829 search results for "finance"

Software engineer’s guide to getting started with data science

December 30, 2012
By
Software engineer’s guide to getting started with data science

Many of my software engineer friends ask me about learning data science. There are many articles on this subject from renowned data scientists (Dataspora, Gigaom, Quora, Hilary Mason). This post captures my journey (a software engin...

Read more »

Learn to use R for FREE with Coursera

December 21, 2012
By
Learn to use R for FREE with Coursera

Coursera is offering free courses about R among other interesting subjects. The first one on the application of R in financial econometrics is happening this week (but you can still enroll). There are two more courses starting in January 2013 are more about using R to analyse the data. The differences between the two are

Read more »

Shiny/R Conversion of Another One of My Favorite Mike Bostock d3 Examples

December 20, 2012
By

Mike Bostock has revolutionized visualization with his d3 and his seemingly infinite examples.  In another adaptation of his amazing work, I will adapt one of my favorite examples to supplement the interactive scatterplot with data supplied by R t...

Read more »

R in Insurance Conference, London, 15 July 2013

December 19, 2012
By
R in Insurance Conference, London, 15 July 2013

The first conference on R in Insurance will be held on Monday 15 July 2013 at Cass Business School in London, UK. The intended audience of the conference includes both academics and practitioners who are active or interested in the applications of R in insurance.This one-day conference will focus on applications in insurance...

Read more »

A look at historical Value at Risk

December 17, 2012
By
A look at historical Value at Risk

Historical Value at Risk (VaR) is very popular because it is easy and intuitive: use the empirical distribution of some specific number of past returns for the portfolio. Previously “The estimation of Value at Risk and Expected Shortfall” included an R function to estimate historical VaR. Generating portfolios A useful tool to explore risk models … Continue reading...

Read more »

Shiny, R, d3 Adaptation of Mike Bostock’s Calendar

December 13, 2012
By
Shiny, R, d3 Adaptation of Mike Bostock’s Calendar

The idea with all the posts http://timelyportfolio.blogspot.com/search/label/shiny was to learn both d3 and shiny by iterating through multiple experiments.  This example adaptation was my quickest yet at about 30 minutes.  Mike Bostock had d...

Read more »

analyze the american community survey (acs) with r and monetdb

December 10, 2012
By

experimental.  think of the american community survey (acs) as the united states' census for off-years - the ones that don't end in zero.  every year, one percent of all americans respond, making it the largest complex sample administered by ...

Read more »

A Simple Model for Realized Volatility

December 9, 2012
By
A Simple Model for Realized Volatility

The post has two goals: (1) Explain how to forecast volatility using a simple Heterogeneous Auto-Regressive (HAR) model. (Corsi, 2002) (2) Check if higher moments like Skewness and Kurtosis add forecast value to this model. It will be a high … Continue reading →

Read more »

Variability in long-short decile strategy tests

December 3, 2012
By
Variability in long-short decile strategy tests

How to capture return variability when testing strategies with long-short deciles. Traditional practice Question: Does variable X have predictive power for our universe of assets? A common scheme of quants to answer the question is to form a series of portfolios over time.  The portfolio at each time point: is long the equal weighting of … Continue reading...

Read more »

Discovering the quality of portfolio decisions

November 26, 2012
By
Discovering the quality of portfolio decisions

Performance analysis of an example portfolio. The portfolio We explore a particular portfolio during 2007.  It invests in S&P 500 stocks and starts the year with a value of $10 million.  Initially there are 50 names in the portfolio.  It also ends the year with 50 names but has up to 53 names during the … Continue reading...

Read more »

Sponsors

Mango solutions



plotly webpage

dominolab webpage



Zero Inflated Models and Generalized Linear Mixed Models with R

Quantide: statistical consulting and training

datasociety

http://www.eoda.de





ODSC

ODSC

CRC R books series





Six Sigma Online Training









Contact us if you wish to help support R-bloggers, and place your banner here.

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)