Recently I was faced with a file compressed in NASDAQ’s ITCH-protocol, as I wasn’t able to find an R-package that parses and loads the file to R for me, I spent (probably) way to much time to write one, so here it is. But you might wonder, what ...

The following entry explains a basic principle of finance, the so-called efficient frontier and thus serves as a gentle introduction into one area of finance: “portfolio theory” using R. A second part will then concentrate on the Capital-Asset-Pricing-Method (CAPM) and its assumptions, implications and drawbacks. Note: All code that is ...

You could say that the following post is an answer/comment/addition to Quintuitive, though I would consider it as a small introduction to parallel computing with snowfall using the thoughts of Quintuitive as an example. A quick recap: Say you create a model that is able to forecast 60% of ...

Facing a simple, yet frustrating formula like this and the task to solve it for x left me googling around for hours until I found salvation in Wolfram Alpha, Wikipedia, and a nice blog post with R-syntax to solve a similar equation. Using the results from Wolfram Alpha I was ...

When dealing with large datasets that potentially exceed the memory of your machine it is nice to have another possibility such as your own server with an SQL/PostgreSQL database on it, where you can query the data in smaller digestible chunks. For example, recently I was facing a financial ...

Introduction Recently I found a good introduction to the Shelling-Segregation Model and to Agent Based Modelling (ABM) for Python (Binpress Article by Adil). The model follows an ABM approach to simulate how urban segregation can be explained. I will concentrate on the R-code, if you want to know more about ...