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Factor Evaluation in Quantitative Portfolio Management « The R Trader
http://www.thertrader.com/2015/03/23/factor-evaluation-in-quantitative-portfolio-management
The R Trader Blog. Risk as a “Survival Variable”. R financial time series tips everyone should know about ». Factor Evaluation in Quantitative Portfolio Management. March 23, 2015. When it comes to managing a portfolio of stocks versus a benchmark the problem is very different from defining an absolute return strategy. In the former one has to hold more stocks than in the later where no stocks at all can be held if there is not good enough opportunity. The reason for that is the tracking error. Between t...
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Book Review « The R Trader
http://www.thertrader.com/category/book-review
The R Trader Blog. Archive for the 'Book Review' Category. Introduction to R for Quantitative Finance – Book Review. January 10, 2014. I used some spare time I had over the christmas break to review a book I came across: Introduction to R for Quantitative Finance. An introduction to the book by the authors can be found here. Chap 1: Time Series Analysis. Chap 2: Portfolio Optimisation. Chap 3: Asset Pricing Model. Chap 4: Fixed Income Securities. Chap 5: Estimating the Term Structure of Interest Rates.
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Wakefield: Random Data Set (Part II) | TRinker's R Blog
https://trinkerrstuff.wordpress.com/2015/04/30/wakefield-random-data-set-part-ii
TRinker's R Blog. Experiments and Experiences in R. Random Data Sets Quickly. Cracking Safe Cracker with R →. Wakefield: Random Data Set (Part II). April 30, 2015. This post is part II of a series detailing the GitHub package, wakefield. For generating random data sets. The First Post (part I). Was a test run to gauge user interest. I received positive feedback and some ideas for improvements, which I’ll share below. The post is broken into the following sections:. Dummy Coding Expansion of Factors.
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About « The R Trader
http://www.thertrader.com/about
The R Trader Blog. I have been in the Quantitative Trading/Investment industry for more than 15 years, developing, testing and trading all sorts of investment strategies on all major asset classes. I started this blog to discuss the use of R in the context of systematic investment strategies. I also provide consulting services for high net worth individuals and institutions on all topics related to this blog which entails but is not limited to:. Quantitative evaluation of investment/trading strategies.
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R financial time series tips everyone should know about « The R Trader
http://www.thertrader.com/2015/07/07/r-financial-time-series-tips-everyone-should-know-about
The R Trader Blog. Factor Evaluation in Quantitative Portfolio Management. The Rise of the Robots (Advisors…) ». R financial time series tips everyone should know about. July 7, 2015. The xts package is the must have when it comes to times series in R. The example below loads the package and creates a daily time series of 400 days normaly distributed returns. Library(xts) myTs - xts(rnorm(400)/100,order.by=seq(Sys.Date()-399,Sys.Date(),days). It determines how the binding is done. NewTs - allMyTs[endpoin...
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reports | TRinker's R Blog
https://trinkerrstuff.wordpress.com/my-r-packages/reports
TRinker's R Blog. Experiments and Experiences in R. Reports is a package that assists in writing reports and presentations by providing a frame work that brings together existing R, LaTeX/.docx and Pandoc tools. The package is designed to be used with RStudio. The user will want to download these free programs to maximize the effectiveness of the reports package. To download the development version of reports:. Download the zip ball. On it, or use the devtools. Package to install the development version:.
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My R Packages | TRinker's R Blog
https://trinkerrstuff.wordpress.com/my-r-packages
TRinker's R Blog. Experiments and Experiences in R. I have developed multiple packages on CRAN. Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public). You are commenting using your WordPress.com account. ( Log Out. You are commenting using your Twitter account. ( Log Out. You are commenting using your Facebook account. ( Log Out. You are commenting using your Google account. ( Log Out. Notify me of new comments via email.
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tylerrinker | TRinker's R Blog
https://trinkerrstuff.wordpress.com/author/tylerrinker
TRinker's R Blog. Experiments and Experiences in R. I am Literacy PhD student with a bent for the quantitative and a passion for R. Googleformr at Work: Pneumatic Road Tube Allegory. May 12, 2016. Steve Simpson (@data steve) created the googleformr package to enable users to easily send information to a Google Form. It’s a nice way to send and securely store data via R and the price is great…FREE! A Pneumatic Road Tube Allegory…Kinda … Continue reading →. Pacman Ver 0.4.1 Release. March 31, 2016. My wife...
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qdapRegex | TRinker's R Blog
https://trinkerrstuff.wordpress.com/my-r-packages/qdapregex
TRinker's R Blog. Experiments and Experiences in R. Is a collection of regular expression tools associated with the qdap package. That may be useful outside of the context of discourse analysis. Tools include removal/extraction/replacement of abbreviations, dates, dollar amounts, email addresses, hash tags, numbers, percentages, person tags, phone numbers, times, and zip codes. To download the development version of qdapRegex:. Download the zip ball. On it, or use the devtools. Windows users need Rtools.
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Cracking Safe Cracker with R | TRinker's R Blog
https://trinkerrstuff.wordpress.com/2015/05/30/1646
TRinker's R Blog. Experiments and Experiences in R. Wakefield: Random Data Set (Part II). How do I re-arrange? Ordering a plot re-revisited →. Cracking Safe Cracker with R. May 30, 2015. My wife got me a Safe Cracker 40. Possible combinations. I think it’s best to understand the logic by watching the video:. Here are the dials. The NA. This is a brute force method but is still pretty quick. I made a shift function to treat vectors like circles or in this case dials. Here’s a demo of shift. Isna(c4b)] - n...