Posts filed under “Data Analysis”
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Source: AQR Data Sets
For years I’ve been an admirer of, and thankful for, those who have created and publicly shared the databases that allow us to do our research far easier and better. Today AQR attempts to join them in making such a contribution.
When you create a database you do something qualitatively different from writing a paper that makes a specific point (a feat not to be sneezed at either!). You allow others to expand upon your work. Going further, you openly risk others finding the flaw in your work, confident that if that occurs it’s to the betterment of us all. Put simply, you likely advance the art and science of whatever field you’re in. We have, for years, benefited from others’ efforts, generosity and courage along these lines.
Specifically, AQR is posting the data behind many of our research papers, and committing to updating this data over time. You can find deeper explanations of what we’re doing in our explanation article and the actual data in our online library. This should only be a start and we welcome your suggestions for improvement and ideas for things we can add in the future.
We hope you will find this useful. And, if you do discover any critiques of our work from this data, we hope you’ll be gentle.
click for interactive chart Source: WSJ Great set of interactive charts at the WSJ showing differing views of American employment. Maps include Jobless Rate Change, 2013-14; Labor Force Percentage Change, and the map above of Jobless Rate Change Since the Great Recession Began. The cartograms are sized not by their physical acreage, but rather…Read More
Unbelievable jobs numbers..these Chicago guys will do anything..can’t debate so change numbers — Jack Welch (@jack_welch) October 5, 2012 Today’s column is about stupidity. Perhaps that’s overstating it; to be more precise, it is about the conspiracy-theorist combination of bias, innumeracy and laziness, with a pinch of arrogance thrown in for…Read More
Stories based on Black Friday consumer spending numbers are a holiday tradition. Bob talks with investor and Bloomberg View contributor Barry Ritholtz about the problems with stories based on those numbers. NPR/WNYC: Source: On the Media
Over the years, I have spilled a lot of pixels on why the monthly obsession on NonFarm Payrolls is misplaced (See e.g., this, this and this). What matters is not any single data point, but the overall trend. And as we have seen since the trend reversed in 2010, that trend has become positive….Read More
Dig this: “In an email to The Huffington Post, an NRF spokeswoman called Ritholtz’s piece an “annual temper tantrum” that was “slanted, flawed and predictable,” and compared it to “such holiday traditions as the Grinch and the threat of coal in one’s stocking.” The NRF did not cite any inaccuracies in Ritholtz’s column, nor did…Read More
The New York Times headline declared, “Thanksgiving Weekend Sales, at Stores and Online, Slide 11 Percent.” Not to be outdone, the Wall Street Journal reported, “‘Black Friday’ Fades as Weekend Retail Sales Sink.” And — to prove I’m not playing favorites — Bloomberg News noted that, “Black Friday Fizzles With Consumers as Sales Tumble 11%.”…Read More