Канал: Martin Geissmann

Elections Probabilities and Stock Returns

Elections Probabilities and Stock Returns

Income ETFs in R (value decay in QYLD, XYLD, JEPI, VYM)

Income ETFs in R (value decay in QYLD, XYLD, JEPI, VYM)

ESG Excess Returns (over their non-ESG benchmarks)

ESG Excess Returns (over their non-ESG benchmarks)

Leveraged ETFs: Short to harvest the performance lag? (R finance)

Leveraged ETFs: Short to harvest the performance lag? (R finance)

Leveraged ETFs: Is compounding decay really a thing?

Leveraged ETFs: Is compounding decay really a thing?

Relative Strength Rotation Strategy: Crude Oil vs. Gold

Relative Strength Rotation Strategy: Crude Oil vs. Gold

SMA Risk On/Off Rotation Strategy: Can it beat the market?

SMA Risk On/Off Rotation Strategy: Can it beat the market?

Relevant Comments on WSB: A network centrality analysis (code in R, part 3)

Relevant Comments on WSB: A network centrality analysis (code in R, part 3)

Meme Stock Sentiment: Analyzing comments on WSB (analysis in R, part 2)

Meme Stock Sentiment: Analyzing comments on WSB (analysis in R, part 2)

Identify WSB Meme-Stocks: Count the number of company mentions (R analysis, part 1)

Identify WSB Meme-Stocks: Count the number of company mentions (R analysis, part 1)

Mintos.com loan dataset and default rates analyzed in R

Mintos.com loan dataset and default rates analyzed in R

Analyzing the VIX and the Yield Curve in R (inverted yield curve, June 2019)

Analyzing the VIX and the Yield Curve in R (inverted yield curve, June 2019)

China-US trade: analyzing UN Comtrade data

China-US trade: analyzing UN Comtrade data

Socio-economic modeling in R (lawyers vs physicians)

Socio-economic modeling in R (lawyers vs physicians)

Driving time interpolation map in R (using OSRM, leaflet, raster, ggmap)

Driving time interpolation map in R (using OSRM, leaflet, raster, ggmap)

Mulhouse Amateur GP (1,05 m), 20.1.2019

Mulhouse Amateur GP (1,05 m), 20.1.2019

Visualizing a balance sheet as a T-account in R using ggplot2

Visualizing a balance sheet as a T-account in R using ggplot2

Generate fake addresses with realistic names and locations (using R)

Generate fake addresses with realistic names and locations (using R)

dplyr's filter and select are slow compared to base R

dplyr's filter and select are slow compared to base R

Geocode in R with ggmap (and a free Google API key)

Geocode in R with ggmap (and a free Google API key)

Mulhouse SO Amateur 2 Grand Prix (1,05 m)

Mulhouse SO Amateur 2 Grand Prix (1,05 m)

Principal Component Analysis in R for Portfolio Diversification

Principal Component Analysis in R for Portfolio Diversification

CS Bättwil 2018 R/N100

CS Bättwil 2018 R/N100

Horse tracking AI

Horse tracking AI

CS Delémont 2018 R/N110

CS Delémont 2018 R/N110

Morgenstreich 2018

Morgenstreich 2018

Fernsehturm St. Chrischona - Drohnenaufnahme

Fernsehturm St. Chrischona - Drohnenaufnahme

DJI Spark active tracking a horse

DJI Spark active tracking a horse

Walking in Belfort (DJI active track)

Walking in Belfort (DJI active track)

CS Biel-Benken 2017 R/N110

CS Biel-Benken 2017 R/N110

Luftaufnahme Drohne Nacht - Basel

Luftaufnahme Drohne Nacht - Basel