mbusigin

getSymbols("^GSPC", from="1950-01-01")
p = 10
a = na.omit(merge( volatility(GSPC, n=p)*100, lag(volatility(GSPC, n=p), k=-p)*100 ))
names(a) = c("hv", "rv")
medianvalues = c()
meanvalues = c()
maxvalues = c()
minvalues = c()
keys = c()
for ( x in seq( 0, max(a$hv), 2 ) )

richarvey

#!/usr/bin/env python3

import boto3, argparse

parser = argparse.ArgumentParser()
parser.add_argument('-b','--bucket', help='Name of your S3 Bucket', required=True)
parser.add_argument('-o','--object', help='Name of the object + prefix in your bucket', required=True)
parser.add_argument('-t','--time', type=int, help='Expirery in seconds Default = 60', default=60)
args =  vars(parser.parse_args())

benmarwick

# Here are a few methods for getting text from PDF files. Do read through 
# the instructions carefully! NOte that this code is written for Windows 7,
# slight adjustments may be needed for other OSs

# Tell R what folder contains your 1000s of PDFs
dest <- "G:/somehere/with/many/PDFs"

# make a vector of PDF file names
myfiles <- list.files(path = dest, pattern = "pdf",  full.names = TRUE)

trestletech

library(shiny)
library(dplyr)
library(lubridate)

# Load libraries and functions needed to create SQLite databases.
library(RSQLite)
library(RSQLite.extfuns)
saveSQLite <- function(data, name){
  path <- dplyr:::db_location(filename=paste0(name, ".sqlite"))

withr

library(shiny)
library(datasets)
Logged = FALSE;
PASSWORD <- data.frame(Brukernavn = "withr", Passord = "25d55ad283aa400af464c76d713c07ad")
# Define server logic required to summarize and view the selected dataset
shinyServer(function(input, output) {
  source("www/Login.R",  local = TRUE)
  
  observe({
    if (USER$Logged == TRUE) {

milktrader

julia> using TimeSeries, MarketTechnicals, MarketData, Lazy

julia> @> OHLC doji findall x->OHLC[x] x->x.timestamp
166-element Array{Date{ISOCalendar},1}:
 1962-03-02
 1962-04-13
 1962-07-16
 1962-10-08
 1963-02-08
 1963-05-22

ramnathv

This gist consists of a makefile and a script that can automate the creation of PDFs from Slidify generated HTML slides. The script assumes that the makefile and the script makepdf.js are in the same directory as the Rmd file. The makepdf.js script uses casperjs, a very useful utility to automate tasks that require browser interaction. You may follow the installation instructions on the casperjs website, to make sure that you have all the dependencies correctly installed before trying this out.

vfulco

###################################################
##
## Functions for calculating AUC and plotting ROC
## Corey Chivers, 2013
## corey.chivers@mail.mcgill.ca
##
###################################################


## Descrete integration for AUC calc

jgm

\documentclass[letter,$if(fontsize)$$fontsize$,$else$10pt,$endif$$if(lang)$$lang$,$endif$$if(papersize)$$papersize$,$endif$]{ucbletter}
\usepackage[T1]{fontenc}
\usepackage{mathpazo}
\usepackage{amssymb,amsmath}
\linespread{$if(linespread)$$linespread$$else$1.1$endif$}
\usepackage{ifxetex,ifluatex}
\usepackage{fixltx2e} % provides \textsubscript
% use upquote if available, for straight quotes in verbatim environments
\IfFileExists{upquote.sty}{\usepackage{upquote}}{}
\ifnum 0\ifxetex 1\fi\ifluatex 1\fi=0 % if pdftex

bearloga

library(shiny)
library(ggplot2)

# Download DataTables JS file and TableTools full package from http://datatables.net/download/
# Change the paths appropriately:
addResourcePath('datatables','/Users/yourusername/Downloads/DataTables-1.9.4/media')
addResourcePath('tabletools','/Users/yourusername/Downloads/TableTools-2.1.5/media')

runApp(list(
	ui = basicPage(