Publications by Nico
Airbnb Dashboard for Singapore
Airbnb Dashboard for Singapore Overview Column Basic Info Hello! Welcome to the Airbnb dashboard! Airbnb is a online marketplace for lodging, primarily for vacation rentals, and tourism activities. It allows users to connect directly with property owners and managers for affordable and flexible rentals, and allows property owners to easily ...
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Airbnb Data Analysis for Singapore
1 Database For this section, we demonstrate how to separate, clean and upload host and listing data taken from Airbnb for Singapore. 1.1 Libraries The following libraries are used for data cleaning and database construction # Data cleaning libraries library(readr) library(tidyr) library(stringr) library(tibble) library(dplyr) # Database librar...
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R&D Expenses: Formulations for Profitability Measurement and Valuation
Professor Aswath Damodaran suggests that we treat all of R&D expense as tax-deductible capital expenditures, for purposes of valuation, and this can have significant effects on operating income, capital and expected growth measures for firms with substantial research expenses. # The following function converts R&D expenses from operating to capit...
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Managing Fixed Income Investments Programmatically
1 Introduction In investment management, the basic portfolio optimization problem is to maximize expected return subject to risk being less than some prescribed limit. A large number of linear constraints can be added and they serve to regularize the solution, that is to say, reduce over-concentration and make stop the target portfolio moving too...
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Relative Value Models used in Fixed Income Trading Algorithms
1 Introduction Practical implementations of two relative value models which provide information on over-, respectively underpriced bonds. The first one is a simple model based on traditional yield to maturity analysis and the second one demonstrates the slightly more complex JP Morgan discount function model, an approach of term-structure of inte...
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Systematic Position Management Framework
1 Motivation In this very complex and volatile environment, the aversion to sell out of a losing position is a very powerful instinct. In trading we do not seem to view a paper loss as real until it has been crystallized, so we tend to postpone the painful feeling of losing money. We are also reluctant to admit that we made a mistake with our ini...
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Indonesia Excess Returns and Capital Structure Analysis
1 Stock Screener 2 Risk Premium 3 Businesses 3.1 Excess Returns 3.2 Capital Structure 4 Industries 5 Data Indonesia Excess Returns and Capital Structure Database 6 References Global Interest Rates Dynamics and Inflation Expectations Global Default Spreads & Risk Premiums Capital allocation via optimal financing mix and excess returns ...
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Global Epidemic Growth, and Reproduction Numbers for COVID-19
1 Latest estimates Latest estimates (as of the 2020-05-24) of the number of confirmed cases by date of infection, the effective reproduction number, and the doubling time (when negative this corresponds to the halving time) in each region. The mean and \(90\%\) credible interval is shown. Note that it takes time for infection to cause symptoms, ...
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COVID−19 confirmed cases in select countries
This chart uses a logarithmic scale to show how quickly the number of known Covid-19 cases is doubling in Turkey, USA, Spain, Canada, Saudi Arabia, Dominican Republic, Switzerland and Singapore. ...
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Tracking Covid-19 cases Canada
Reported cases and deaths Since February, health authorities have identified more than 7437 Covid-19 cases in Canada. So far, 89 — about 1.2% — of those patients have died. Covid-19 cases by provinces The chart below uses a logarithmic scale to show how quickly the number of known Covid-19 cases is growing in each province of Canada. You can...
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