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.

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Simple Text Similarity Matching Using Cosine Similarity

Download Twitter data for the above code:TwitterData_RediPhone_part2

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Shiny R code for multiple plots using ggplot2 and gridextra

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

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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 : (5)   For -period model-free implied volatility (MFIV) is: (6) […]

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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

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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 (CMA)  = (SC + BC) / 2 – (SA + […]

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