I've started getting into R and was curious if any of you would recommend a particular book. Sorry if this has been asked before. Thanks.
I am taking a Coursera.org course in computational finance. The course uses R for data analysis and statistical modeling
To learn R, we use the web-based platform DataCamp for all R assignments "DataCamp is an online interactive learning platform that offers free R tutorials through learning-by-doing. It breaks the different programming assignments down into many short exercises, and provides you with hints and instant feedback on how to perform even better. This helps you to understand deeply what is going on, even if you are a novice to programming."
The other R texts he recommends to learn R are:
Beginner's Guide to R by Alain Zuur, Elena Ieno and Erik Meesters, Springer-Verlag
R Cookbook by Paul Teetor, O'Reilly
Introductory Statistics with R, Second Edition (Statistics and Computing, Paperback), by Peter Dalgaard, Springer-Verlag, New York.
Missed your post the first time, but yeah, this is the one I took. I only got about halfway through but they offered it again this semester so I'll watch what I missed, or just download the videos.
Glad someone bumped the thread so I didn't have to search for it, but BU has a sabermetrics class being offered by EdX in May:
This course is starting on May 8th: Sabermetrics 101: Introduction to Baseball Analytics. "This course will cover the theory and the fundamentals of the emerging science of Sabermetrics. We will discuss the game of baseball, not through consensus or a fan’s conventional wisdom, but by searching for objective knowledge in hitting, pitching, and fielding performance. These and other areas of sabermetrics will be analyzed and better understood with current and historical baseball data.
The course also serves as applied introduction to the basics of data science, a growing field of scholarship, that requires skills in computation, statistics, and communicating results of analyses. Using baseball data, the basics of statistical regression, the R Language, and SQL will be covered." https://www.edx.org/course/bux/bux-sabr101x-sabermetrics-101-1558#.U0x7AF5bRFw
U of Michigan has one called "Model Thinking" on Coursera that I found fairly interesting. There are a bunch of Game Theory and a few programming classes I'm going to take next.
This is really great stuff. Good direction to take me to the next level.
Have any of you guys heard of MatLab? I live in Alberta, and most of the oil companies use mat lab simulations to interpret seismic data. My buddy and I are currently using that platform to model with limited success. We tried doing the CFL and NFL with TSN/ESPN stats and we weren't getting a big enough sample size to determine EV. Seriously contemplating picking up Kostats to take it to the next level but like some of the other guys, finding time to commit is the problem.
I'd be happy to share some work and collaborate with you guys if you see value in my experience. I'm afraid I don't know much about python or R. If you're looking for an additional member, feel free to get my email from BT as well. I do have access to some grunts that can organise work sheets and data entry.
I used to be really good with matlab in undergrad, and I think it's pretty easy to pick up. The problem is that it's crazy expensive to buy on your own.
Does anyone know if there is a good course/web-tutorial on web-scraping? I have a few ideas on tennis modeling, and I have some coding experience (though it's been about ten years), but you have to get the data before you can do anything with it, and that's what I don't know how to do.
Have you guys tried SPSS Modeler? I have it for free (at work) and it's great for data manipulation. We have built some really sophisticated prediction models.
Have you guys tried SPSS Modeler? I have it for free (at work) and it's great for data manipulation. We have built some really sophisticated prediction models.
By all accounts it seems to be an amazing piece of software.......for $30.000,-
Missed your post the first time, but yeah, this is the one I took. I only got about halfway through but they offered it again this semester so I'll watch what I missed, or just download the videos.
Glad someone bumped the thread so I didn't have to search for it, but BU has a sabermetrics class being offered by EdX in May:
1. To the poster asking for a web tutorial on scraping: I dont have one for you, but I use Excel to scrape the web and a Visual Basic macro.
2. Working on a model where the public data is shitty and the website owner has deliberately hidden the data to make it difficult to scrape (so that they can sell it to you): varying table formats, naming conventions that are designed to only work 90% of the time, website rejection if you ping it too often in a short period of time, etc. It is the least fun part about building a model but then again rewarding because you know nobody else is going to waste their time trying to get this data.
3. I use R to analyze data and automate the handicapping process. But when I am running a game-simulation or tournament-simulation model I use "@Risk"; which is an Excel add-in. It is very easy to use (I'm not a professional coder) and what would be a complicated and hard-to-audit program is something you can run easily in short time on your screen.
4. Anybody feel free to PM me if you have any dumb questions about R, data scraping, or simulation modeling.
1. To the poster asking for a web tutorial on scraping: I dont have one for you, but I use Excel to scrape the web and a Visual Basic macro.
2. Working on a model where the public data is shitty and the website owner has deliberately hidden the data to make it difficult to scrape (so that they can sell it to you): varying table formats, naming conventions that are designed to only work 90% of the time, website rejection if you ping it too often in a short period of time, etc. It is the least fun part about building a model but then again rewarding because you know nobody else is going to waste their time trying to get this data.
3. I use R to analyze data and automate the handicapping process. But when I am running a game-simulation or tournament-simulation model I use "@Risk"; which is an Excel add-in. It is very easy to use (I'm not a professional coder) and what would be a complicated and hard-to-audit program is something you can run easily in short time on your screen.
4. Anybody feel free to PM me if you have any dumb questions about R, data scraping, or simulation modeling.
paddyboy111- "4. Anybody feel free to PM me if you have any dumb questions about R, data scraping, or simulation modeling."
PM how?
sorry Squiggly, I'm new here and had assumed there was a PM functionality. I see people earlier in the thread say that you can contact the administrators to get their personal emails. Feel free to do the same with me.
in case anyone is looking for a decent resource to try to start learning a programming language, i found a website that has really helped me, codeacademy.com. ive had a few stops and starts trying to pick up programming but so far this has been a great tool for me. hope this helps someone else looking to learn from scratch.
Comments
I am taking a Coursera.org course in computational finance. The course uses R for data analysis and statistical modeling
To learn R, we use the web-based platform DataCamp for all R assignments "DataCamp is an online interactive learning platform that offers free R tutorials through learning-by-doing. It breaks the different programming assignments down into many short exercises, and provides you with hints and instant feedback on how to perform even better. This helps you to understand deeply what is going on, even if you are a novice to programming."
https://www.datacamp.com/
The other R texts he recommends to learn R are:
Beginner's Guide to R by Alain Zuur, Elena Ieno and Erik Meesters, Springer-Verlag
R Cookbook by Paul Teetor, O'Reilly
Introductory Statistics with R, Second Edition (Statistics and Computing, Paperback), by Peter Dalgaard, Springer-Verlag, New York.
Yes this is the course i took. I highly recommend it. The Coursera.org offereings just keep getting better
Missed your post the first time, but yeah, this is the one I took. I only got about halfway through but they offered it again this semester so I'll watch what I missed, or just download the videos.
Glad someone bumped the thread so I didn't have to search for it, but BU has a sabermetrics class being offered by EdX in May:
https://www.edx.org/course/bux/bux-sabr101x-sabermetrics-101-1558
I guess it's time for me to learn R so I can fully appreciate it.
Teach him how to fish and he'll eat for a lifetime......
Best thread ever, thanks to everybody for contributing!
This course is starting on May 8th: Sabermetrics 101: Introduction to Baseball Analytics.
"This course will cover the theory and the fundamentals of the emerging science of Sabermetrics. We will discuss the game of baseball, not through consensus or a fan’s conventional wisdom, but by searching for objective knowledge in hitting, pitching, and fielding performance. These and other areas of sabermetrics will be analyzed and better understood with current and historical baseball data.
The course also serves as applied introduction to the basics of data science, a growing field of scholarship, that requires skills in computation, statistics, and communicating results of analyses. Using baseball data, the basics of statistical regression, the R Language, and SQL will be covered."
https://www.edx.org/course/bux/bux-sabr101x-sabermetrics-101-1558#.U0x7AF5bRFw
This one starts on june 2nd: https://www.coursera.org/course/modelthinking
And for anybody who wants to learn R, here's an easy way to start: http://tryr.codeschool.com
All free.
I used to be really good with matlab in undergrad, and I think it's pretty easy to pick up. The problem is that it's crazy expensive to buy on your own.
C# first appeared in 2000.
Python has been around since 1993.
Should have said in use at places like Hedge funds?
You'd be surprised how much you can do with excel. Wayne Winston, for example, counts it as his modeling tool of choice.
By all accounts it seems to be an amazing piece of software.......for $30.000,-
This class was terrible. Should be renamed "learn basic SQL and R programming using basic basic stats."
2. Working on a model where the public data is shitty and the website owner has deliberately hidden the data to make it difficult to scrape (so that they can sell it to you): varying table formats, naming conventions that are designed to only work 90% of the time, website rejection if you ping it too often in a short period of time, etc. It is the least fun part about building a model but then again rewarding because you know nobody else is going to waste their time trying to get this data.
3. I use R to analyze data and automate the handicapping process. But when I am running a game-simulation or tournament-simulation model I use "@Risk"; which is an Excel add-in. It is very easy to use (I'm not a professional coder) and what would be a complicated and hard-to-audit program is something you can run easily in short time on your screen.
4. Anybody feel free to PM me if you have any dumb questions about R, data scraping, or simulation modeling.
2. Working on a model where the public data is shitty and the website owner has deliberately hidden the data to make it difficult to scrape (so that they can sell it to you): varying table formats, naming conventions that are designed to only work 90% of the time, website rejection if you ping it too often in a short period of time, etc. It is the least fun part about building a model but then again rewarding because you know nobody else is going to waste their time trying to get this data.
3. I use R to analyze data and automate the handicapping process. But when I am running a game-simulation or tournament-simulation model I use "@Risk"; which is an Excel add-in. It is very easy to use (I'm not a professional coder) and what would be a complicated and hard-to-audit program is something you can run easily in short time on your screen.
4. Anybody feel free to PM me if you have any dumb questions about R, data scraping, or simulation modeling.
PM how?
sorry Squiggly, I'm new here and had assumed there was a PM functionality. I see people earlier in the thread say that you can contact the administrators to get their personal emails. Feel free to do the same with me.