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Shifting sands

A man with a hammer. Monday, May 11, 2015. Equity Ranking Backtest with Python/Pandas. I have been look at equities a bit of late, I am particularly interested in ranking a universe of equities for “low frequency” manual trading on a weekly or monthly basis. Every period I would rank each name on a bunch of different factors, then invest in the highest ranked ones for that month. One thing that is really cool about the pandas dataframe is that it allows multiple rows with the same index. If anyone knows ...

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Shifting sands | petewerner.blogspot.com Reviews
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A man with a hammer. Monday, May 11, 2015. Equity Ranking Backtest with Python/Pandas. I have been look at equities a bit of late, I am particularly interested in ranking a universe of equities for “low frequency” manual trading on a weekly or monthly basis. Every period I would rank each name on a bunch of different factors, then invest in the highest ranked ones for that month. One thing that is really cool about the pandas dataframe is that it allows multiple rows with the same index. If anyone knows ...
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Shifting sands | petewerner.blogspot.com Reviews

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A man with a hammer. Monday, May 11, 2015. Equity Ranking Backtest with Python/Pandas. I have been look at equities a bit of late, I am particularly interested in ranking a universe of equities for “low frequency” manual trading on a weekly or monthly basis. Every period I would rank each name on a bunch of different factors, then invest in the highest ranked ones for that month. One thing that is really cool about the pandas dataframe is that it allows multiple rows with the same index. If anyone knows ...

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1

Shifting sands: March 2015

http://petewerner.blogspot.com/2015_03_01_archive.html

A man with a hammer. Tuesday, March 24, 2015. Simulation and relative performance. There’s been some nice posts on randomness the last week or so, in particular here. I would like to look at how we can use simulations to get a better understanding of how some aspect of a trading system holds up relative to a bunch of random trades. In this example, I look at entries on weekly data for SPY. The entry signal is to buy if the previous week closed down. It looks like this. We can see there’s not a lot ...

2

Shifting sands: January 2014

http://petewerner.blogspot.com/2014_01_01_archive.html

A man with a hammer. Saturday, January 18, 2014. Cheap Tricks - Interactive Dance Floor Application with Kinect and openFrameworks. I took a short break from a longer term project I am working on to make something for a New Years Eve party dance floor. I didn’t have a lot of time and it shows one of my favorite aspects of working with openFrameworks: you get a lot of stuff for free via the addons available, making it very quick to implement ideas. You can see a little demo of the project here:. The audio...

3

Shifting sands: Simulation and relative performance

http://petewerner.blogspot.com/2015/03/simulation-and-relative-performance.html

A man with a hammer. Tuesday, March 24, 2015. Simulation and relative performance. There’s been some nice posts on randomness the last week or so, in particular here. I would like to look at how we can use simulations to get a better understanding of how some aspect of a trading system holds up relative to a bunch of random trades. In this example, I look at entries on weekly data for SPY. The entry signal is to buy if the previous week closed down. It looks like this. We can see there’s not a lot ...

4

Shifting sands: Tracking down errors in R

http://petewerner.blogspot.com/2013/01/tracking-down-errors-in-r.html

A man with a hammer. Tuesday, January 29, 2013. Tracking down errors in R. It's that moment we all know and love, somewhere in our code something has gone wrong. We think we have done everything right, but instead of expected glory we find only terse red text lain below our lintel. This can be very frustrating, and trouble shooting these issues can often be very time consuming. Let's take a look at the error:. X - iris[,1:4]. Y - iris[,5]. Mod - nnet(X, Y, size=2). In addition: Warning message:. In the e...

5

Shifting sands: The R documentation is bad

http://petewerner.blogspot.com/2015/03/the-r-documentation-is-bad.html

A man with a hammer. Friday, March 6, 2015. The R documentation is bad. I have been using R for some time now and still can find it frustrating to work with. Over the years have come to the conclusion that it is primarily due to the documentation being bad. I offer no actual solutions here, but thought I would try and write down exactly what I dislike about it. As an example, let’s look at creating an identity matrix. Pretend we are new to R and staring at the prompt. Let’s try a search, typing? 8220;A t...

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R by examples: R for Stata users (Part 3)

http://rbyexamples.blogspot.com/2015/07/r-for-stata-users-part-3.html

Thursday, July 2, 2015. R for Stata users (Part 3). We learned how to use R to load datasets, perform simple manipulations, and conduct linear regression. Here, we will learn how to save work, draw scatterplots, handle dates and times, extract substrings, and encode variables. Make sure that you've opened RStudio and loaded the auto dataset. Task #11: Save work. The following command will write a CSV file to RStudio's current working directory:. Writecsv(auto, "edited auto.csv"). And we can then write ou...

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R by examples: Plotting maps with choroplethr

http://rbyexamples.blogspot.com/2015/07/plotting-maps-with-choroplethr.html

Saturday, July 4, 2015. Plotting maps with choroplethr. According to the below graphic from the Sacramento Bee, Latinos have overtaken whites to become the most populous ethnic group. Let's use the choroplethr package to examine the racial distribution of California counties. Let's start with the preliminaries: installing and loading the package, as well as loading the relevant datasets. We'd also need to load the ggplot2 library, which will come useful in plotting the maps. Consists of three layers:.

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R by examples: Overview of Machine Learning Techniques in R

http://rbyexamples.blogspot.com/2015/07/overview-of-machine-learning-techniques.html

Sunday, July 12, 2015. Overview of Machine Learning Techniques in R. Whenever we do something as simple as a Google search, we benefit from machine learning. Demand is high for those with machine learning skills - a search of LinkedIn reveals 9,369 results for "machine learning". Subsequent posts will elaborate on these in more detail. September 1, 2015 at 8:52 PM. Thanks for sharing your interesring post. Koyo kaki bamboo vbo original. Harga Grosir Termurah Agen Moment Slimmer. R for Public Health.

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R by examples: Extracting JSON data in R

http://rbyexamples.blogspot.com/2015/07/extracting-json-data-in-r.html

Monday, July 6, 2015. Extracting JSON data in R. Increasingly, data on the internet is presented in JSON format. For the uninitiated, here's what a JSON file looks like:. Name:"John Smith", timings:[1,2,3]},. Name:"Adam Yu", timings:[3,2,1]},. Name:"Frank Pin", timings:[7,4,3]}. How can R analyze the data appropriately? Let's take a look at a real life example: the salaries of public servants at the City of Chicago. R has three major packages which can analyze JSON data. Of what you need. I say most.

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R by examples: Linear regression

http://rbyexamples.blogspot.com/2015/07/linear-regression.html

Sunday, July 12, 2015. Let's try regression on the auto dataset. Regfit.full - regsubsets(price ., auto). It doesn't work because by default, exhaustive search is performed. This requires lots of permutations, so you have to set really.big=TRUE if you want this. But let's just make things simpler by carving out a subset of variables:. Autosmall - auto[,c(2,3,5,6,7,8,9,10,11)]. Regfit.full - regsubsets(price . , autosmall). The indicates we want all variables to be considered. For model selection, it'll b...

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Sensitivity analysis for neural networks – R is my friend

https://beckmw.wordpress.com/2013/10/07/sensitivity-analysis-for-neural-networks

R is my friend. 039;R challenge is like the Rubik's cube of our people' – Sarah Thompson. Sensitivity analysis for neural networks. And determining importance of model inputs. This post will describe a function for a sensitivity analysis of a neural network. Specifically, I will describe an approach to evaluate the form of the relationship of a response variable with the explanatory variables used in the model. The general goal of a sensitivity analysis is similar to evaluating relative importance. We mi...

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Quant News

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The latest research and news for quantitative traders. Fast Traders Make a Quick Buck: The Role of Speed in Liquidity Provision. A Bargain Hunter's Dream: High-Priced Stocks. Are expensive, that is, high-priced stocks, in reality the cheap ones from a fundamental perspective? A href=http:/ ssrn.com/abstract=2078535 The Golden Dilemma /a. A href=http:/ ssrn.com/abstract=2148691 An Impressionistic View of the 'Real' Price of Gold Around the World /a . The Term Structure of the Price of Variance Risk. At th...

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R by examples: Linear Regression in R

http://rbyexamples.blogspot.com/2015/07/linear-regression-in-r.html

Sunday, July 5, 2015. Linear Regression in R. Let's load the auto dataset. And learn regression techniques in more detail. (For those who have not read previous posts, this is a dataset containing information about 74 cars.). Suppose we want to find the relationship between the price and weight of a car. One way to do this is. Priceweight - lm(auto$price auto$weight). Priceweight - lm(price weight, data=auto). Will work as well. We can then visualize the data by. Abline(priceweight, lwd = 5). It might be...

rbyexamples.blogspot.com rbyexamples.blogspot.com

R by examples: July 2015

http://rbyexamples.blogspot.com/2015_07_01_archive.html

Sunday, July 12, 2015. Let's try regression on the auto dataset. Regfit.full - regsubsets(price ., auto). It doesn't work because by default, exhaustive search is performed. This requires lots of permutations, so you have to set really.big=TRUE if you want this. But let's just make things simpler by carving out a subset of variables:. Autosmall - auto[,c(2,3,5,6,7,8,9,10,11)]. Regfit.full - regsubsets(price . , autosmall). The indicates we want all variables to be considered. For model selection, it'll b...

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Biography pages for celebrities video player. Pete Wentz has made a name for himself both on and off the stage. After stealing his first guitar and playing in several bands in Chicago, Wentz rose to fame as the bassist for popular punk band, Fall Out Boy. Young Hollywood hung with the band backstage and got an inside peek into some of their quirky backstage rituals. A ttended DePaul University and dropped out just one semester shy of graduation. His production company's logo is tattooed on his pelvis.

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Blog de PeteWentzx3 - #__Ï ♥ P℮t℮ W℮ntz <3'__# - Skyrock.com

Mot de passe :. J'ai oublié mon mot de passe. Ï ♥ P℮t℮ W℮ntz 3' #. P℮t℮ W℮ntz ♥. P℮t℮ W℮ntz et Au group℮. Lach℮z vos cOm's. C℮ skyblog port℮ra sur :. 8250; Fall Out Boy. 8250; sur P℮t℮ W℮ntz. 8250; D℮s n℮wz. 8250; Photo/Photo inédit℮. 8250; L℮s Photo sans protèk'. D℮mand℮ un li℮n svp'. M℮s Blogs :. 8250; X- Bouum. 8250; RihannaF℮nty-x3. 8250; Xx-Miss- David-xX. Comm' r℮ndu Doubl℮. Si j'suis de bonn℮ hum℮ur =). Oubli℮ pah' d℮ lach℮r t℮s. Comm' Ca fait toujours. Bonn℮ Visit℮ =D. Mise à jour :. Fait de plus...

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a lil bit closer

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Pete Werner

Messing Up My Mind. Includes unlimited streaming via the free Bandcamp app, plus high-quality download in MP3, FLAC and more. LONELY TOWN IN THE WINTER. IN THE SHADE OF THE HOLLOW. WILL I SEE YOU TOMORROW. I KNOW, I KNOW, I KNOW. SAILING THROUGH THE HARD TIMES. ROLL DOWN THE MOUNTAIN. MESSING UP MY MIND. Visit the official website petewerner.ca. Released 30 June 2013. Pete Werner Messing Up My Mind. Special thanks to STEVEN DRAKE - Keyboards on WILL I SEE YOU TOMORROW? 2013 WERNER BROS. RECORDS. Track Na...

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Shifting sands

A man with a hammer. Monday, May 11, 2015. Equity Ranking Backtest with Python/Pandas. I have been look at equities a bit of late, I am particularly interested in ranking a universe of equities for “low frequency” manual trading on a weekly or monthly basis. Every period I would rank each name on a bunch of different factors, then invest in the highest ranked ones for that month. One thing that is really cool about the pandas dataframe is that it allows multiple rows with the same index. If anyone knows ...

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Home

Messing Up My Mind by Pete Werner. Salvage by PETE WERNER. I’m looking for the spark, the part that’s alive, the emotional electricity in a song. You can’t fake it. Dressing it up doesn’t always help. I like raw music. After recently opening for Canadian rock legends 54-40 at a sold. Out Commodore ballroom, the buzz is steadily growing around. Local Vancouver singer/songwriter Pete Werner. His signature; no. Frills, no bells and whistles, just a drive to play honest and inspired. The Hard Times showcase ...

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Welcome - Pete West

Op deze website presenteer ik mijn body and erotic foto en film artworks. Ik ben een Nederlandse artist en maak dit werk op niet commerciele basis. Ik werk bijna altijd met niet-professionele mensen. Alles wat ik bij mijn modellen zoek is energie en de wil om samen een mooi artwork te maken.