (starting the third week of February) and suddenly compiled the following list of links: William Briggs writes It is time to stop teaching Frequentism to … Continue reading → [Read more...]

R Ec2

January 17, 2012 | Rrasch

Running R in the cloud So you want to run R in the cloud so you can set your Gibbs sampling off, forget about it, and not be paranoid about power cuts and reboots. Andrew Gelman hosted a good debate on the pros and cons of R in the cloud ... [Read more...]

Backtesting a Trading Strategy

January 16, 2012 | DomPazz

I've ordered Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics) to help me up the time series in R learning curve. So far what I have seen it looks good. The author has a good page with the issues in R and time ... [Read more...]
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