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REITs for Everybody Now REITs for Nobody Part 2

June 16, 2011 | klr

As a quick follow-up to my first REITs for Everybody Might Now Mean REITs for Nobody, I want to look at REITs and High Yield bonds, which also might simultaneously attract conservative yield buyers and speculative beta chasers.HYG (iShares High Yield) ...
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Character occurrence in passwords

June 16, 2011 | csgillespie

As everyone knows, it seems that Sony is taking a bit of a battering from hackers.  Thanks to Sony, numerous account and password details are now circulating on the internet. Recently, Troy Hunt carried out a brief analysis of the password structure. Here is a summary of his post: There ... [Read more...]

Market arrows

June 16, 2011 | Pat

Graphs like Figure 1 are reasonably common.  But they are not reasonable. Figure 1: A (log) price series with an explicit guide line. Some have the prices on a logarithmic scale, which is an improvement on the raw prices. The problem with this sort of plot is that two particular data points ... [Read more...]

Further Bernoulli factories

June 15, 2011 | xi'an

Yesterday, Andrew Thomas and José Blanchet posted a note on the Bernouilli factory on arXiv. This short paper links with the recent paper of Flegal and Herbei I commented earlier. Considering the special target Thomas and Blanchet develop an elaborate scheme of cascading envelopes that converge to f from above. ... [Read more...]

The Big Analytics Revolution starts with R

June 15, 2011 | David Smith

Thanks to everyone who attended our webinar The 'Big Analytics' Revolution Starts with R yesterday. If you missed the live session, you can download the presentation slides (PDF) and the 30-minute replay video (WMV) from the Revolution Analytics website. The presentation focuses on the isse of Big Data, and how ... [Read more...]

Hot Job in IT: Data Science

June 14, 2011 | David Smith

CIO Magazine today has an article on the "6 Hottest New Jobs in IT" in which features Data Science and R at #2: "There's now an intellectual consensus in business that the only way to run an enterprise is to use analytics with data scientists to find opportunities," says Norman Nie, CEO ... [Read more...]

Wilcoxon Champagne test

June 14, 2011 | Julyan Arbel

As an appetizer for Paris triathlon, Jérôme and I ran as a team last week-end an adventure racing in Champagne region (it mainly consists in running, cycling, canoeing, with a flavor of orienteering, and Champagne is kept for the end). It was organized by Ecole Polytechnique students who, ... [Read more...]

REIT Momentum in Quantstrat

June 14, 2011 | klr

I took a short break from quantstrat to do some REIT analysis REITs for Everybody Might Now Mean REITs for Nobody.  Now let’s link the two by incorporating The Aleph Blog momentum bucket strategy in quantstrat. From TimelyPortfolio In ...
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No lake is an island: PhD Opportunity

June 14, 2011 | ucfagls

NERC recently funded the formation of the UK Lake Ecological Observation Network (UKLEON) as part of the its Networks of Sensors programme. UKLEON is lead by Ian Jones at CEH Lancaster. A fully-funded PhD project is associated with the UKLEON … Continue reading → [Read more...]

R package DOSE released

June 12, 2011 | ygc

Disease Ontology (DO) provides an open source ontology for the integration of biomedical data that is associated with human disease. DO analysis can lead to interesting discoveries that deserve further clinical investigation. DOSE was designed for semantic similarity measure and enrichment analysis. Read More: 619 Words Totally [Read more...]

Two Castles Run 2011

June 12, 2011 | CL

I did the Two Castles Run today; it’s a 10km race between Warwick and Kenilworth castles. The organizers were very quick to put the results online and even went the extra mile of offering them as a CSV file. It … Continue reading → [Read more...]

Global warming since 1995 ‘now significant’

June 11, 2011 | ucfagls

Yesterday (June 11, 2011) the BBC reported on comments by Prof. Phil Jones, of the Climatic Research Unit (CRU), University of East Anglia (UEA), that the warming experienced by the planet since 1995 was statistically significant. That the trend in … Continue reading → [Read more...]

REITs for Everybody

June 10, 2011 | klr

THIS IS NOT INVESTMENT ADVICE.  IT IS SIMPLY MY OPINION.  LISTENING TO MY OPINION MIGHT LOSE LOTS OF MONEY. I contend that REITs now have two buyers: dividend pickers and beta chasers.  The beta chasers’ demand has driven prices to sig...
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Cross de Bercy 2011 [v2&3]

June 10, 2011 | xi'an

[Warning: this post about a race I ran yesterday is unlikely to be of interest for most readers!] Following my (un)reasonable time last year, I registered again for the annual “Cross de Bercy”  run by the Sport Club of the Finance Ministry (with whom/which CREST is affiliated). This ... [Read more...]

A Quantstrat to Build on Part 5

June 9, 2011 | klr

Another iteration of the quantstrat system but this time with a sum of standard deviations instead of simple count and then some comparison charts.  Thanks for the comments and I welcome many more.  In my head and it seems like in others base...
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Automating R Scripts on Amazon EC2

June 9, 2011 | Travis Nelson

Overview: How to setup R on an EC2 instance of Ubuntu 11.04 (Natty Narwhal) How to setup Apache Tomcat 6.0 web server and configuring it with basic authentication so that we can view our output from R on a password … Continue reading → [Read more...]
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