Publications by Milk Trader
Home Away From Home
It used to be stuffed animals everywhere. These days, it’s those annoyingly small lego pieces. Toys in the house have a certain Tribble quality to them. They propagate during some designated time in the middle of the night and in the morning, they are everywhere. Worse than ants, because you can kill the ants. Invariably, a parent m...
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vRoom vRoom : Speeding up R with C
Many times you don’t want to trouble friends for help with menial tasks like moving furniture. But sometimes you need to step out and ask. Your friends are always happy to help, and after the heavy lifting is done you see how easy it can be. R likes to move furniture. It’s okay with moving a small table across the room, but when y...
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Last Time That Happened
I bought a lottery ticket yesterday. I hardly ever buy them. The last time I did I lost a dollar. Actually, every time I’ve bought a ticket I’ve lost. Yesterday I was at the local gas station in line behind a bloke who had a comprehensive folder of tickets. Kinda like those extreme coupon people, but he had lotto tickets instead...
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Making Stuff is Scary
My daughter’s best friend lives just down the street. Her mother runs a cupcake shop that’s just a little further down the street. Being eleven going on sixteen, my daughter fancies herself a “quote” — worker at the shop. She’s not paid in actual money, given child labor laws and all, but sometimes she brings home some cup...
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Get Used To It
This is a brain teaser. You’ve been warned.The S&P 500 is in a bear market (defined as the 50-day MA being below the 200-day MA) 30.8% of the time. Also, the S&P 500 has experienced single-day 4% declines 0.242% of the time. Of the times we experienced single-day selloffs exceeding 4%, 75.7% of the time we were in a bear market.How ...
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A Simple R Script for Traders
Now that we’ve got the Python implementation under out belts, let’s do the same thing with R. We’ll still be able to pass command-line arguments to get a quick look at what our stock of interest is doing during the day. And we start with the familiar incantation of enabling our script to run from command-line.$ chmod +x yahoo.rT...
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Screencast: The Making of 17018d5488
The following screencast demonstrates the use of R, the quantmod R package and bash to process SPX data from 1950. An explanation on how to access a git repository that includes the plots and the R console history is also provided. This screencast produced the data and the plot for the 17018d5488 post on algorithmzoo.comAlternate sit...
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Screencast: The Making of 3dfcc505dc
It was all going so well. Until my MacBook began experiencing memory issues. At around the 20 minute mark (which is close to the end), I lost some video explaining the use of the density plot auto-creation super-wizard function. The good news is that it’s available on public github and you can play with it at your leisure!As always,...
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Create an R package in under 6 minutes
Storing your favorite R functions is best done by creating your own R package. This is a quick way to get started with two example functions.Enjoy! Related To leave a comment for the author, please follow the link and comment on their blog: Milk Trader. R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and...
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