Alex Chinco alexchinco
alexchinco
/ plot--model-solution--26aug2015.R
Created
August 28, 2015 15:13
Solution to multiscale noisy-rational-expectations model.
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| ## Prep workspace | |
| options(width=120, digits=6, digits.secs=6) | |
| rm(list=ls()) | |
| library(foreign) | |
| library(grid) | |
| library(plyr) | |
| library(ggplot2) | |
| library(tikzDevice) | |
| print(options('tikzLatexPackages')) |
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| for (t in 1:10) { | |
| print t | |
| } |
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| ## Prep workspace | |
| rm(list=ls()) | |
| library(foreign) | |
| library(grid) | |
| library(plyr) | |
| library(ggplot2) | |
| library(tikzDevice) | |
| print(options('tikzLatexPackages')) | |
| options(tikzLatexPackages = |
alexchinco
/ parse-wsj-data--17jul2014.py
Created
July 18, 2014 02:04
Reads HTML files containing WSJ articles mentioning S&P 500 companies and saves metadata.
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| import csv | |
| import time | |
| import random | |
| import os | |
| import urllib2 | |
| import io | |
| import gzip | |
| import sys | |
| import urllib | |
| import re |
alexchinco
/ Wavelet Variance Simulation
Created
July 26, 2014 21:03
Create figures for wavelet variance post.
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| ## Prep workspace | |
| rm(list=ls()) | |
| library(foreign) | |
| library(grid) | |
| library(plyr) | |
| library(ggplot2) | |
| library(tikzDevice) | |
| library(wmtsa) |
alexchinco
/ plot--2-period-kyle-model--11aug2014.R
Last active
August 29, 2015 14:05
Simulate equilibrium parameters for 2 period Kyle (1985)-type model
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| ## Prep workspace | |
| rm(list=ls()) | |
| library(foreign) | |
| library(grid) | |
| library(plyr) | |
| library(ggplot2) | |
| library(tikzDevice) | |
| print(options('tikzLatexPackages')) | |
| options(tikzLatexPackages = |
alexchinco
/ existing-information-based-asset-pricing-Models.html
Last active
August 29, 2015 14:06
XKCD-style slide
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| <!DOCTYPE html> | |
| <meta charset="utf-8"> | |
| <link rel="stylesheet" href="http://cmx.io/v/0.1/cmx.css"> | |
| <script src="http://cmx.io/v/0.1/cmx.js" charset="utf-8"></script> | |
| <style>.cmx-user-scene4 .cmx-text-border .cmx-path {stroke: orange}</style> | |
| <body> | |
| <div style="max-width:900px; -webkit-transform:rotate(0deg)"> | |
| <scene id="scene1"> | |
| <label t="translate(0,346)"> |
alexchinco
/ plot--grossman-stiglitz-vs-kyle--11jun2015.R
Created
June 15, 2015 18:32
Kyle vs Grossman-Stiglitz comparative statics.
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| ## Prep workspace | |
| options(width=120, digits=6, digits.secs=6) | |
| rm(list=ls()) | |
| library(foreign) | |
| library(grid) | |
| library(plyr) | |
| library(ggplot2) | |
| library(tikzDevice) | |
| print(options('tikzLatexPackages')) |
alexchinco
/ plot--equilibrium-coefficients--25jun2015.R
Created
June 25, 2015 16:33
Code: Risk Aversion, Information Choice, and Price Impact
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| ## Prep workspace | |
| options(width=120, digits=6, digits.secs=6) | |
| rm(list=ls()) | |
| library(foreign) | |
| library(grid) | |
| library(plyr) | |
| library(ggplot2) | |
| library(tikzDevice) | |
| print(options('tikzLatexPackages')) |
alexchinco
/ plot--kyle-1989-model-solution--12nov2015.R
Created
November 13, 2015 22:58
Code to solve for the equilibrium parameters in the Kyle (1989) model
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| ## Prep workspace | |
| options(width=120, digits=6, digits.secs=6) | |
| rm(list=ls()) | |
| library(foreign) | |
| library(grid) | |
| library(plyr) | |
| library(ggplot2) | |
| library(tikzDevice) | |
| print(options('tikzLatexPackages')) |
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