Publications by Nico

Fee effectiveness in real estate and private equity investments

23.09.2020

This series of posts was inspired by and/or modified in part from the methods for performance metrics for private equity investments by Karl Polen In negotiating private equity or real estate deals, we are faced with the dilemma of how to negotiate fees. The primary fee cost drivers are the asset management and incentive fees. The asset manageme...

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PE performance as a public market equivalent

23.09.2020

This series of posts was inspired by and/or modified in part from the methods for performance metrics for private equity investments by Karl Polen 1 Packages library(readr) library(dplyr) library(tidyr) library(purrr) library(zoo) library(lubridate) library(tidyquant) library(ggplot2) library(RColorBrewer) 2 Data 2.1 PE Data pedata2 <- read_...

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Debugging - Hamlet, data models...

21.10.2020

1 Introduction With reference from Free Range Statistics’ text analysis of Hamlet, there were 2 main issues that arose. Incomplete Stage Directions: With the author’s current approach, most scenes are recorded as a single line in the text. However, there were instances of scenes that spilled over to the next line as well. The example given b...

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Final #s for America’s most fraught election

05.11.2020

Election night promises to be interesting: ballots get counted; networks start calling states; and electoral votes get allocated to candidates. And since vote intentions had been correlated across states, we will probably know the winner way before any candidate reaches \(270\) electoral votes. But with record numbers of ballots cast early, in pe...

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Potential effects on the U.S. corporate tax code under Biden

03.11.2020

While much of the discussion about the election has been about its impact on the overall economy and equity values, the effect of any change to the U.S. corporate tax code in the post-virus economy will likely be redistributive, with some sectors gaining and other losing. To identify the sectors that will benefit the most from any tax code change...

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Marsha & Pete - Ranked Baby Boy Names

01.12.2020

1 Data Real-time access to all United States baby-name data. .national <- memoise(function(url = "https://www.ssa.gov/oact/babynames/names.zip", include_features = T) { outfile <- tempfile("download", fileext = ".zip") file <- curl_download(url, outfile) unz_files <- unzip(file, exdir = "xml") unz_fi...

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Family Traditional Portfolio

13.01.2021

1 Performance 1.1 Yearly Family Traditional Portfolio YEAR Portfolio S&P 500 2018 −4.41&percnt; −7.01&percnt; 2019 37.08&percnt; 28.71&percnt; 2020 38.00&percnt; 14.56&percnt; 1.1.1 2018/19 Notes September 17, 2018: The US announced its 10% tariff on $200 billion worth of Chinese goods would begin on September 24, 2018, increasing to...

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Vladimir Guerrero Jr. Four-Seam HR Percentages

13.06.2021

Vladimir Guerrero Jr. Four-Seam HR Percentages How does Vladimir Guerrero Jr. perform on the four-seamers that he puts into play?. Contents Methodology Data Plots Four-Seam HR Percentages Z-Scores of Swing Percentages The Official NFT Rubber Ducks collection. 2,000 unique, 1/1, Hand Drawn. Methodology We focus on the region where the horizo...

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Exploring the 2021 Fed Beige Book

05.06.2021

I found the Beige-ian Statistics by Len Kiefer, which applies tidytext techniques to analyze the Federal Reserve’s Beige Book, very interesting. Especially the td-idf analysis part is fascinating, as it reveals what terms are important in each report. The ongoing supply-chain disruptions and the acute labor shortage have made it difficult for ...

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Covid-19 Global Summary Report

21.07.2021

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ -------------------------------------------------------------------------------- ################################################################################ ##### CONFIRMED Cases -- Data dated: 2021-07-21 :: 2021-07-22 01:02:41 ########################...

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