Kyle Lee DixonIs there a new data science language in town?I’ve been writing R and Python code for over a decade so this feels odd for me to say but, I think I may be falling in love with another…Jan 6, 2023Jan 6, 2023
Kyle Lee DixoninTowards DevMultiple Asset Parametric Value at Risk (VaR) in RCalculating VaR for a portfolio that contains multiple assets can be complex, as the portfolio’s overall risk is influenced not only by…Dec 16, 2022Dec 16, 2022
Kyle Lee DixoninTowards DevBacktesting VaR in RVaR models are only useful if they can predict risk reasonably well; which is why the application of VaR models should always be…Jun 20, 2022Jun 20, 2022
Kyle Lee DixonHey Filipe,In your Git CMD prompt, if you navigate to your electron-quick-start folder and run 'npm start' will your app launch and function as…Mar 30, 20221Mar 30, 20221
Kyle Lee DixoninTowards DevOAuth 2.0 and R ShinyI have to be completely honest here, I struggled with this project for far too long. I was so relieved when I finally got this working, and…Mar 30, 2022Mar 30, 2022
Kyle Lee DixoninTowards DevTime Series Smoothing in RIn time series analysis smoothing is usually done to help us better see patterns and trends. The idea is to smooth out the irregular…Mar 14, 2022Mar 14, 2022
Kyle Lee DixoninTowards DevMonte Carlo Value at Risk (VaR) in RRecently, I wrote a post detailing two basic approaches to VaR, historical and parametric. If you haven’t read it and you’re interested in…Feb 8, 2022Feb 8, 2022
Kyle Lee DixoninTowards DevModern Portfolio Theory in RWhat is Modern Portfolio Theory?Jan 31, 20221Jan 31, 20221
Kyle Lee DixoninTowards DevCalculating Value at Risk (VaR) in RVaR is an important risk management metric that represents a theoretical maximum loss that you can expect given a certain portfolio as an…Jan 26, 2022Jan 26, 2022
Kyle Lee DixonLet me see if I can get something to work. I'll keep you posted here!Jan 25, 2022Jan 25, 2022