Blog Archives

R as a Publishing Engine | CPI Components Use Case

April 4, 2014
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R was certainly not designed to be a publishing engine, but in my workflow, R is the primary method of content creation.  With that in mind, I have been thinking about a very different use case of rCharts in which we might want to include inflexible a...

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xts like endpoints in Javascript

April 2, 2014
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I decided to promote this from a Twitter comment to a blog post.  I had hoped to do a prototype javascript interactive rebalancing visualization of Unsolved Mysteries of Rebalancing integrating this, but I have not had the time, so  I’ll release it...

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Slopegraphs | rCharts –> maybe finance versions

March 28, 2014
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Back in 2011, Charlie Park did two very thorough posts on Edward Tufte’s table graphics or slopegraphs. http://charliepark.org/slopegraphs/ http://charliepark.org/a-slopegraph-update/ These type graphics can provide very effective visualizations of ...

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Interactive Discovery of Research Affiliates JoPM Paper

March 25, 2014
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In my previous post More on Rebalancing | With Data from Research Affiliates , I did some really basic visualizations, but I thought this data would be great for some more powerful interactive discovery using an interesting javascript SQL-like query l...

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Help Me Understand bfast breakpoints

March 20, 2014
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The R package bfast enthralls me.  I have posted 3 times on bfast but still did not understand the impact of the h parameter.  Armed now with some d3.js, angular.js, and rCharts I thought I could see it better with a fancy interactive visualization.  Here is the result when applied to the S&P 500 monthly price series since 1950. ...

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Bond Shop Views with dimplejs and rCharts

March 14, 2014
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I saw this chart in a presentation and thought I could make it better and interactive.  Here is a short article on the iteration process.  Click on the screenshot below or here for the full post. Note: these are not my views and this is not financial...

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Must See R blog

March 12, 2014
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Last year in my post d3 <- R with rCharts and slidify I predicted: I have a feeling that nearly every R user of lattice or ggplot2 will be familiar with Ramnath’s brilliance by the end of the year 2013. He might even convince some d3 users to try a little R. Now Ramnath has started a blog...

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More on Rebalancing | With Data from Research Affiliates

February 24, 2014
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While on the topic of rebalancing (see Unsolved Mysteries of Rebalancing), I thought it would be good to highlight another good research paper with some quick rCharts analysis. Arnott, Robert D., et al.The Surprising Alpha from Malkiel’s Monkey and ...

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Unsolved Mysteries of Rebalancing

February 21, 2014
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There is a lot not yet fully understood about rebalancing in portfolio management.  This 2013 paper from Nardon and Kiskiras is the best I have read yet. Kiskiras, John and Nardon, AndreaPortfolio Rebalancing: A Stable Source of AlphaJanuary 18, 2013...

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Emerging Currencies with rCharts + FRED

January 27, 2014
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I liked this chart a lot. #Dailychart: Argentina's plunging peso is not alone: http://t.co/CWnaNLcm4T pic.twitter.com/4Nr6EgRGx9— The Economist (@ECONdailycharts) January 27, 2014I thought I would show how we can semi-replicate it in R with rCharts.  Here it is with the currencies that are on FRED with

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