Volatility and Correlation
The implied option volatility reflects the price premium an option commands. A trader’s profit and loss ‘P&L’ from hedging option positions is driven to a large extend by the actual...continue reading.
R News from another blog for R community
05/9/12 PHD comic: ‘Grad Stereogram’
05/9/12 PHD comic: ‘Grad Stereogram’Is there really something hidden in the pic? I couldn’t see it 😛 I guessed that there shouldn’t be anything from the text, but just in...continue reading.
Measuring user retention using cohort analysis with R
Cohort analysis is super important if you want to know if your service is in fact a leaky bucket despite nice growth of absolute numbers. There’s a good write up...continue reading.
ggplot2 Time Series Heatmaps
How do you easily get beautiful calendar heatmaps of time series in ggplot2? E.g:From MarginTaleI was impressed by the lattice-based implementation from Paul Bleicher of Humedica, which you can find...continue reading.
Boxplots and Day of Week Effects
THIS BLOG DOES NOT CONSTITUTE INVESTMENT ADVICE. ACTING ON IT WILL MOST LIKELY BE DETRIMENTAL TO YOUR FINANCIAL HEALTH.After following some R-related quant finance blogs like Timely Portfolio, Systematic Investor or Quantitative tho…continue reading.
P-values and Statistics phylosophy
I’m in the process of catching up with all the posts from SimplyStatistics that I didn’t read during the break. Doing so I found a very interesting post on p-values...continue reading.
Correctly synching AddThis and Google Analytics social stats
As a minor addition to my previous posts about setting up a blog, I want to detail a bit more how to synchronize your AddThis social sharing statistics (AddThis Analytics) with Google...continue reading.
Beware of mis-assembled genomes: still valid today!
I’ve been recently impressed by Steven Salzberg talk as you might have noticed, and browing his home page I stumbled upon his opinion piece (also by James Yorke): Beware of mis-assembled genomes....continue reading.
Extensive comments and review about the recent bake-off of de novo genome assemblers “GAGE”
During this week’s Genomics seminar at the Genome Cafe in the Biostats department, Steven Salzberg gave a talk on his team new published paper: GAGE: A critical evaluation of genome assemblies...continue reading.
Simply Statistics: Why statisticians should join and launch startups
Simply Statistics: Why statisticians should join and launch startupsI really like this post in SimplyStatistics by leekgroup. The topic is worth considering, but what got me hooked was the list...continue reading.
Commenting: Genomics in 2011
Today is my first day of classes and Kasper couldn’t have had a better timing to share the link to Genomics in 2011: challenges and opportunities. There, the Editorial Board...continue reading.
Are you good at programming? You probably practice a lot!
What makes a great programmer? I would have said training, motivation, a good and efficient framework for continuous learning from others such as reading blogs like R-bloggers (if you are an...continue reading.
The new visualization package for genome data in Bioconductor: ggbio
It’s been a while since I’ve been waiting for the release of a visualization package in Bioconductor. Back in 2008 I was really impressed by the power of GenomeGraphs and...continue reading.
Introducing Biostatistics to first year LCG students
Around two weeks ago I gave a talk via skype to the first year students from the Undergraduate Program on Genomic Sciences (LCG in Spanish) from the National Autonomous University...continue reading.
Make it easy for your visitors to suscribe with a burnt RSS feed
Recently I talked about how to set up your own blog and now I’m going to continue by emphasizing the importance of an RSS feed. What is it? Basically it is...continue reading.
Setting up your blog
Now that I’ve spent time re-doing Fellgernon Bit, I thought it’d be a good time my experience on setting up a socially-connected blog. First of all, you need to choose...continue reading.
