Publications by Eran Raviv
Most popular posts – 2023
Welcome 2024. This blog is just a personal hobby. When I’m extra busy as I was this year the blog is a front-line casualty. This is why 2023 saw a weaker posting stream. Nonetheless I am pleased with just over 30K visits this year, with an average of roughly one minute per visit (engagement time, whatever google-analytics means by that). This ye...
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Statistical Shrinkage (3)
Imagine you’re picking from 1,000 money managers. If you test just one, there’s a 5% chance you might wrongly think they’re great. But test 10, and your error chance jumps to 40%. To keep your error rate at 5%, you need to control the “family-wise error rate.” One method is to set higher standards for judging a manager’s talent, using a...
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Rython tips and tricks – Clipboard
For whatever reason, clipboard functionalities from Rython are under-utilized. One utility function for reversing backslashes is found here. This post demonstrates how you can use the clipboard to circumvent saving and loading files. It’s convenient for when you just want the quick insight or visual, rather than a full-blown replicable process. ...
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Rython tips and tricks – Snippets
R or Python? who cares! Which editor? now that’s a different story. I like Rstudio for many reasons. Outside the personal, Rstudio allows you to write both R + Python = Rython in the same script. Apart from that, the editor’s level of complexity is well-balanced, not functionality-overkill like some, nor too simplistic like some others. In thi...
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R tips and tricks – get the gist
In scientific programming speed is important. Functions written for general public use have a lot of control-flow checks which are not necessary if you are confident enough with your code.To quicken your code execution I suggest to strip run-of-the-mill functions to their bare bones. You can save serious wall-clock time by using only the laborers...
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R Packages Download Stats
One big advantage of using open-source tools is the fantastic ecosystems that typically accompany them. Being able to tap into a massive open-source community, by way of downloading freely available code is decidedly useful. But, yes, there are downsides to downloads. For one, there are too many packages out there. There are imperfect duplicates...
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Using R to model the classic 60/40 investing rule
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 heard this story before, but do you beli...
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Adding Text to R Plot
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 t...
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R in Finance highlights
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 like everything, don’t make me choose. 3. No questions! A defin...
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R tips and tricks – the assign() function
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 is the explicit need for clarity when modifying a variable, compared ...
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