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

  • Changeability of Value at Risk estimators

    August 26, 2013

    How does Value at Risk change through time for the same portfolio? Previously There has been a number of posts on Value at Risk, including a basic introduction to [...]

  • The scaling of Expected Shortfall

    June 16, 2013

    Getting Expected Shortfall given the standard deviation or Value at Risk. Previously There have been a few posts about Value at Risk and Expected Shortfall. Properties of the stable [...]

  • Introduction to stable distributions for finance

    June 10, 2013

    A few basics about the stable distribution. Previously "The distribution of financial returns made simple" satirized ideas about the statistical distribution of returns, including the stable distribution. Origin As [...]