Publications by Isomorphismes
Two interesting ideas here: “trading time” price impact of a…
Two interesting ideas here: “trading time” price impact of a trade proportional to exp( √size ) Code follows: require(quantmod) getSymbols("MER") #Merrill Lynch #Gatheral's model HiLo <- function(symbol) log( Hi(symbol) / Lo(symbol) ) **2 UpDay <- function(symbol) Cl(symbol) > Op(symbol) #munging mer <- mer...
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a public list of R freelancers
tl,dr: If you want to be contacted for freelance R work, edit this list https://github.com/isomorphisms/hire-an-r-programmer/blob/master/README.md. Background/Problem: I was looking for a list of R-programming freelancers and realised there is no such list. Other than famous people and people I already talk to, I don’t know even a small fract...
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How do I open R help about a symbol, special character, or punctuation mark like ( parenthesis or [ bracket?
A question I’ve googled before without success. Hopefully this answer will show up for someone who needs it. I’ll also go over the better-known uses of ? just in case. To get help in R about a function like subset you type ?subset . That’s like man subset from the command line. If you only know roughly what you’re looking for use double...
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How do I open R help about a symbol or punctuation mark like ( parenthesis or [ bracket?
A question I’ve googled before without success. Hopefully this answer will show up for someone who needs it. I’ll also go over the better-known uses of ? just in case. To get help in R about a function like subset you type ?subset . That’s like man subset from the command line. If you only know roughly what you’re looking for use double...
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Size of each object in R’s workspace
I’ve googled How do I find out how big my workspace is too many times … here’s the explicit code to run and hopefully the next googler sees this post: for (thing in ls()) { message(thing); print(object.size(get(thing)), units='auto') } Fin. You can stop there. Or for a bit of context… Here’s an example code to generate objects of varia...
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> plot( polyroot(choose(131,14:29)) ,pch=19,col=’red’) >…
29 39 59 79 99 119 “139” > plot( polyroot(choose(131,14:29)) ,pch=19,col='red') > plot( polyroot(choose(131,14:39)) ,pch=19,col='red') > plot( polyroot(choose(131,14:59)) ,pch=19,col='red') > plot( polyroot(choose(131,14:79)) ,pch=19,col='red') > plot( polyroot(choose(131,14:99)) ,pch=19,col='red') > plot( polyroot(choose(131,14:119)) ...
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Measuring Fat Loss without the scale
@tdhopper posted his self-measurements of weight loss a few months back. I recently decided also that I wanted to lose fat-weight—the infamous “I could stand to be a few kilos lighter”—and I think I came up with a more productive way of thinking about my progress: I’m not going to look at the scale at all. I’m just going to count cal...
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√(x²−1)(x²−k²). x,k∈ℂ (actually just going over the unit…
√(x²−1)(x²−k²), k∈ℂ x² √(x²−1)(x²−k²). x,k∈ℂ (actually just going over the unit circle, not all of ℂ) edit: hey, are these showing up as moving gif’s for you? code: require(animation) source(wegert.R) #where I define "plat" and "Z", standard for all Wegert plots i = complex(imaginary=1) ...
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List of R programmers
List of R programmers: Hello R people. In December of 2013 I posted a cheap-o wiki-editable (thank you github) contact list which recruiters can use to find you, if they’re looking for R programmers. In what I consider a resounding success, within a few weeks it got onto the first page of google (thank you github), and within a month or two it...
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Treasury yield curve from the Volcker era through Greenspan,…
2006–2014 using FRBData 2006–2014 using FRBData package Treasury yield curve from the Volcker era through Greenspan, Bernanke, and Yellen. require(YieldCurve) data(FedYieldCurve) maturities <- c(3/12,6/12,1,2,3,5,7,10) howmany=NROW(FedYieldCurve) require(animation) saveGIF({ for (i in 1:howmany) { plot(maturities, FedYieldCurve...
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