programming

Architecture and Process Flow for My Algorithmic Trading

Seam Carving

Snippet of my Seam Carving Report from my Msc Computer Science Georgia Tech’s Computational Photography module Besides removing of streams, we can also add streams. We identify k streams for removal and duplicate by averaging the left and right neighbours. The computation of these averages is done by convolving the following matrix with the images’ colour channels. kernel = np.array([[0, 0, 0], [0.5, 0, 0.5], [0, 0, 0]]) In the implementation of my scaling_up algorithm, I first remove k streams (depending on ratio set by user) and recorded the coordinates and cumulative energy values of the original picture in each removal.

R package: Decomposing a Position Into Exchange Rate and Non Exchange Rate Effects

Decomposing a Position Into Exchange Rate and Non Exchange Rate Effects If you are someone with a stake in foreign positions, this package I wrote here may be a useful tool to help you understand the impact of foreign currency on your positions. For instance, If you are an investor, you may use it to analyze impact of exchange rate on your investment positions. If you are in the treasury department, you may wish to analyze the impact of exchange rates on your bonds.

Shift Share Analysis Package I developed

Shift-share Analysis Package I developed During my career, I often have to deal with compositional & within group effects. For instance, the employment rate fell by 3% across 2 period. How much of it is due to an increase in employment rate within the sub-group and how much of it is due to compositional shift (for example ageing population). A formal way to explain these effects is known as shift-share analysis.

Automated Email Notification of my ETF watchlist

I wrote an automated email notification code to send out my daily ETF watchlist in csv - an extension of my ETF watchlist project here. I figured out that people will not visit my site. So why not blast out the watchlist instead:) And if you are interested in the code. Here you go. #Steps for sending watchlist library("rJava") library(‘mailR’) source("./R/emails.R") # Write the content of your email msg <- paste("Hey there, I’m sending this ETF watchlist that is updated as of ", "\n", as.

Naming Conventions in R. Let's call it JR Notations

Naming Conventions in R. Let’s call it JR Notations. ‘Naming conventions’ is a huge thing in many programming languages/ paradigms/ communities. But it’s noticeably absent in the R programming community. With some inspiration from the Hungarian Notation, here’s a blue-print that I came up with while working on a major R project over the last 2 months. Drumroll please… 1. Naming conventions for R scripts F_ for R scripts that contains functions.