## GNP to Total Market Capitalization with Quantmod’s getSymbols and FRED

Posted February 13th, 2013 in Code, Finance, Uncategorized by Neal Basumullick

Market Cap/GNP reports the market value of all publicly traded securities as a percentage of the country’s business (GNP). With Quantmod’s FRED connector, we can import the two necessary series and evaluate the past predictive power of this indicator, along with Tobin’s q and Shiller PE.
Highlights:

• Q1 TTM/GNP: 158%
• Average from 1949 Q3 to 2012 Q3: 69%
R Code:
```1 2 3 4 require(quantmod) getSymbols('MVEONWMVBSNNCB',src='FRED') getSymbols('GNP',src='FRED') chart_Series(GNP,MVEONWMVBSNNCB)```

2013 Q1 Market Cap to GNP (Normal Scale)

2013 Q1 Market Cap to GNP (Log Scale)

## Light Strategy Backtesting with R, Quantmod, and PerformanceAnalytics

Posted February 6th, 2013 in Code, Finance, Uncategorized by Neal Basumullick

R and Quantmod provide a great combination for quickly testing strategies.  While not a complete backtester, the combination detailed below was able to replace my awkward Excel/Radis solution.  This also allowed me to use the PerformanceAnalytics package in CRAN rather than calculating performance ratios manually.

```1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 require(PerformanceAnalytics) require(quantmod)   getSymbols("SPY") dviInd <- DVI( Cl(SPY) ) # indicator trdSignal <- Lag( ifelse(dviInd\$dviInd < 0.5, 1, -1) )   rtn <- ROC( Cl(SPY) )*trdSignal rtn <- retn['2010-09-01/2012-08-31'] eqn <- exp( cumsum(rtn) ) plot(eqn)   table.Drawdowns(ret,top=20) table.DownsideRisk(rtn) charts.PerformanceSummary(rtn)```

Documentation:

Posted February 5th, 2013 in Uncategorized by Neal Basumullick

10-K and 10-Q filings are usually the first go-to resource for studying a company.  However, SEC’s Edgar interface, while very powerful, is not necessarily the best tool for quickly looking up a statement.  GrabEdgar provides access to the statements alone, leaving out vital information contained in the notes and commentary.

## All Housing Starts – Updated for December 2012

Posted December 15th, 2012 in Finance, Uncategorized by Neal Basumullick

Check All Housing Starts for housing starts predictions, updated for the latest December 2012 data.  See last year’s predictions under the 2011 tab.

## Facebook Hackthon Project: CoupleMash Cornell

Posted March 12th, 2012 in Code by Neal Basumullick

CoupleMash lets users decide whether two Cornell students would make a good match, and then lists the rankings.  We employ an algorithm that attempts to reduce spamming by asking for input on a particular match multiple times for users that seem to be spamming.

CoupleMash Cornell: http://ofneal.com/couplemash

## Neal Basumullick – GitHub Projects (nabm)

Posted March 12th, 2012 in Code by Neal Basumullick
Languages:

Repositories:

### clipdfviewer

Unix Command Line PDF viewer – Because you shouldn’t have to start X just to view a PDF

### Social-Calendar

Event sharing and group pages presented in a calendar layout

### forcepaste

Forces plain-text pasting in applications that don’t allow pasting, such as Git for Windows

### annualreports

Online Annual Reports Viewer

### Sha1Force

Crack Sha1 hashes with Google searches

### visualchamp

Visual Champ: On Demand, Dynamic Learning

## All Housing Starts – Restyled and Updated for December 2011

Posted January 17th, 2012 in Finance, Uncategorized by Neal Basumullick

All Housing Starts, a database of historical and predicted housing starts data, has been updated to reflect December 2011 forecasts.  The site’s layout and design have also been changed to improve readability.  The data is also presented in a way that allows instant searching and sorting.

## ArticleHub – Simple, Powerful Feed Aggregation

Posted January 6th, 2012 in Uncategorized by Neal Basumullick

#### Step 1

• Edit the value after`\$feed->set_feed_url` to match your feed url

#### Step 2

• Copy ArticleHub to your local web directory. For Windows, this might be C:/wamp/www. Linux: /var/www

#### Step 3

• Upload `articlehub.php` and `articlehub_ofneal.inc` to your website host
• Share your experiences with ArticleHub

## Speech Search: Simple, Free Speech Recognition for Searching Google, Wolfram|Alpha, and Blogs

Posted April 14th, 2011 in Code, Uncategorized by Neal Basumullick

While very useful, Speech Recognition software can cost hundreds of dollars for a license.  This solution is hardly cost-efficient when considering that most computer interaction is in the form of Google search queries of less than 20 words in length.

I built SpeechSearch and SpeechWolfram to take advantage of the HTML5 API, as well as Google’s robust voice recongition APIs and provide a simple website for searching Google, Wolfram|Alpha, Facebook, and Lifehacker (an example blog), all without touching your keyboard.  Try it now (requires Chrome 11 Beta or greater):

http://ofneal.com/speechsearch

http://ofneal.com/speechwolfram