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Job Title: Owner

Affiliated Institution: Burns Statistics

Institution Type:

Contact Email on Profile: patrick@burns-stat.com

Job Role: consultant, researcher, evangelist

Location: London, UK

Linkedin Profile: linkedin

Blog URL: http://www.portfolioprobe.com/blog/

Twitter Page:

Joined: June 26th, 2011

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Patrick Burns wrote a new blog post titled US market portrait 2014 week 33

US large cap market returns. Fine print The data are from Yahoo The S&P 500 stocks are used (as implied by S&P on 2014 January 11) that still survive with the same symbol The initial post was “Replacing market indices” The R code is in marketportrait_funs.R — you are free to use these functions however you like
(4 days ago)

Patrick Burns wrote a new blog post titled US market portrait 2014 week 32

US large cap market returns.   Due to technical problems, this didn’t go out on the weekend, and I’m not taking the time to check if the 50% drop for DISCA is a missed split or not. Fine print The data are from Yahoo The S&P 500 stocks are used (as implied by S&P on 2014 January 11) that still survive with the same symbol The initial post was “Replacing market indices” The R code is in marketportrait_funs.R — you are free to use these functions however you like
(8 days ago)

Patrick Burns wrote a new blog post titled US market portrait 2014 week 31

US large cap market returns. Fine print The data are from Yahoo The S&P 500 stocks are used (as implied by S&P on 2014 January 11) that still survive with the same symbol The initial post was “Replacing market indices” The R code is in marketportrait_funs.R — you are free to use these functions however you like
(18 days ago)

About me:

Patrick Burns founded Burns Statistics in 2002. That's the point at which development of Portfolio Probe started.  This is software that generates random portfolios and also does portfolio optimization.

Previously Patrick worked in equities at Citigroup.  Prior to entering finance he was a lead developer of S-PLUS.  Patrick has a PhD in Statistics from the University of Washington, Seattle.

Patrick is well-known in the R community, in particular as being the author of The R Inferno (http://www.burns-stat.com/pages/Tutor/R_inferno.pdf).