search for: investing

Hi there, I have a data frame DF of over 600 people's short term trade data in time order. Below is the simplified structure of the data. id invest payout [1] 1 10 -1 [2] 1 33 33 [3] 1 20 -5 [4] 2 200 33 [5] 2 33 -20 [6] 3 5 -5 [7] 3 5

Hi, I am working on a dataset in which a number of venture capitalists invest in a number of firms. What I am creating is an asymmetric matrix M in which m(ij) is the volume (sum) of coinvestments of VC i with VC j (i.e., how much has VC i invested in companies that VC j also has investments in). The output should look like the "coinvestments" matrix produced with the code below. If

Hi there, I have a data frame DF of over 600 people's short term trade data in time order. Below is the super simplified structure of the data. id invest payout [1] 1 10 -1 [2] 1 33 33 [3] 1 20 -5 [4] 2 200 33 [5] 2 33 -20 [6] 3 5 -5 [7] 3

...game, and the point of the game is to find the most worthwhile solution. let's extend that and say that this solution (or number of solutions) need to be validated by a community. and that community can, and has incentive to, promote ideas they think are good. they can do this in multiple ways: investing $ into an idea, rating, commenting on, and adding to the idea. we need to consider investments, including time of investment relative to life of idea (and life of idea within the game's timeline), and risk taken by the investor at time of investment. it may also be important to look at invest...

Senior Quantitative Research Analyst Based in Irish Life Investment Managers, Lower Beresford Place, Dublin 1 Irish Life Investment Managers (ILIM), the investment management company within the Irish Life & Permanent Group manages assets of circa EUR30bn and provides fund management services to a large domestic and multi-national client base. We provide investment products to both

...nt is prohibited. If you receive this in error, please contact the sender and delete this material from any computer. Cantella does not permit execution of trades requested by email. Please call to ensure prompt execution of orders, as we are not responsible for orders transmitted through email. Investing involves risk and you may incur a profit or a loss. Please carefully consider investment objectives, risks, charges, and expenses before investing. Cantella & Co., Inc. does not provide legal or tax advice. For legal or tax advice, please seek the services of a qualified professional. The per...

...nt is prohibited. If you receive this in error, please contact the sender and delete this material from any computer. Cantella does not permit execution of trades requested by email. Please call to ensure prompt execution of orders, as we are not responsible for orders transmitted through email. Investing involves risk and you may incur a profit or a loss. Please carefully consider investment objectives, risks, charges, and expenses before investing. Cantella & Co., Inc. does not provide legal or tax advice. For legal or tax advice, please seek the services of a qualified professional. The per...

Dear R users I get different F-statistic results for a "within" model, when using "time" or "twoways" effects in plm() [1] and when manually specifying the time control dummies [2]. [1] vignette("plm") [2] http://cran.r-project.org/doc/contrib/Farnsworth-EconometricsInR.pdf Two examples below: library("AER") data("Grunfeld", package =

...e contact the sender and delete this > material from any computer. > > Cantella does not permit execution of trades requested by email. > Please call to ensure prompt execution of orders, as we are not > responsible for orders transmitted through email. > > Investing involves risk and you may incur a profit or a loss. > Please carefully consider investment objectives, risks, charges, > and expenses before investing. Cantella & Co., Inc. does not > provide legal or tax advice. For legal or tax advice, please seek > the services o...

Hi, I'm new to R. I'm using the R Gui and have tried to install additional packeges. When I choose Packages/Install package(s) I get the following error... utils:::menuInstallPkgs() Warning: unable to access index for repository http://cran.ma.imperial.ac.uk/bin/windows/contrib/2.15 Warning: unable to access index for repository http://www.stats.ox.ac.uk/pub/RWin/bin/windows/contrib/2.15

...nt is prohibited. If you receive this in error, please contact the sender and delete this material from any computer. Cantella does not permit execution of trades requested by email. Please call to ensure prompt execution of orders, as we are not responsible for orders transmitted through email. Investing involves risk and you may incur a profit or a loss. Please carefully consider investment objectives, risks, charges, and expenses before investing. Cantella & Co., Inc. does not provide legal or tax advice. For legal or tax advice, please seek the services of a qualified professional. The per...

Man Investments is the Asset Management Division of Man Group plc which is listed on the London Stock Exchange (EMG.L) and is a constituent of the FTSE 100 Index. Man Investments is a global leader in alternative investments providing innovative products and tailor made solutions for private and institutional clients. Through its diverse portfolio of managers it has developed in-depth knowledge

A SAS spokesperson has confirmed to this blog that they have invested in the R ?Core project to help build next generation algorithms . Details are sketchy but indications of some shift on cloud hosted SAS ,called SaaS are emerging.Also includes some details on Jim Davis ,SVP SAS marketing's statement on BI and Anne Milley having a new assignment within SAS Institute. Read more here -

Hello, I would like to post the below position on your site. Thanks, Quantitative Analyst/Quantitative Developer MSIM Global Risk & Analysis, Quantitative Research & Model Review group Morgan Stanley Investment Management (MSIM), together with its investment advisory affiliates, has more than 680 investment professionals around the world and approximately $279 billion in assets under

Hi - Think this is quick help. Not sure how to trap what is causing my simple script to run fine in R, but fail immediately when called from rscript. I can put all sorts of traps in the script itself, but when called from the command line the r window simply flashes and closes. There's probably a way to find out why rscript is failing, but I don't know it and can't seem to find it

Does anyone know any more than is in the following press release about REvolution Computing and their commercialization of R? http://www.intel.com/capital/news/releases/080122.htm "Intel Capital, the global investment arm of Intel Corporation, today announced that it has invested in the Series A financing of REvolution Computing, creator of parallel computing software for computational

Folks, I have a matrix: set.seed(123) a <- matrix(rnorm(100), 10) And a vector: b <- rnorm(10) Now, I want to switch the signs of those rows of a corresponding to indices in b whose values exceed the 75 %-ile of b which(b > quantile(b)[4]) [1] 2 6 10 so I want, in effect: a[2, ] <- -a[2, ] a[6, ] <- -a[6, ] a[10, ] <- -a[10, ] I thought I could do a[which(b >

Dear R-users, How do I obtain a sequence of dates consisting of only weekdays without the weekends in R? In S, I can do the following: timeSeq(from="12/17/2007", to="8/25/2008", by="weekdays") I tried using looking at timeSequence (fSeries package) and seq.Date (base package) but I do not know if I can specify "weekdays" rather than "day".

Hi all, Diverging from my research based number crunching I am interested to see what, if any R packages are out there that can access daily market values of investment funds (e.g. using http://quote.morningstar.com/fund/f.aspx?t=PDMIX) then store the data value (i.e. NAV =$11.56 ) with date retrieved so these can be plotted with ggplot2 on some regular basis. A web search turned up a

On 1/21/2013 12:35 AM, Chris Lattner wrote: > > I'm confused here. You're acting as though we don't use the STL. In fact, we do use std::string, std::vector, std::map etc when they are the right solution for the job. I'm trying to understand the reasoning behind the decisions made at the beginning of LLVM. My working assumption is that ADT didn't exist when LLVM