Rsampling Fama French

This is my note for learning Rsampling Fama French. This article introduced how to conduct k-fold cross validation in R using rsample and yardstick packages. For more details, you can read the original article.

Portfolio Backtesting

This is my note for learning Portfolio Backtesting

Momentum Investing with R

This is my note for learning Momentum Investing with R.

In practice, momentum entails a look back into the past to determine whether an asset has exceed some benchmark, and if it has, buy and hold that asset for some benchmark, and if it has, buy and hold that asset for some time into the future. That’s completely flying in the face of the efficient market hypothesis because it’s positing that the past is somehow giving us information that has not been reflected in the current price of the asset.

A quick tour of GA

This is my note for learning A quick tour of GA.

Genetic algorithms(GAs) are stochastic search algorithms inspired by the basic principles of biological evolution and natural selection. GAs simulate the evolution of living organisms, where the fittest individuals dominate over the weaker ones, by mimicking the biological mechanisms of evolution, such as selection, crossover and mutation.

Introduction to Fama French

This is my note for learning Introduction to Fama French.

Today, we will be workding with our usual portfolio consisting of:

  • SPY (S&P500 fund) weighted 25%
  • EFA (a small-cap value fund) weighted 25%
  • IJS (a small-cap value fund) weighted 20%
  • EEM (a emerging-mkts fund) weighted 20%
  • AGG (a bond fund) weighted 10%

Themes for base plotting system in R

This is my note for learning Themes for base plotting system in R.

basetheme package is a magic package, which let you love R’s base plotting system again!

Visualizing Natural Disaster Cost

This is my note for learning Visualizing Natural Disaster Cost.

If you cannot download data-2.tsv from the provided URL, you can download it from data-2.tsv.

ggrapid: Create neat & complete ggplot visualizations with as little code as possible

This is my note for learning {ggrapid}: Create neat & complete ggplot visualizations with as little code as possible. ggrapid offers a couple wrappers around the most commonly used ggplot functions in the course of doing an EDA or building a report:

  • plot_density
  • plot_boxplot
  • plot_deciles (with calculate_decile_table)
  • plot_correlation
  • plot_bars
  • plot_line

Using gghalves

This is my learning note for Using gghalves, ‘gghalves’ is a R package which provides some geoms that are half of ggplot2’s geoms.

Plot XKCD Graphs

XKCD is a popular figure web comic with themes in mathematics, science, language, and romance created by Randall Munroe. The xkcd package provides a simple method to plot xkcd graphs. The tweet is my learning notes for xkcd: Plotting XKCD graphs.

Spelunking macOS 'ScreenTime' App Usage & Visualizing macOS App Usage With R

This is my learning notes for Spelunking macOS ‘ScreenTime’ App Usage with R | rud.is and Visualizing macOS App Usage with a Little Help from osqueryr & mactheknife | rud.is. These two tweets introduced some methods about how to spelunk macOS screentime app usage and visualize macOS app usage with R. Following the author’s guide, I reproduced the results of my own macOS.

Notes for GMAT AWA

My personal notes for GMAT AWA.

sweep:时间序列预测工具包

sweep 包是帮助预测的 tidy 工具包。本文是学习:Introduction to sweepForecasting Time Series Groups in the tidyverseForecasting Using Multiple Models 三篇小品文的笔记。

The drake R package

drake 是一个 R 数据分析工作流程的工具包。旨在提高数据分析的效率和用于高性能计算。本文是其 README 的学习笔记,是个使用 drake 进行数据分析的小例子。关于这个包,未来计划学习:The drake R Package User Manual

R for Data Science(终)

这是学习 R for Data Science 的最后一篇笔记了。可以确定这是本很好的书。

A time series platform for the tidyverse

本文是学习 time_series_platform_for_tidyverse.pdf 的笔记。介绍了 tibbletime 包的使用示例。

Create Desktop Notifications From R

In a recent tweet: Create Desktop Notifications from R to improve your Data Science Productivity. I read about notifier package, it can create destop notifications from R.

Performance Analysis with tidyquant

tidyquant 的最后一个小品文了!感觉 tidyquant 对于中国用户并不友好,我在考虑是否可以通过对 cran/Tushare进行修改使其能够纳入 tidyquant 分析框架中。

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