Browsed by
Category: data science

Denver Crime

Denver Crime

An exploratory analysis of crime, particularly bike theft, in Denver between 2011-2016 was developed in R using data from the Open Data Catalog. Two interactive visualizations are presented: Denver Crime Map – selected categories of Denver crime since 2011 Denver Bike Theft Map – reported crimes classified as bicycle theft since 2011. Find the source code at https://github.com/pchuck/denver-crime

Denver Traffic/Cycling Accidents

Denver Traffic/Cycling Accidents

An exploratory analysis of cycling accidents in Denver between 2011-2016 was developed in R using data from the Open Data Catalog. Have a look at the detailed analysis denver-traffic (github) or interactive map Denver Traffic Accidents Involving Bicycles: 2011-2016 (shiny.io).  

Long Term Leveraged ETF Performance

Long Term Leveraged ETF Performance

An Analysis of Theoretical Simulated vs Actual Performance The long-term performance of leveraged ETFs is analyzed. Leveraged ETF performance is compared to simulated ideal leverage and underlying non-leveraged indexes, and a number of characterizations are drawn from the analysis. Some unexpected results, both in short and long-term performance, are presented. Also, an ETF Leverage Simulator was developed to interactively demonstrate different leverage factors, expense ratios, and their effects on performance. See the report Long-Term Leveraged ETF Performance (rpubs) or implementation ETF Leverage Comparator (github)…

Read More Read More

ETF Leverage Simulator

ETF Leverage Simulator

The ETF Leverage Simulator synthesizes long-term leveraged ETF returns. Leveraged ETF’s are exchanged traded funds that use derivatives and debt to magnify the returns of an underlying index. Such funds apply a leverage multiplier (typical 2x or 3x) to amplify an index’s actual returns on a daily basis. This application allows the user to select an underlying index and then run a simulation to see how an ETF (applying daily leverage to the underlying index) would have performed over the same period….

Read More Read More