Naming Conventions in R. Let’s call it JR Notations. ‘Naming conventions’ is a huge thing in many programming languages/ paradigms/ communities. But it’s noticeably absent in the R programming community.
With some inspiration from the Hungarian Notation, here’s a blue-print that I came up with while working on a major R project over the last 2 months. Drumroll please…
1. Naming conventions for R scripts F_ for R scripts that contains functions.
Finally I had some time to sit down to work on the interactive app. From what was an hideous app to a somewhat Minimum Viable Product (MVP) version of an app. (Shhh…I’m not really a User Interface, UI person).
This serves as a compass for me to visualize the potential returns given the % fall from 52 week high. See my linkedin article here for further explanation on why I think this is a good indicator.
Updated ETF watchlist project While watching a world cup match today, I updated my ETF watchlist project (you may click here if you haven’t seen it yet)
You may find the github code here. In the revision, I parallelized the crawling - essentially tapping on all the cores in my machines.
To create your own watchlist. Follow these steps,
Install R and R studio. In Mac or Linux, type the following in command line git clone https://github.
Updated ETF watchlist project While watching a world cup match today, I updated my ETF watchlist project (you may click here if you haven’t seen it yet)
You may find the github code here. In the revision, I parallelized the crawling - essentially tapping on all the cores in my machines.
To create your own watchlist. Follow these steps,
Install R and R studio. In Mac or Linux, type the following in command line git clone https://github.
Warren Buffett the sage It’s always interesting to understand investment gurus’ thought process. And one of the ways is to look at their companies’ balance sheet.
Warren Buffett, the Sage & CEO of Berkshire, in recent decade has always been known to hoard cash. And before the 2008 crisis, he held cash level of 40-50% relative to its equity - probably trying to stay out of the overvalued market and waiting for the right opportunity to swoop in for a ‘BIG CATCH’.
Hey it’s the world cup season - Tapping into a Machine Learning based paper Once again as a Singaporean citizen, there’re no other choices but to place my bets in Singapore pools. Betting in SG is not my preferred way to grow my wealth because of the crazy ~15% spread in Sg pools. In international sites, the spread is usually close to 3-5%. Oh well, that’s illegal.
But because this is the world cup season, I decide to make some small punts!
Here’s a true story. And it happens on 1 faithful night during the wee hours… when I was inspired to write a statement of purpose for my Msc Georgia Tech application.
I am currently an analyst, working in Korn Ferry Institute, a research and analytics arm of Korn Ferry. At the same time, I’m ‘juggling’ my work-study-life balance as a Part-Time student, studying Post-Graduate Diploma Computer Science in University of Adelaide.
Finding value in Singapore Pools Of all places, this is the last place I expect to find value. But I found it - supposedly!
I compared the Singapore Pools Odds against Fivethirtyeight blog probabilities of teams’ winning various leagues.
The spread in Singpore Pools is often insane. In a typical 1X2 game, the odds is around 15% - as compared to a spread of 3% in overseas betting houses - which btw is illegal in Singapore.
Does sector rotation - momentum strategy work? Faber sector rotation strategy is touted as a superior Tactical Asset Allocation strategy that could generate positive Alpha. This is evident in the post here http://stockcharts.com/school/doku.php?id=chart_school:trading_strategies:sector_rotation_roc.
The strategy is pretty simple. Here is how it works,
First, you choose 9 sectors Second, compute the 6 month returns Third, you only ‘trade’ once a month. For simiplicity I choose end of the month Fourth, you invest in 3 sectors with the highest past 6 month returns.
Analysis of Market Cap to GDP Warren Buffett, the world’s greatest investor once remarked that Country’s Total Market Capitalization to GDP ratio is a good indicator to measure the ‘temperature’ of the market. My wild guess is - he draws his inspiration from P/E ratio where price correspondes to the Total Market Cap and GDP to Earnings.
Key points By historical standards, the Market Cap to GDP ratios are currently way above the average, 5-year and 10-year averages This may spell some bad news in the near term.