Archive

Archive for September, 2009

Survive R

September 28th, 2009 22 comments

New PDF slides version (presented at the Bay Area R Users Meetup October 13, 2009).

We at Win-Vector LLC appear to like R a bit more than some of our, perhaps wiser, colleagues ( see: Choose your weapon: Matlab, R or something else? and R and data ). While we do like R (see: Exciting Technique #1: The “R” language ) we also understand the need to defend oneself against the abuse regularly dished out by R. Here we will quickly share a few fighting techniques.
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A Discrete Model Gauging Market Efficiency

September 8th, 2009 4 comments

New paper: A Discrete Model Gauging Market Efficiency PDF

We highly recommend reading the PDF version, but please find below a HTML translation of the paper.

We follow up on some interesting work from the literature and explore some conditions that allow large predatory traders to dominate markets.

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