What I cannot create, I do not understand – Richard Feynman

This is the personal blog of Brian Wilcox. I'm a self-driven software engineer with a passion for creating efficient and elegant solutions to complex problems. My background is in Computer Science and Economics but my interests span everything from futurism to fitness. All opinions expressed are my own.

bitcoin

The state of bitcoin in 2015

I found a great presentation on bitcoin going into 2015 and I wanted to share it. Anyone who read my bearish post about bitcoin knows my concerns with the cryptocurrency many of which still hold true. I’m happy to say I was correct in expecting it to drop dramatically from where it was when I wrote the article, but it…

Playing with Twitters Breakout Detection Package

This will be a short and sweet blog post. I saw Twitter’s new R breakout detection package today and being a nerd immediately applied it to some financial time series. Just a little background: Nowadays, BigData is leveraged in every sphere of business: decision making for new products, gauging user engagement, making recommendations for products, health care, data center efficiency…

stock sector correlations in r

Stock Market Sector Correlations Visualized

In this blog post I will demonstrate and provide code for visualizing the correlations of the US stock market over time. How do different sectors correlate to each other over time? Which correlate the least (meaning they may be defensive) and which correlate the most? We’ll be looking at 11 sectors from 2006 to now. First we need to collect…

Using Quandl with Concurrent Pandas

Concurrent Pandas is a Python library for concurrently downloading python data frames. Below is a concise example of using Concurrent Pandas with Quandl, The Federal Reserve, Google Finance, and Yahoo Finance. The following demo script is licensed under the same terms as Concurrent Pandas. Replace “YOUR KEY HERE” with your Quandl key. import concurrentpandas import collections import time #Replace “YOUR…

MonthlyStockSectorReturns

Violin Plots of Financial Data by Sector and by Market Cap

Edit 09-19-2014: Opening up the #rstats code to make this : http://t.co/hEInU5Qkv5 here : https://t.co/ZPpxGQ0KrL Stock returns by sector. #finance #datavis — Brian Wilcox (@Brian_M_Wilcox) September 20, 2014 Get the source code here. Original Post: Quick post, it’s been a while. As always none of this constitutes financial advice. I was playing around with R and ggplot2, and was recently…

Science / Research on Ubuntu – Get the latest version of R, SciPy Stack, & NeuroDebian installed on Ubuntu

I’m writing this quick post in case it is useful in someone getting jump started with a scientific computing environment on Ubuntu. I was frustrated to find that R is perpetually out of date in the Ubuntu universe repositories. Source of these directions here. To change your default repo to sync to Berkeley’s you can do the following: sudo [gedit…

cumulative returns of stocks

The disproportionate return of Mid Cap stocks

Disclaimer : As always the information here does not constitute investment or financial advice, and may be inaccurate. I was doing some research into different market capitalizations and their respective returns when I found something interesting, Mid-cap (stocks with $2 billion–$10 billion in market capitalization) appeared to out perform both small caps and large caps, with slightly more volatility than large…