R Package: EIAdata

I just put my functions to interact with the EIA's API into a R package which I've called 'EIAdata'.  The package is available here: EIAdata_0.1.tar.gz. Once downloaded, you can install it with R CMD INSTALL EIAdata_0.1.tar.gz while in the same directory.

The package contains the functions getCatEIA and getEIA which will get data categories/series IDs, and the time series data for a given series ID, respectively.

New Working Paper: How Consistent are the Judges of Portfolio Performance?

I posted a new working paper HERE. It is a short letters type paper---so it is a quick read. In the paper we show four standard portfolio performance measures (Sharpe Ratio, Jensen's alpha, Information Ratio, and Treynor Ratio) all rank portfolios consistently (all measures have a preference for portfolios with a greater number of stocks).  The implication is, it doesn't matter which portfolio measure you use, each will afford a very similar ranking for a given set of portfolios.

Streaming the World Cup in HD for free: Thanks to Univision

You can watch the World Cup live (or should I say 'en vivo') at Univision here: http://deportesenvivo.univision.com/.  Of course, the play by play is in Spanish. If you want to English play by play, a Bloomberg article has a work around.

I just listen to the Spanish announcers -- if you know a bit of Spanish you can generally get the idea of what they are saying.  And anyway, they are much more fun to listen to when a goal is scored.

CDs then USB won't mount: Debian sid (unstable)

A little while ago, my Debian sid system stopped mounting CDs.  Shortly thereafter it stopped mounting USB devices also. After searching around a bit I found a solution here (the problem was with Consolekit):  https://lists.debian.org/debian-user/2011/10/msg01252.html

The solution is to create a file etc/polkit-1/localauthority/50-local.d/consolekit.pkla with the contents:


Identity=unix-user:your username here

of course replacing your username here. Also create /etc/polkit-1/localauthority/50-local.d/udisks.pkla with the contents:


Hope this helps if you run into the same issue.

The Widowmaker NG Calendar Spread

This is the spread as of Tue Jun 17 21:07:38 2014. The spread remains in the lower half of its range given expectation that gas in storage will rebound.


The widowmaker spread is the difference between NG for March and April (March less April). It gets its name from being fairly volatile, usually in response to changes in working gas in storage and cold weather (late winter storms).

EPA's Proposed Carbon Pollution Reductions by State

The EPA has recently announced a proposal to reduce carbon pollution.  Specifically the EPA has set state targets for emission rates (the number of pounds of carbon emissions per megawatt hour of electricity produced).  A summary of the percent reduction in proposed emission rate by state is below.

by_stateThe proposed reductions range from a maximum percent reduction of 71.82% in Washington state, to a minimum percent reduction of 10.58% in North Dakota.

Of course, looking at percent reductions loses scale -- which is paramount in this case.  If we look at total yearly proposed carbon reductions (in million metric tons) we see the largest reduction is by far in Texas (87 million metric tons per year) with Florida and Pennsylvania following.