Robin Penfold

Code that I often use but rarely recall

Here’s the post on this site that I view the most … and one that I hope will help you. It contains the code snippets that I often use but rarely recall.

Projecting portfolio risk

Risk analysis is a standard technique within quantitative investment. In this post, I’ll describe how to perform it succinctly in R.

Winning at Wordle

Wordle is a source of healthy competition in our family. So, with a long train journey ahead of me, I thought I would embrace my nerd power and gain a competitive edge over my wife! I downloaded the most common five-letter words from the internet and analysed them with the following code. This leads me to suggest — only in the context of Wordle — that you should STARE at the CHILD that is FUNKY.

PremPredict

They think it’s all over. It is now.

Asset manager evaluation

Back in the day, I wrote research papers about investment practice. One example concerned how asset owners could better evaluate the investment performance of their asset managers. Basically, the idea is to view performance in the way that a Bayesian would.

Brexit vote analysis

I wanted more insight into the recent vote and so investigated each constituency, comparing the Brexit vote with that of the winning parliamentary party from 2016

Have batting averages improved over time?

Cricket commentators often talk of changes in batting quality through the ages. But is there any truth to this?