How lucrative stocks are in the long run is not only dependent on the length of the investment period but even more on the actual date the investment starts and ends!
Return Triangle Plots are a great way to visualize this phenomenon. If you want to learn more about them and how to create them with R read on!
Continue reading “Create Return Triangle Plots with R”
The workhorse of Machine Learning is Gradient Descent. If you want to understand how and why it works and, along the way, want to learn how to plot and animate 3D-functions in R read on!
Continue reading “Why Gradient Descent Works (and How To Animate 3D-Functions in R)”
In this year’s end post I will give you a little programming challenge!
Everybody knows the Christmas song “The Twelve Days of Christmas”! Your task is to write an R script that creates the lyrics!
Continue reading “Learning R: Christmas Coding Challenge”
COVID-19 has the world more than ever in its grip – but there is hope: several vaccines have been developed which promise to deliver “95% efficacy”.
When people read this many assume that it means that 95% of vaccinated persons will be protected from infection – but that is not true. Even many (science) journalists get it wrong! If you want to understand what it really means, read on!
Continue reading “COVID-19 vaccine “95% effective”: It doesn’t mean what you think it means!”
We already had a lot of examples that make use of the
OneR package (on CRAN), which can be found in the respective Category: OneR.
Here we will give you some concrete examples in the area of research on Type 2 Diabetes Mellitus (DM) to show that the package is especially well suited in the field of medical research, so read on!
Continue reading “OneR in Medical Research: Finding Leading Symptoms, Main Predictors and Cut-Off Points”
We already covered Neural Networks and Logistic Regression in this blog.
If you want to gain an even deeper understanding of the fascinating connection between those two popular machine learning techniques read on!
Continue reading “Logistic Regression as the Smallest Possible Neural Network”
xkcd webcomics is one of the institutions of the internet, especially for the nerd community. If you want to learn how to fetch JSON data from a REST API, download a file from the internet and display a PNG file in a ultra-simple example, read on!
Continue reading “xkcd Comics as a Minimal Example for Calling APIs, Downloading Files and Displaying PNG Images with R”
One of my starting points into quantitive finance was Bernie Madoff’s fund. Back then because Bernie was in desperate need of money to keep his Ponzi scheme running there existed several so-called feeder funds.
One of them happened to approach me to offer me a once in a lifetime investment opportunity. Or so it seemed. Now, there is this old saying that when something seems too good to be true it probably is. If you want to learn what Benford’s law is and how to apply it to uncover fraud, read on!
Continue reading “How to Catch a Thief: Unmasking Madoff’s Ponzi Scheme with Benford’s Law”
Everybody knows the Simpsons, everybody loves the Simpsons and everybody can laugh about Bart Simpson writing funny lines on the blackboard! If you want to create your own Bart Simpson Blackboard Meme Generator with R read on!
Continue reading “Create Bart Simpson Blackboard Memes with R”
In the area of options strategy trading, it has always been a dream of mine to have a universal tool that is able to replicate any payoff function statically by combining plain vanilla products like calls, puts, and zerobonds.
Many years ago there was such a tool online but it has long gone since and the domain is inactive. So, based on the old project paper from that website I decided to program it in R and make it available for free here!
Continue reading “Financial Engineering: Static Replication of any Payoff Function”