R-bloggers

• R/Finance 2013: May 17-18 in Chicago
  This year's R/Finance conference on applied finance with R is scheduled for May 17-18 in Chicago, and promises once again to be the go-to conference for anyone using R in the finance industry. The keynote speakers have been announced, and it's a great lineup: Sanjiv Das, Professor of Finance and Chair of Finance Dept, Santa Clara University’s Leave […]
• Software Signals
  This blog post by Sean Taylor generated quite a stir. He discussed the signals one sends by using certain software packages and seems to think that R users are more competent. The reactions ranged from amusement to bashing. In defense of hard to learn statistical tools, i.e. #rstats prsm.tc/gyTBRK […]
• Batch forecasting in R
  I sometimes get asked about forecasting many time series automatically. Here is a recent email, for example: I have looked but cannot find any info on generating forecasts on multiple data sets in sequence. I have been using analysis services for sql server to generate fitted time series but it is too much of a black box (or I don’t know enough to tweak/mana […]
• Search and replace: Are you tired of nested `ifelse`?
  It happens all the time: you have a vector of fruits and you want to replace all bananas with apples, all oranges with pineapples, and leave all the other fruits as-is, or maybe change them all to figs. The usual solution? A big old nested `ifelse`: ... […]
• Demonstrate your R code with an interactive, embeddable Javascript widget
  Let visitors execute and play with simple R examples right on your web page, thanks to a web service and an embeddable widget provided by the Sage project. […]
• 2012 Summary and 2013 Plans
  2012 was a very important year for me. It was my first full year of trading only pure quantitative strategies. It was a very successful year as well, despite the fact that the S&P 500 returned 16% (including dividends) – a tough to beat benchmark. The strategy I use on the SPY, for which I […]
• Bayesian Classification with Gaussian Process
  Despite prowess of the Support Vector Machine, it is not specifically designed to extract features relevant to the prediction. For example, in network intrusion detection, we would like to learn relevant network statistics for the network defense. In... […]
• More Principal Components Fun
  Today, I want to continue with the Principal Components theme and show how the Principal Component Analysis can be used to build portfolios that are not correlated to the market. Most of the content for this post is based on the excellent article, “Using PCA for spread trading” by Jev Kuznetsov. Let’s start by loading […]
• PLS Path Modeling with R: A Comprehensive Tutorial by Gaston Sanchez
  Gaston Sanchez has just published an online pdf of his new book PLS Path Modeling with R.I have been using Gaston's plspm r package for a couple of years to analyze marketing data.  I started when I needed to test a path model in wh... […]
• source_GitHubData: a simple function for downloading data from GitHub into R
  In previous posts I've discussed how to download data stored in plain-text data files (e.g. CSV, TSV) on GitHub directly into R. Not sure why it took me so long to get around to this, but I've finally created a little function that simplifies the proce... […]