Efficient Calculation of Efficient Frontiers

The efficient frontier is a ubiquitous tool in quantative finance, yet it is often calculated using incredibly inefficient methods. Can we do better using a healthy helping of analysis and linear algebra.

Bank Holiday Bodge: Parametric Snowflakes

After yesterday's post drawing Christmas trees with Python, it's time to give R a chance to shine. In this post, I use the shiny and ggvis packages to build a webapp for generating parametric snowflakes.

Enforcing Input Permanence with Shiny

Shiny is an incredibly tool for building online dashboards and web apps. The crux of Shiny is the concept reactive programming, allowing you to build visualisations and analyses which automatically update with changing user input. Reactivity is complicated though and doesn't always work as you expect so in this post I tackle an issue which I have repeatedly faced in my work and to which a solution I am yet to find online.

Beauty From Chaos

Starting a new blog is hard. Period. In this post, I discuss the issues I faced in writing my first blog piece and how I overcame these by producing a simple, yet full workable, Shiny web app. It may be only be a small way to start, but I hope that it will be the first step in a highly fruitful journey.
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