Blog Archives

Efficient Frontier of Funds and Allocation Systems

April 18, 2012
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Efficient Frontier of Funds and Allocation Systems

I did a very basic experiment in Efficient Frontier of Buy-Hold and Tactical System where I determined the efficient frontier of the S&P 500 with itself transformed by a Mebane Faber 10-month moving average tactical allocation. The result was inter...

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knitr Performance Report-Attempt 2

April 18, 2012
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knitr Performance Report-Attempt 2

Over the years I have changed my learning process from reading thoroughly first before proceeding to reading minimally and then applying immediately.  I very quickly see the gaps in my knowledge.  This method is far more painful but seems to ...

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knitr Performance Report-Attempt 1

April 13, 2012
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knitr Performance Report-Attempt 1

I get very excited about new R packages, but rarely is my excitement so fulfilled as with knitr.  Even with no skill, I have already been able to adapt the example Yihui Xie provides in his knitr Graphics Manual into a crude first version of a per...

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Latex Allergy Cured by knitr

April 11, 2012
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Latex Allergy Cured by knitr

I have always known that at some point I would have to succumb to the power of Latex, but Latex has been uncharacteristically intimidating to me.  I finally found the remedy to my Latex allergy with the amazing and fantastic knitr package from Yih...

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Piggybacking and Hopefully Publicizing R Experts

April 9, 2012
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Piggybacking and Hopefully Publicizing R Experts

I was inspired by the Revolution Analytics blog post http://blog.revolutionanalytics.com/2009/11/charting-time-series-as-calendar-heat-maps-in-r.html on the d3.js style calendar heat map that Paul Bleicher from Humedica developed in R.  In an effo...

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R Fell on Alabama–Presentation to Birmingham Open Source

March 27, 2012
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R Fell on Alabama–Presentation to Birmingham Open Source

Birmingham Open Source Software (BOSS) was kind enough to invite me to do a debut presentation on R.  I had a lot of fun.  Below is the embedded Youtube.  Please let me know how I can improve.  I really appreciate helpful feedback.

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Opinions Not Backed by Money Updated Again

March 15, 2012
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Opinions Not Backed by Money Updated Again

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
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Japan Trade More Specifically with Korea

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
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Japan Trade by Geographic Region

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
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Japanese Trade and the Yen

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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