People also love to hate R but data.table is light years better than pandas in my view
I did not, mostly because the parsers are custom to how I want things displayed. Here is a simplified example for Chase, though: BEGIN{ FS = ","; } { if(FNR > 1){ date = gensub(/([0-9]{2})\/([0-9]{2})\/([0-9]{4})/,…
I tried this out and switched to ledger-cli instead. All of the features listed above are possible and the the flexibility is incredible. The hardest part is data entry. For accounts that provide API access I wrote…
The obsession with cpu speed almost always confuses me in these topics. Time it takes to program is way more important, and that’s where a terse language like R shines. The base/most common functions are almost always…
I have been using R for almost 20 years now. I work on a medium-sized quant team at a large asset manager and we run several $BN off R - we mostly trade equities and vanilla derivatives. Our models are primarily…
People also love to hate R but data.table is light years better than pandas in my view
I did not, mostly because the parsers are custom to how I want things displayed. Here is a simplified example for Chase, though: BEGIN{ FS = ","; } { if(FNR > 1){ date = gensub(/([0-9]{2})\/([0-9]{2})\/([0-9]{4})/,…
I tried this out and switched to ledger-cli instead. All of the features listed above are possible and the the flexibility is incredible. The hardest part is data entry. For accounts that provide API access I wrote…
The obsession with cpu speed almost always confuses me in these topics. Time it takes to program is way more important, and that’s where a terse language like R shines. The base/most common functions are almost always…
I have been using R for almost 20 years now. I work on a medium-sized quant team at a large asset manager and we run several $BN off R - we mostly trade equities and vanilla derivatives. Our models are primarily…