Blog Archives

Simplified Example of Systematic Investor’s Fine Work

February 10, 2012
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Simplified Example of Systematic Investor’s Fine Work

THIS IS ONLY AN EXAMPLE AND IS NOT INVESTMENT ADVICE. ACTING ON THIS WILL LOSE LOTS OF MONEY. Systematic Investor Blog (be sure to check out the site) offers extremely good examples of how to use R in finance.  Since I firmly believe more examples...

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More Beautiful Growth of $1 Chart

February 6, 2012
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More Beautiful Growth of $1 Chart

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
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All I Don’t Know About Surveys

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
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Look Over My Shoulder with Hangout?

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
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Foreign Currencies and US 10y Treasury Yields

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
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Are We Japanese?

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
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Stocks When Bonds are Extreme

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
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Quick Update on the Components of Bond Returns

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
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Survey Time

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
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R in Axys (Impossible Dream)

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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