Adaptive Asset Allocation Extended

January 17, 2024 | R on FOSS Trading

This post extends the replication from the Adaptive Asset Allocation Replication post by running the analysis on OOS (out-of-sample) data from 2015 through 2023. Thanks to Dale Rosenthal for helpful comments. The paper uses the 5 portfolios below. Each...
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Six not-so-basic base R functions

January 16, 2024 | %>% dreams

Leonetto Cappiello, Benedictine R is known for its versatility and extensive collection of packages. As of the publishing of this post, there are over 23 thousand packages on R-universe. But what if I told you that you could do some pretty amazing things without loading any packages at all? There’s ...
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Six not-so-basic base R functions

January 16, 2024 | %>% dreams

Leonetto Cappiello, Benedictine R is known for its versatility and extensive collection of packages. As of the publishing of this post, there are over 23 thousand packages on R-universe. But what if I told you that you could do some pretty amazing things without loading any packages at all? There’s ...
[Read more...]

PowerQuery Puzzle solved with R

January 16, 2024 | Numbers around us

#147–148PuzzlesAuthor: ExcelBIAll files (xlsx with puzzle and R with solution) for each and every puzzle are available on my Github. Enjoy.Puzzle #147Picture above showing sudoku-like puzzles looks difficult, but puzzle itself is really hardcore. Proba...
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