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Here is a small utility function to save you some boring work. Say you have a file to read into R. The file path is C:\Users\folder1\folder2\folder3\mydata.csv. So what do you do? you copy the path, paste it to the editor, and start reversing the ... [Read more...]

Enough! Enough with that pointless R versus Python debate. I find it almost as pointless as the Bayesian vs Frequentist “dispute”. I advocate here what I advocated there (“..don’t be a Bayesian, nor be a Frequenist, be opportunist“). Nowadays even marginally tedious computation is being sent to faster, minimum-overhead ... [Read more...]

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Courtesy of R Consortium, you can view my forecast combination talk (16 mins) given in France few months ago, below. The slides for talk and the paper it’s based on can be found here Related posts: Forecast Combination in R – slides The useR! 2019 held in Toulouse ended couple of days... ... [Read more...]

The useR! 2019 held in Toulouse ended couple of days ago. I spoke of the recent R journal publication about forecast combinations (joint work with Christoph Weiss and Gernot Roetzer). Slides for the talk can be found here. Related posts: R Journal publication The R Journal is the open access, refereed ... [Read more...]

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A higher-order function is a function that takes one or more functions as arguments, and\or returns a function as its result. This can be super handy in programming when you want to tilt your code towards readability and still keep it concise. Consider the following code: [crayon-5c4dddebcccbf005402937/] ... [Read more...]

Reproducible Finance with R is a clever book, with modern treatment of classical concepts. Here below is what I liked- and disliked about the book. Back when I was practicing Judo, there was a guy in my group who mastered that one exercise (called Uchi Mata). He could go fighting 20 ... [Read more...]

The R language has some quirks compared to other languages. One thing which you need to constantly watch for when moving to- or from R, is that R starts its indexing at one, while almost all other languages start indexing at zero, which takes some getting used to. Another quirk ... [Read more...]

The yearly R in Finance conference is one of my favorites: 1. Titans of the R community are there every year. This year the founder of Rstudio (but much more really), JJ Allaire was a keynote speaker. He gave a talk about Machine Learning with TensorFlow and R. 2. Single track. I ... [Read more...]

Diversity is a real strength. By now it is common knowledge. I often see institutions openly encourage multinational environment and multidisciplinary professionals, with specific “on-the-job” training to tailor for own needs. No one knows a lot about a lot, so bringing different together enhance independent thinking and knowledge available to ... [Read more...]

Image by Timothy Poulton   A long-standing paradigm among savers and investors is to favor a mixture of 40% bonds and 60% equities. The simple rationale is that stocks will provide greater returns while bonds will serve as a diversifier when if equities fall. If you are saving for your pension, you probably ... [Read more...]