published by adam on Tue, 08/28/2012 - 01:38
According to the ishares blog, the Chicago Fed National Activity Index (CFNAI) was recently named the most underrated index for measuring the US economy's health. I wholeheartedly agree. I co-ran this beauty when I worked at the Fed in 2008-2009 and automated its graphing in Matlab. If you look back in the archives from around then, you'll see...
published by adam on Sun, 08/12/2012 - 15:33
I have an opening to take on more hours of client work beginning in mid-September. Please feel free to contact me if you're looking for support in forecasting, automation, quantitative design, social network analysis---or anything I've written about here.
published by adam on Wed, 03/14/2012 - 13:56
I spent the weekend playing with R's mapping capabilties. For most purposes, I think you can accomplish more writing raw SVG wrapped in a flash interface to allow easy web interactivity like what we did for CAFf. However, there are some applications for which a good static cloropleth map can be very useful---like when you want quick situational awareness of important numbers that change at slow frequency.
Following up on the first report series launched, the Arima Sector Forecast Reports, I'm going to add a regular GIS report to provide an at-a-glance view of US unemployment.
Here's a preview:
published by adam on Wed, 09/28/2011 - 05:39
For several months now, I've been putting together an automated econometric forecasting platform. Using a simple ARIMA model, I've created a forecast for stock sectors to inform my own short-term option trades. Despite being a statistical model, rather than a foundational one about informationally poor stocks, I found it useful for my purposes---though I make no promises about yours---and developed this infrastructure in order to share it online. Even if you're not interested in stock market movements, the further utility of the platform is as a demonstration of the capabilities of reports automation: this platform runs an analysis every day, makes forecasts, charts, typesets instructions and accompanying advertizements, and publishes them to PDF and in an animated gallery online. This is an analysis that once automated, never again needs human intervention. That's a powerful thing, especially in how it frees this human to solve new problems.
Here it is: http://www.designandanalytics.com/ARIMA-Sectors And here is where to sign up for the newsletter providing coverage.
