Birmingham Open Source Software (BOSS) was kind enough to invite me to do a debut presentation on R. I had a lot of fun. Below is the embedded Youtube. Please let me know how I can improve. I really appreciate helpful feedback.
Birmingham Open Source Software (BOSS) was kind enough to invite me to do a debut presentation on R. I had a lot of fun. Below is the embedded Youtube. Please let me know how I can improve. I really appreciate helpful feedback.
I liked the talk. Here are my comments.
ReplyDeleteThe sound goes funky every so often. You can't do much about that but then you might not have listened to the talk after giving it.
"The Art of R Programming" may be the best book out there but I have a couple of problems with the examples in it. Specifically, when I worked through the book, I had to track down things like the abalone data set and a picture in the file format that he had. I really never did figure out his Chinese language extended example. The code examples seem really rushed too.
You might be interested in this R talk given in 2010 at UCLA. I haven't seen their package (StockPortfolio?) in CRAN, however.
http://www.r-bloggers.com/RUG/2010/10/introduction-to-statistical-finance-with-r/?utm_source=feedburner&utm_medium=feed&utm_campaign=Feed%3A+RUserGroups+%28RUG%3A+R+User+Groups%29
I really appreciate the feedback. I will work for a better audio solution (just used handheld Olympus audio recorder this last time)on the next go round and check out that other talk for some ideas. Very good to know on the book as I work through it. It has already filled a lot of gaps in my knowledge.
ReplyDeleteI liked the talk. It seemed like you were comfortable and having fun. You did a good job providing a general overview of R, then showing the specifics of how you can use it to model stock market data.
ReplyDeleteRegarding the type argument to TTR::ROC, you can the Defaults package (automatically loaded with quantmod) to set type="discrete" for your work.
library(quantmod)
setDefaults(ROC, type="discrete")
useDefaults(ROC)
ROC(1:10)
Regarding the comment from "Unknown": here is stockPortfolio on CRAN.
Josh, I am honored that you would take the time to watch and comment. Thanks so much for all that you do for R in finance. Great tip on ROC. I've looked at the code countless times but never paid attention to the defaults.
ReplyDeleteI'm glad you've found this stuff useful. I'm always interested in how people are using the packages I'm involved in. That way I can help make sure they're as clear and straight-forward as possible.
DeleteBy the way, will you be attending the R/Finance conference in Chicago?
I would absolutely love to attend R/Finance and I highly recommend everyone go. This year though I am attending (as CFA Society of AL President) the CFA Annual Conference in Chicago the week before, and family and work will not allow 2 weeks of back to back conferences. I cannot wait for next year's R/Finance. If there is anything I can do to help, please let me know. Also, let me know if anyone would like to meet up in Chicago May 4-9.
ReplyDelete