A Simple Shiny App for Monitoring Trading Strategies

June 25, 2014
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A Simple Shiny App for Monitoring Trading Strategies

In a previous post I showed how to use  R, Knitr and LaTeX to build a template strategy report. This post goes a step further by making  the analysis  interactive. Besides the interactivity, the Shiny App also solves two problems : I can now access all my trading strategies from a single point regardless of the instrument traded. […]

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Privacy as a function of sample size

June 25, 2014
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The U.S. Supreme Court just made a unanimous ruling in Riley v. California making it clear that police officers must get a warrant before searching through the contents of a cell phone obtained incident to an arrest. The message was put … Continue reading →

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Respect the reader’s time

June 25, 2014
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Respect the reader’s time

A graphic illustrating how Americans spend their time is a perfect foil to make the important case that the reader's time is a scarce resource. I wrote about this at the ASA forum in 2011 (link). In the same WSJ...

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What Would Cohen Have Titled “The Earth is Round (p < .05)" in 2014?

June 25, 2014
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What Would Cohen Have Titled “The Earth is Round (p < .05)" in 2014?

The area of bibliometrics is not my area of expertise but is still of interest as a researcher. I sometimes think about how Google has impacted the way we title articles. Gone are the days of witty, snappy titles. Title … Continue reading →

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More on those randomistas

June 25, 2014
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Following up on our recent post, I clicked on some of Ziliak’s links and found lots of good stuff, especially the post by Berk Ozler. I have no knowledge of his work but I like his writing; see here, for example. Ziliak replied: Ozler’s post is very good indeed, and well written. Ozler’s suggestion for […] The post More on those randomistas appeared first on Statistical Modeling, Causal Inference, and…

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R Scrabble: Part 2

June 25, 2014
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R Scrabble: Part 2

Ivan Nazarov and Bartek Chroł gave very interesting comments to my last post on counting number of subwords in NGSL words. In particular they proposed large speedups of my code. So I thought to try checking a larger data set. So today I will work with...

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How to read Big Data studies

June 25, 2014
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This is part 3 of my response to Gelman's post about the DST/heart attacks study. The previous parts are here and here. One of the keys of vetting any Big Data/OCCAM study is taking note of the decisions made by the researchers in conducting the analysis. Most of these decisions involve subjective adjustments or unverifiable assumptions. Not that either of those things are inherently bad - indeed, any analysis one…

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Statistical Challenges in Neuroscience

June 25, 2014
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Statistical Challenges in Neuroscience

A workshop on statistics and neuroscience, to take place at the University of Warwick, UK, Sept. 3-5 2014. We’ll talk spikes, voxels, pixels, MCMC, and so on.Official call for posters below the fold. We are pleased to announce that a workshop on “Statistical Challenges in Neuroscience” will take place Sept. 3 to 5, 2014 in […]

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Simulating data for a logistic regression model

June 25, 2014
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Simulating data for a logistic regression model

In my book Simulating Data with SAS, I show how to use the SAS DATA step to simulate data from a logistic regression model. Recently there have been discussions on the SAS/IML Support Community about simulating logistic data by using the SAS/IML language. This article describes how to efficiently simulate […]

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It is so random! Or is it? The meaning of randomness

June 25, 2014
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It is so random! Or is it? The meaning of randomness

The concept of “random” is a tough one. First there is the problem of lexical ambiguity. There are colloquial meanings for random that don’t totally tie in with the technical or domain-specific meanings for random. Then there is the fact … Continue reading →

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ABC model choice by random forests

June 24, 2014
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ABC model choice by random forests

After more than a year of collaboration, meetings, simulations, delays, switches,  visits, more delays, more simulations, discussions, and a final marathon wrapping day last Friday, Jean-Michel Marin, Pierre Pudlo,  and I at last completed our latest collaboration on ABC, with the central arguments that (a) using random forests is a good tool for choosing the […]

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Bedtools tutorial from 2013 CSHL course

June 24, 2014
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Bedtools tutorial from 2013 CSHL course

A couple of months ago I posted about how to visualize exome coverage with bedtools and R. But if you're looking to get a basic handle on genome arithmetic, take a look at Aaron Quinlan's bedtools tutorials from the 2013 CSHL course. The tutorial uses ...

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New book on implementing reproducible research

June 24, 2014
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New book on implementing reproducible research

I have mentioned this in a few places but my book edited with Victoria Stodden and Fritz Leisch, Implementing Reproducible Research, has just been published by CRC Press. Although it is technically in their "R Series", the chapters contain information on … Continue reading →

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Example 2014.7: Simulate logistic regression with an interaction

June 24, 2014
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Example 2014.7: Simulate logistic regression with an interaction

Reader Annisa Mike asked in a comment on an early post about power calculation for logistic regression with an interaction. This is a topic that has come up with increasing frequency in grant proposals and article submissions. We'll begin by showing ...

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Too Linear To Be True: The curious case of Jens Forster

June 24, 2014
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Too Linear To Be True:  The curious case of Jens Forster

Yup, another social psychology researcher from northwestern Europe who got results that people just don’t believe. I’m a fan of Retraction Watch but not a regular reader so I actually heard about this one indirectly, via this email from Baruch Eitam which contained the above link and the following note: Of the latest troubles in […] The post Too Linear To Be True: The curious case of Jens Forster appeared…

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Notes on "Collective Stability in Structured Prediction: Generalization from One Example" (or: Small Pieces, Loosely Joined)

June 24, 2014
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\[ \newcommand{\Prob}[1]{\mathbb{P}\left( #1 \right)} \newcommand{\Expect}[1]{\mathbb{E}\left[ #1 \right]} \newcommand{\zprime}{z^{\prime}} \newcommand{\Zprime}{Z^{\prime}} \newcommand{\Eta}{H} \newcommand{\equdist}{\stackrel{d}{=}} \newcommand{\indep}{\mathrel{\perp\llap{\perp}}} \] Attention conservation notice: 2700+ words, expounding a mathematical paper on statistical learning theory. Largely written months ago, posted now in default of actual content. For the CMU statistical learning theory reading group, I decided to present this: Ben London and Bert Huang and Benjamin Taskar and Lise Getoor, "Collective Stability in Structured Prediction: Generalization from One Example",…

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Generating and visualising multivariate random numbers in R

June 24, 2014
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Generating and visualising multivariate random numbers in R

This post will present the wonderful pairs.panels function of the psych package [1] that I discovered recently to visualise multivariate random numbers.Here is a little example with a Gaussian copula and normal and log-normal marginal distributions. I ...

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Machine Learning and Applied Statistics Lesson of the Day – The Line of No Discrimination in ROC Curves

Machine Learning and Applied Statistics Lesson of the Day – The Line of No Discrimination in ROC Curves

After training a binary classifier, calculating its various values of sensitivity and specificity, and constructing its receiver operating characteristic (ROC) curve, we can use the ROC curve to assess the predictive accuracy of the classifier.  A minimum standard for a good ROC curve is being better than the line of no discrimination.  On a plot of […]

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The Oracle (5. Or: Calibration, calibration, calibration…)

June 23, 2014
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The Oracle (5. Or: Calibration, calibration, calibration…)

First off, a necessary disclaimer: I haven't been able to write this post before a few of the games of the final round of the group stage have been played, but I have not watched the games so far and have run the model to predict round 3 as if none of ...

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revenge of the pigeons

June 23, 2014
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revenge of the pigeons

While I had not had kamikaze pigeons hitting my windows for quite a while…, it may be that one of them decided to move to biological warfare: when I came back from Edinburgh, my office at the University was in a terrible state as a bird had entered through a tiny window opening and wrecked […]

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The First European Meeting of the Econometric Society

June 23, 2014
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The First European Meeting of the Econometric Society

Olav Bjerkholt has alerted me to an interesting new paper of his that documents a milestone gathering of econometricians. Titled, The First European Econometric Society Meeting, September 1931, Lausanne, Olav's paper was presented at the 18th Annu...

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The difference between data hype and data hope

June 23, 2014
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I was reading one of my favorite stats blogs, StatsChat, where Thomas points to this article in the Atlantic and highlights this quote: Dassault Systèmes is focusing on that level of granularity now, trying to simulate propagation of cholesterol in human … Continue reading →

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Smullyan and the Randomistas

June 23, 2014
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Smullyan and the Randomistas

Steve Ziliak wrote in: I thought you might be interested in the following exchanges on randomized trials: Here are a few exchanges on the economics and ethics of randomized controlled trials, reacting to my [Zilliak's] study with Edward R. Teather-Posadas, “The Unprincipled Randomization Principle in Economics and Medicine”. Our study is forthcoming in the Oxford […] The post Smullyan and the Randomistas appeared first on Statistical Modeling, Causal Inference, and…

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