R-specific review of blog year 2011

December 28, 2011

Most popular posts

Two of the ten most popular posts during the year were completely about R:

R played a role in the other eight top ten, and many of the rest of the posts as well.

R

The R Inferno was revised in the spring. Amazingly, this blog got the world-wide scoop. Here is the advertisement.

useR!2011 inspired three posts.

There were reports on R/Finance and a LondonR meeting.

Also there was a particular post that I think is a great example of some of the power of R.

Complete review

The complete review for the year (including the soundtrack) is at “Blog year 2011 in review”.

Subscribe to the Portfolio Probe blog by Email

Latest posts

Leave a Reply

Related posts

  • Quant finance blogs

    October 22, 2013

    What I've learned from updating the blogroll. New entries The easy option is to go to The Whole Street which aggregates lots of quant finance blogs. Somehow Bookstaber missed [...]

  • Four moments of portfolios

    October 14, 2013

    What good are the skewness and kurtosis of portfolios? Previously The post "Cross-sectional skewness and kurtosis: stocks and portfolios" looked at skewness and kurtosis in portfolios.  The key difference [...]

  • The look of verifying data

    October 7, 2013

    Get data that fit before you fit data. Why verify? Garbage in, garbage out. How to verify The example data used here is daily (adjusted) prices of stocks.  By [...]