To update pre-2016 notebooks, fix broken import and preamble #2
Comments
New group functions which use dictionary comprehension are helpful in clarifying logic and reducing notebook clutter.
|
Here's another illustration of "Fix issue #2 with v4 and p6 upgrades": Notice how the import cell precedes the preamble cell in the notebook. |
Appendix 2 illustrates forwards as predictors. Appendix 3 distills entire notebook into one function forefunds().
Smooth metals by ema(). Use groupfun() to normalize. NEW Appendix 1 gives an algorithmic summary in a few lines of code. NEW Appendix 2 visualizes the chronological joint path of the positions indicators for bonds and equities by color heat map.
hscore section completely revised. Additional year of data confirms recovery in housing economy.
Include color heat map to show regresssion results. Include sections on real gold history, and our conjecture that real gold is a stationary time-series indirectly bound by real interest rates.
Update to reveal Paulson's dramatic GLD liquidation in 2016-Q4.
Switch from fecon to fecon235 for main import module. Minor edits given additional year of data.
Switch from fecon to fecon235 for main import module. Minor edits given more data and change in futures basis. During 2015 we detected strong negative correlation between price change and tango, however, in 2016 that strong correlation became positive -- thus we conclude the relationship is spurious. The observed correlations are mere artifacts which do not imply any significant economic relationships.
Update data and narrative. Polished after more than two years!
Git shell script to list commit dates, given path/filename(s)The system's modification time for a committed file may not There is no nice builtin git utility, so I wrote one: https://git.io/git-lu Now we can clearly see which notebooks are actually still pre-2016: P.S. -- git does not internally keep a record of modification times, |
TODO List
|
|
Fixed fred-inflation.ipynb, but there's more notebooks to revise. Reopen issue. |
CHANGELOG 2018-06-23 (tag: v6.18.0623)Major version change for fecon235 from v5 to v6 Henceforth, fecon235 becomes a repository solely of Jupyter notebooks. Revise docs/fecon235-00-README.ipynb to introduce fecon236. Recommended import style
Function names have been retained, but under fecon236, expect infrequent function calls to be explicit rather than implicit, i.e. modules names and their aliases are significant. |
Major release v4.15.1230 benefits from the python3 compatibility changes
made during v3. All modules are now operational under
both Python 2 and 3. Also, code has been rewritten for
cross-platform performance (Linux, Mac, and Windows).
We MOVED the yi-modules from nb to a new directory: lib.
Python 3 uses absolute import and our python2 code
now conforms to that practice.
To update pre-2016 notebooks, please use import style
discussed in docs README: https://git.io/fecon-intro
The top-level module fecon235.py
(formerly known as nb/fecon.py) is also
explained in that introduction.
With adoption of python3 print_function,
the python2 print statement must be rewritten as a function.
We also highly recommend inclusion of PREAMBLE-p6.15.1223
which gives versioning requirements for successful
notebook replication. With those fixes, our notebooks
should run under both Python kernels in Jupyter,
without any dependency on Linux.
The text was updated successfully, but these errors were encountered: