A Richer Category for Data Wrangling

December 22, 2019 | John Mount

I’ve been writing a lot about a category theory interpretations of data-processing pipelines and some of the improvements we feel it is driving in both the data_algebra and in rquery/rqdatatable. I think I’ve found an even better category theory re-formulation of the package, which I will ... [...Read more...]

SKEWed perceptions

December 20, 2019 | OSM

The CBOE’s SKEW index has attracted some headlines among the press and blogosphere, as readings approach levels not see in the last year. If the index continues to draw attention, doomsayers will likely say this predicts the next correction or bear ...
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Better SQL Generation via the data_algebra

December 18, 2019 | John Mount

In our recent note What is new for rquery December 2019 we mentioned an ugly processing pipeline that translates into SQL of varying size/quality depending on the query generator we use. In this note we try a near-relative of that query in the data_algebra. dplyr translates the query to ... [...Read more...]

Practice R and Python on the Cloud for Free

December 16, 2019 | George Mount

R and Python, the “dynamic duo” of data science, are both free, open-source programming languages. That means that there’s no “vendor” in the sense that, say, Microsoft owns Excel. This can make getting started with these programs a little trickier: there are several ways to install them, often multi-step, ...
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Null hypothesis

December 13, 2019 | OSM

In our previous post we ran two investing strategies based on Apple’s last twelve months price-to-earnings multiple (LTM P/E). One strategy bought Apple’s stock when its multiple dropped below 10x and sold when it rose above 20x. The other bought t...
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Python changing attribute mystery. Help?

December 7, 2019 | John Mount

Python peeps: any idea why this attribute changes value when I re-examine it? I am using PyCharm, but the calculation is weird even in Jupyter. It doesn’t just seem to be the debugger, running it in Jupyter gives the wrong value (just {'x'}, instead of {'x', 'y'}). The type ... [...Read more...]

Valuation hypothesis

December 6, 2019 | OSM

In our last post on valuation, we looked at whether Apple’s historical mutiples could help predict future returns. The notion was that since historic price multiples (e.g., price-to-earnings) reflect the market’s value of the company, when the mult...
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