Lane Kenworthy, Yu-Sung Su, and I write: Income inequality in the United States has risen during the past several decades. Has this produced an increase in partisan voting differences between rich and poor? We examine trends from the 1940s thr...
Lane Kenworthy, Yu-Sung Su, and I write: Income inequality in the United States has risen during the past several decades. Has this produced an increase in partisan voting differences between rich and poor? We examine trends from the 1940s thr...
I found a description of supposed to be profitable strategy on Bloomberg. The strategy is simple – buy S&P500 index on close and sell it on next day open. So, I tested this claim and got nice P/L curve: Yes, since 1993 this strategy has generated the profit >300%. But, neither commissions or slippage are included:) Let’s
Producing this kind of graphs (below) in R can be a pain in the a*s. Here is a simple code that requires that data are presented in lists (see the example below). multbar <- function(list.of.lists,...,condnames=0,pal=colorRampPalette(c('grey','cornsilk')),seriesnames=0,legendpos='topleft',legh=TRUE,do.pty='s') { par(pty=do.pty,mgp=c(1.9,0.8,0),oma=c(0,0,0,0),mar=c(4,3,2,1),bg='transparent',bty='o',tck=0.02,yaxs='i') NofList <- length(list.of.lists) NofSubList <- length(list.of.lists]) if(condnames==0){condnames=c(1:NofList)} if(seriesnames==0){seriesnames=c(1:NofSubList)} dim.mat.treat <- (NofList+1)*NofSubList pos <- c(1:dim.mat.treat) pos <- matrix(pos,nrow=(NofList+1)) nbreaks 