Category: Data
Best matched document using gensim
This code is simple version of gensim library demo. Download BBC data set and unzip to a folder. Run the following code and find top 10 matched document based on your query.
Simple Text Similarity Matching Using Cosine Similarity
Download Twitter data for the above code:TwitterData_RediPhone_part2
Shiny R code for multiple plots using ggplot2 and gridextra
Shiny R code for multiple plots using ggplot2 and gridextra Sample code to use shiny for multiple graphs in same plot Use ggplot2 and gridextra
Model free implied volatility
Risk-Neutral Skewness and Kurtosis: See this post for R code to calculate model free implied volatility. Let stock price return for period is given by: (1) The price of the volatility contract: (2) The price of the cubic contract: (3) The price of the quadratic contract: (4) Define : […]
R code to download Options and Futures data from NSE
The code below can download daily bhav for Futures and Options from the NSE website. I have also include sample code that downloads indices level from the National Stock Exchange
Factor to explain factor
The new fama-french model replaces the existing five-factor model. The new five-factor fama-french model includes profitability and investment factors. Profitability factor: Robust minus weak operating profit (RWA )= (SR + BR) / 2 – (SW + BW) / 2 = [(SR – SW) + ( BR – BW)] / 2 Investment factor: Conservative minus aggressive Investment […]