Articles by klr

Opinions Not Backed by Money Updated Again

March 15, 2012 | klr

Strange that I am updating this post for a third time and nothing really has changed, but the fact that nothing has changed is incredibly interesting to me.  Since it is an update, I will not duplicate the explanation, so please read the last vers...
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Japan Trade More Specifically with Korea

March 13, 2012 | klr

Macro analysis of Japanese trade in posts Japanese Trade and the Yen and Japan Trade by Geographic Region revealed some very interesting changes.  Since the Korean Won is so undervalued versus the Japanese Yen on a Purchasing Power Parity (PPP) ba...
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Japan Trade by Geographic Region

March 12, 2012 | klr

To further the analysis presented in Japanese Trade and the Yen, I thought I would take the more granular data provided by the Japanese Ministry of Finance on trade by geographic region.  Of course, I will use R to read, analyze, and plot the .csv...
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Japanese Trade and the Yen

March 7, 2012 | klr

I have had the pleasure over the last couple of weeks to help plan the CFA Society of Alabama 2012 Dinner featuring Jim Rogers and Barron’s Senior Editor Jack Willoughby.  The event was fantastic, and I would like to publicly thank Jim Rogers an...
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More Beautiful Growth of $1 Chart

February 6, 2012 | klr

With all my recent focus on reporting and visualization, you might think that I have the investments all figured out.  Unfortunately, that is not the case, and I will resume more standard investment and systems posts soon.  I did want to shar...
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All I Don’t Know About Surveys

January 26, 2012 | klr

I believe my survey experiment Survey Time illustrated later in this post and in Google’s Visualization of Survey Responses mainly pointed out how ignorant I am about the very complicated science of surveying from building the survey to the visualiza...
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Look Over My Shoulder with Hangout?

January 18, 2012 | klr

Inspired by the post More Office Hours in 2012 and the survey results, I thought I would offer office hours while blogging/playing in R.  If anyone is interested, please send me an email at kent.russell at timelyportfolio.com, or just look for me ...
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Foreign Currencies and US 10y Treasury Yields

January 17, 2012 | klr

Since I explored the relationship between the Japanese Yen and the US 10y Treasury Yield on Friday, I thought it might be worthwhile to extend the exploration to a much broader range of currencies. I personally am most interested on how Asian Central B...
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Are We Japanese?

January 13, 2012 | klr

Most of the discussion trying to determine if the U.S. is Japan 20 years later focuses on the economy and the stock market.  However, one of the biggest and most persistent correlations between Japan and the U.S. are the Japanese Yen and the U.S. ...
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Stocks When Bonds are Extreme

January 12, 2012 | klr

In Extreme Bond Returns, I did not consider the context of extreme bond returns, so let’s examine annual returns for the Dow Jones Industrial Average when bonds experience extreme annual returns.  I was very surprised that stocks performed extre...
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Quick Update on the Components of Bond Returns

January 12, 2012 | klr

In Real Squeeze, -1% Guaranteed Real Real Return! Yummy??, and Historical Sources of Bond Returns, I offer some historical perspective on the only sources of bond returns: inflation, real returns, and credit.  Assuming no credit risk in US Treasur...
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Survey Time

January 11, 2012 | klr

After I completed the vignette survey http://lamages.blogspot.com/2012/01/feedback-from-vignette-survey.html, I was amazed with the process, functionality, and potential R integration from Google Docs forms.  I just had to make one of my own. As I...
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R in Axys (Impossible Dream)

January 9, 2012 | klr

It has always been a dream of mine to incorporate R graphs and analysis in an Advent Axys report.  The unbelievable work from the guys at Statconn http://rcom.univie.ac.at/ make this dream possible.  If we use the same perhstsp.rep created fo...
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Extreme Bond Returns

January 6, 2012 | klr

20 years of data is nowhere near enough to satisfy my insatiable appetite for bigger datasets.  While I showed Record Long Term Treasury Returns with Vanguard’s US Long Treasury mutual fund, its 20 year life is not sufficient to give me comfort ...
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Record Long Term Treasury Returns

December 21, 2011 | klr

I mistakenly assume everyone knows that US Treasury Returns have been extreme in 2011.  As we near the end of the year, I thought it would be beneficial to look at the world’s best performer while incorporating some new graphical techniques.&nbs...
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Lattice Explore Bonds

December 16, 2011 | klr

Since my fifth most popular post has been Bond Market as a Casino Game Part 1, I thought I would use Vanguard Total US Bond Market mutual fund (VBMFX) monthly returns to build our skills in the lattice R package and help visualize the unbelievable run ...
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With Size, Does Risk–>Return?

December 15, 2011 | klr

A basic tenet in finance is that higher risk should lead to higher return as the time horizon stretches to infinity.  However, in bonds, higher risk has not meant higher return with either credit risk (high-yield) or long duration risk (maturity &...
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A Tale of Two Frontiers

December 9, 2011 | klr

In a follow up to Evolving Domestic Frontier, I wanted to explore the efficient frontier including international indexes since 1980.  Life is great when your primary indexes (Barclays Aggregate and S&P 500) lie on the frontier as they did 1980...
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