ARMA Models for Trading

August 21, 2012 | 0 Comments

In this tutorial I am going to share my R&D and trading experience using the well-known from statistics Autoregressive Moving Average Model (ARMA). There is a lot written about these models, however, I strongly recommend Introductory Time Series with R, which I find is a perfect combination between light ... [Read more...]

introduction to R: learning by doing (part 2: plots)

July 10, 2012 | 0 Comments

Lets go one with the second part of learning R by doing R (you will find the first part here. As we have used vectors, matrices and loops in the first part, we will concentrate on graphics in this one. but first we will need data to plot: Sometimes you ... [Read more...]

introduction to R: learning by doing (part 1)

July 9, 2012 | 0 Comments

Geography is often about statistics as it is the basis for fast exchange of information: providing a mean and standard deviation to the audience is often much easier then showing raw data: Learning a script language for this purpose can be a hard-ass work. But I think it is more ... [Read more...]

reproducible documents/analytics in R: the knitr package

June 26, 2012 | 0 Comments

When I am working in new institutions and I am asking: “Do you have a document management system?” I often get the answer:”Yap, we are using folders” … OKAY. Making analysis, developing applications and keeping an eye on code, data and applications make this even harder as it has to ... [Read more...]

Actuarial models with R, Meielisalp

June 23, 2012 | 0 Comments

I will be giving a short course in Switzerland next week, at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineering organized by ETH Zürich, https://www.rmetrics.org/. The long... [Read more...]

Choosing colour palettes. Part I: Introduction

May 29, 2012 | 0 Comments

In this series of three posts, we’ll look at colours in R graphics produced with ggplot2: what are the available choices of colour schemes, and how to choose a colour palette most suitable for a particular graphic? In kindergarten, choosing a co... [Read more...]

Adding watermarks to plots

May 22, 2012 | 0 Comments

A question was raised today on the mailing list: Is there an easy way to add a watermark to a ggplot? There are several options, depending on the type of watermark and the required level of control over the output, add a text label using annotate (th... [Read more...]

useR! 2012 Conference

April 25, 2012 | 0 Comments

“Spatial data is, quite literally, everwhere” (Barry Rowlingson) this is so true! And because of that you guys will have the chance to take part in a great tutroial on using R for managing geospatial data, transforming, making maps and working with OGC standards. So visit this years useR! conference ... [Read more...]

A Direct Marketing In-flight Forecasting System

February 29, 2012 | 0 Comments

This is an edited version of A Direct Marketing In-flight Forecasting System. The original article was written by Shannon Terry and Ben Ogorekm, Nationwide Insurrance, in order to enter the “Applications of R in Business” contest organised by Revolution Analytics. This is the winning entry of the contest. I added ... [Read more...]

data.frame objects in R (via “R in Action”)

December 18, 2011 | 0 Comments

The followings introductory post is intended for new users of R.  It deals with R data frames: what they are, and how to create, view, and update them. This is a guest article by Dr. Robert I. Kabacoff, the founder of (one of) the first online R tutorials websites: Quick-R.  ... [Read more...]

Creating an R package, using developer/productivity tools

October 27, 2011 | 0 Comments

Couple of R programming (mainly infrastructure/workflow) related topics discussed at the Los Angeles R users group in a tutorial/demo-like form (targeted mainly to beginners) by Szilard Pafka and Jeroen Ooms: how easy it is to create a simple package for … Continue reading →
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FishBASE from R

August 26, 2011 | 0 Comments

In lab known for its quality data collection, high-speed video style, writing the weekly blog post can be a bit of a challenge for the local code monkey. That’s right, no videos today. But lucky for me, even this group … Continue reading → [Read more...]

Paul Murrell – Introduction to Grid graphics (useR! 2011)

August 15, 2011 | 0 Comments

Typically, I’m very bad at taking notes in conference. This time around, I intend to make notes for each some of the talks I attend at this year’s useR! 2011 conference. Below are my notes that I made during this afternoon’s tutorial. Note: these are just notes I ... [Read more...]

Downloading S&P 500 Data to R

March 23, 2011 | 0 Comments

The cornerstone of your analysis and quantitative trading algorithms are data. There are lots of different ways how to do it in R (depending of what your investment instruments are). Today I am going to download data from finance.yahoo which are stock ... [Read more...]

Book review: 25 Recipes for Getting Started with R

February 24, 2011 | 0 Comments

Recently I was asked by O’Reilly publishing to give a book review for Paul Teetor new introductory book to R.  After giving the book some attention and appreciating it’s delivery of the material, I was happy to write and post this review.  Also, I’m very happy to ... [Read more...]

Use R to view and manipulate the File System

February 21, 2011 | 0 Comments

One of the best ways to learn how to code in R is to view sample scripts that people share. I recently came across this post where Michael uses R to scrape twitter and collect all sorts of great data … Continue reading → [Read more...]

Create a Web Crawler in R

February 8, 2011 | 0 Comments

Admittedly I am not the best R coder, and I certainly have a lot to learn, but the code at the link below should provide you with an example of how easy it is to create a very (repeat: very) basic web crawler in R.  If you wanted to do ...
[Read more...]

Remove all rows of an R dataframe

January 13, 2011 | 0 Comments

I should have probably figured this out a long time ago, but as I get deeper into programming with R, I am finding the need to remove all rows from a dataframe.  I was making this alot harder than it had to be. your.df
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