Eran Raviv

Eran Raviv

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Important note

Due to changes made to yahoo finance urls of the different tickers, a lot of code posted on this site is upset and will not run smoothly. In case you encounter such code, simply change code that reads src="yahoo" to src="google" and cross your fingers.

Popular posts

In 2013

In 2014

In 2015

In 2016

Comments from readers

Other Posts

  • Multivariate volatility forecasting (1)
  • Resistant Regression
  • R and Dropbox
  • How Important is Variable Selection?
  • A Simple Model for Realized Volatility

Recent Posts

  • R tips and tricks – boxplots for large data
  • R vs MATLAB – round 4
  • Visualizing Tail Risk
  • R tips and tricks – Package Dependencies
  • LASSO, LASSO, LASSO
  • The annual useR! conference
  • Density Estimation Using Regression
  • Computer Age Statistical Inference – now free

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Blog Categories

  • Statistics and Econometrics
  • Finance and Trading
  • R
  • Risk
  • Miscellaneous
  • Code

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I follow those

  • QuantStrat (Ilya Kipnis)
  • Shifting sands (peter werner)
  • gekkoquant
  • R trader (Arnaud Amsellem)
  • Quantitative Trading (Ernie Chan)
  • econbrowser (James Hamilton and Menzie Chinn)
  • r-bloggers
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  • Hyndsight (Rob Hyndman)
  • Statistical Modeling (Andrew gelman)
  • fosstrading
  • Econometrics Beat (Dave Giles)
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  • quantocracy
  • systematicinvestor (Michael Kapler)
  • Financial Hacker


There seems to be some perverse human characteristic that likes to make easy things difficult.
(buffett)


I can give you a definite perhaps.
(Samuel Goldwyn )


If the numbers were all we had, the common belief would be that marriage is the chief cause of divorce.
 (Zvika Harel)


In God we trust, all others must bring data.
(Edwards Deming)


The ultimate inspiration is the deadline.
(Nolan Bushnell)


Boredom is rage spread thin.
(Paul Tillich)


Reality is that which, when you stop believing in it, doesn't go away.
(Philip K. Dick)


Outside show is a poor substitute for inner worth.
(Aesop)


Recognition is the greatest motivator.
(Gerard C. Eakedale)


TV is chewing gum for the eyes.
(Frank Lloyd Wright)


Drugs are reality's legal loopholes.
(Jeremy Preston Johnson)


Example is not the main thing in influencing others. It is the only thing.
(Albert Schweitzer)


Good people are good because they've come to wisdom through failure.
(William Saroyan)


If people are good only because they fear punishment, and hope for reward, then we are a sorry lot indeed.
(Albert Einstein)


I learned long ago, never to wrestle with a pig. You get dirty, and besides, the pig likes it.
(George Bernard Shaw)


It is always brave to say what everyone thinks.
(Georges Duhamel)


It has been my experience that folks who have no vices have very few virtues.
(Abraham Lincoln)


Too much of a good thing is just that.
(Brian J. Dent)


The future is here. It's just not widely distributed yet.
(William Gibson)


To make pleasures pleasant, shorten them.
(Charles Buxton)


Reality is that which, when you stop believing in it, doesn't go away.
(Philip K. Dick)

quantocracy-badge-130

Anyone who stops learning is old, whether at twenty or eighty.

(Henry Ford)


There must be more to life than having everything
(Maurice Sendak)


Silence is one of the hardest arguments to refute.
(Josh Billings)

Important

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Resources

Useful references

  • My Amazon list

  • Links:

http://en.wikibooks.org/wiki/R_Programming/Sample_Session
http://www.econ.uiuc.edu/~roger/

  • Papers:

Forecast combinations in R using the ForecastCombinations package
phd_paper_writing

  • Presentations: