finance Analyzing Federal Bailout Recipients in R I was searching for open data recently, and stumbled on Socrata. Socrata has a lot of interesting data sets, and while I was browsing around, I found a data set on federal bailout recipients. Here is the data set. However, data sets on Socrata
finance Time Based Arbitrage Opportunities in Tick Data I recently posted an introduction to the Kaggle Algorithmic Trading Challenge, which I competed in. I said that I would post about my experiences, and this is hopefully the first of a series. We were given tick data from the London Stock Exchange(specifically,
finance Time Series Cointegration In R Cointegration can be a valuable tool in determining the mean reverting properties of 2 time series. A full description of cointegration can be found on Wikipedia. Essentially, it seeks to find stationary linear combinations of the two vectors. The below R code, which has
finance Introduction To Kaggle Algorithmic I recently participated in the Kaggle Algorithmic Trading Competition under the username VikP. For those who do not know what Kaggleis, it is a web site where individuals and corporations can host data analysis competitions. This particular competition involved the prediction of how the