48 Industries Since 1963
Please see http://timelyportfolio.blogspot.com/search/label/horizonplot for all horizon plot posts.
Once more thanks to Ken French for his data, we can accomplish something I think is fairly amazing. In 640x800, we can see 250 day rollling returns for 48 U.S. industries since 1963.
R code in GIST (do raw for copy/paste):
To leave a comment
for the author, please follow the link and comment on his blog: Timely Portfolio
offers daily e-mail updates
news and tutorials
on topics such as: visualization (ggplot2
), programming (RStudio
, Web Scraping
) statistics (regression
, time series
) and more...
If you got this far, why not subscribe for updates
from the site? Choose your flavor: e-mail
, or facebook