(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers)
Inspired by http://blogs.reuters.com/felix-salmon/2012/08/06/chart-of-the-day-hft-edition/, I thought I would build on 48 Industries (Dendrogram Ordered) Over 50 Years, “Trend is Not Your Friend” Applied to 48 Industries, and 48 Industries Since 1963 with an animated GIF of annual correlation for the Kenneth French 48 Industry Data set.
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| From TimelyPortfolio |
R code in GIST (do raw for copy/paste):
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