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.

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 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…

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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 I was frustrated to find that R is perpetually out of date in the Ubuntu universe repositories.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…

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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…

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Free Interactive Introduction to Python Programming

Below are some (mostly) interactive resources to learn python programming. I have also included some general programming resources and some text based references and guides to Python programming. Learn Python Interactively Code Academy Python Coding Bat – Python Learn Python Learn Street – Python Additional Resources to learn Python Quick guide to python Learn Python the Hard Way General Programming…

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Fixing R-Studio Update Errors

Quick mini-post… It should be noted neither of these issues is due to RStudio or R, they were however either not online elsewhere or hard to find so I posted them here. I recently updated R and Rstudio and started getting some weird errors: IBUS-WARNING **: Unable to connect to ibus: Could not connect: Connection refused I solved this by…