Quantitative Finance
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Clustering with selected Principal Components

Clustering with selected Principal Components | Quantitative Finance | Scoop.it
In the Visualizing Principal Components post, I looked at the Principal Components of the companies in the Dow Jones Industrial Average index over 2012. Today, I want to show how we can use Principal Components to create Clusters (i.e.
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Quantitative Finance
News, Slides and various discussions about quant finance
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Bring Your Data to Life with googleVis and R – Tutorial

In this new demonstration, you will learn how to use the googleVis package in R to create a some beautiful interactive charts. The charts created here are
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The one machine learning concept you need to know

The one machine learning concept you need to know | Quantitative Finance | Scoop.it
Machine learning is hard. Some people spend weeks, months, even years trying to learn machine learning without any success. They play around with datasets, buy
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Review: Data Mining with Rattle and R

Review: Data Mining with Rattle and R | Quantitative Finance | Scoop.it
(This article was first published on Exegetic Analytics » R, and kindly contributed to R-bloggers)
I read Data Mining with Rattle and R by Graham Williams over a year ago. It’s not a new book and I’ve just been tardy in writing up a review.
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Thanks to R Markdown: Perhaps Word is an option after all?

Thanks to R Markdown: Perhaps Word is an option after all? | Quantitative Finance | Scoop.it
(This article was first published on mages' blog, and kindly contributed to R-bloggers)
In many cases Word is still the preferred file format for collaboration in the office.
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A Hammer Trading System — Demonstrating Custom Indicator-Based Limit Orders in Quantstrat

A Hammer Trading System — Demonstrating Custom Indicator-Based Limit Orders in Quantstrat | Quantitative Finance | Scoop.it
(This article was first published on QuantStrat TradeR » R, and kindly contributed to R-bloggers)
So several weeks ago, I decided to listen on a webinar (and myself will be giving one on using quantstrat on Sep.
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R vs MATLAB (Round 3)

R vs MATLAB (Round 3) | Quantitative Finance | Scoop.it
(This article was first published on Eran Raviv » R, and kindly contributed to R-bloggers)
At least for me, R by faR. MATLAB has its own way of doing things, which to be honest can probably be defended from many angles.
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How to update and backup a MySQL database under version control and all within Rstudio

How to update and backup a MySQL database under version control and all within Rstudio | Quantitative Finance | Scoop.it
(This article was first published on Bartomeus lab » Rstats, and kindly contributed to R-bloggers) I am trying to have better workflows to ensure data quality and two important things for me are first, scripting as much as posible the data...
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Shiny cheat sheet

Shiny cheat sheet | Quantitative Finance | Scoop.it
(This article was first published on RStudio Blog, and kindly contributed to R-bloggers)
Shiny v0.10 comes with a quick, handy guide. Use the Shiny cheat sheet as a quick reference for building Shiny apps.
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Consistent naming conventions in R

Consistent naming conventions in R | Quantitative Finance | Scoop.it
(This article was first published on Robin Lovelace - R, and kindly contributed to R-bloggers)
Naming conventions in R are famously anarchic, with no clear winner and multiple conventions in use simultaneously in the same package.
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Compile R and OpenBLAS from Source Guide

Compile R and OpenBLAS from Source Guide | Quantitative Finance | Scoop.it
(This article was first published on Lindons Log » R, and kindly contributed to R-bloggers)
This guide is intended to aid any R and Linux user who desires a threaded version of BLAS.
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Réflexions du soir sur la solvabilité et la mesure des risques...

Réflexions du soir sur la solvabilité et la mesure des risques... | Quantitative Finance | Scoop.it
Les évolutions récentes du dispositif prudentiel européen conduisent à passer d'une logique dans laquelle l'exigence de marge est calculée de manière très forfaitaire, cette simplicité s'accompagnant d'un certain nombre de contraintes imposées par...
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Updates for Proportional Minimum Variance and Adaptive Shrinkage methods

Updates for Proportional Minimum Variance and Adaptive Shrinkage methods | Quantitative Finance | Scoop.it
I create supporting pages for two projects I have collaborated with David Varadi in 2013: Proportional Minimum Variance Algorithm Adaptive Shrinkage Method Please check the links to get more info, including supporting blog posts, back-tests, R...
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R and my divorce from Word

R and my divorce from Word | Quantitative Finance | Scoop.it
(This article was first published on Ecology in silico, and kindly contributed to R-bloggers)
Being in grad school, I do a lot of scholarly writing that requires associated or embedded R analyses, figures, and tables, plus bibliographies.
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R – GPU Programming for All with ‘gpuR’

R – GPU Programming for All with ‘gpuR’ | Quantitative Finance | Scoop.it
Introduction GPUs (Graphic Processing Units) have become much more popular in recent years for computationally intensive calculations.  Despite these gains
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Imputing missing data with R; MICE package

(This article was first published on DataScience+, and kindly contributed to R-bloggers)
Missing data can be a not so trivial problem when analysing a dataset and accounting for it is usually not so straightforward either.
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Adjusted Momentum

Adjusted Momentum | Quantitative Finance | Scoop.it
(This article was first published on Systematic Investor » R, and kindly contributed to R-bloggers) David Varadi has published two excellent posts / ideas about cooking with momentum: VIX-Adjusted Momentum Error-Adjusted Momentum I just...
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Quantitative Finance applications in R – 8

Quantitative Finance applications in R – 8 | Quantitative Finance | Scoop.it
(This article was first published on Revolutions, and kindly contributed to R-bloggers) The latest in a series by Daniel Hanson Introduction Correlations between holdings in a portfolio are of course a key component in financial risk...
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Optimizing with R expressions

Optimizing with R expressions | Quantitative Finance | Scoop.it
(This article was first published on Odd Hypothesis, and kindly contributed to R-bloggers) I recently discovered a powerful use for R expression()’s Say you are trying to fit some experimental data to the following nonlinear equation:...
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magrittr: Simplifying R code with pipes

magrittr: Simplifying R code with pipes | Quantitative Finance | Scoop.it
(This article was first published on Revolutions, and kindly contributed to R-bloggers)
R is a functional language, which means that your code often contains a lot of ( parentheses ).
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Constructing a Continuous Futures Series From Quandl

Constructing a Continuous Futures Series From Quandl | Quantitative Finance | Scoop.it
(This article was first published on Revolutions, and kindly contributed to R-bloggers)
by Ilya Kipnis
In this post, I will demonstrate how to obtain, stitch together, and clean data for backtesting using futures data from Quandl.
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IEEE ranks R #9 amongst all languages

IEEE ranks R #9 amongst all languages | Quantitative Finance | Scoop.it
(This article was first published on Revolutions, and kindly contributed to R-bloggers) IEEE — the world's largest professional association for the language of technology — recently published its ranking of the popularity of programming...
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Introducing RcppParallel: Getting R and C++ to work (some more) in parallel

Introducing RcppParallel: Getting R and C++ to work (some more) in parallel | Quantitative Finance | Scoop.it
(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers) A common theme over the last few decades was that we could afford to simply sit back and let computer (hardware) engineers take care of...
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Data Preparation – Part I

Data Preparation – Part I | Quantitative Finance | Scoop.it
(This article was first published on Flavio Barros » r-bloggers, and kindly contributed to R-bloggers)
The R language provides tools for modeling and visualization, but is still an excellent tool for handling/preparing data.
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Forbes on putting R-based analytics in the hands of business analysts

Forbes on putting R-based analytics in the hands of business analysts | Quantitative Finance | Scoop.it
(This article was first published on Revolutions, and kindly contributed to R-bloggers) Forbes has published an article today on the integration between Alteryx and Revolution R Enterprise, which gives business analysts the ability to drag...
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High resolution graphics with R

High resolution graphics with R | Quantitative Finance | Scoop.it
(This article was first published on mages' blog, and kindly contributed to R-bloggers)
For most purposes PDF or other vector graphic formats such as windows metafile and SVG work just fine.
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