Blog Archives

SVG + Javascript Ekholm Decomposition in RStudio Browser

October 10, 2014
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Our topics this week seem unrelated, but in an effort to bridge the two another random project – make website in R for these SVGs of Portland Vector Bridges result: Portland Bridges in SVGcode: R to make simple siteEkholm decomposition SelectionShare & TimingShare | Masterfully Written by Delightfully Responsive Author Popular Mutual Funds Decomposed With Ekholm (2014) Responsive...

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SVG + a little extra (d3.js) in RStudio Browser | No Pipes This Time

October 9, 2014
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I’m guessing here, but yesterday’s post Responsive SVG in Your RStudio Browser might have inspired some “but,…)”s, “yes plus I need”s, “what the %>>% with the pipe”s, etc.  I’ll attempt to address a couple of these in this quick post. First, if you don’t like pipes, here is the non-piped version of the code.  I also made one change,...

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Responsive SVG in Your RStudio Browser

October 8, 2014
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For those readers who are unaware, SVG is absolutely amazing, and if you need some convincing see this 2009 paper/talk from David Dailey Why is SVG Going to Be REALLY BIG?  Most R users should be very well acquainted with graphics and plots magically ...

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Popular Mutual Funds Decomposed With Ekholm (2014)

October 6, 2014
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While we have a foundation and momentum from the last post “SelectionShare & TimingShare | Masterfully Written by Delightfully Responsive Author” , we can run the Ekholm calculations on some popular funds to see how they have evolved since the early 1980s.  Remember these are my opinions and not investment advice.  I chose these four funds for ...

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SelectionShare & TimingShare | Masterfully Written by Delightfully Responsive Author

October 3, 2014
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Anders Ekholm has written a wonderful paper Ekholm, Anders G. Components of Portfolio Variance: Systematic, Selection and Timing August 8, 2014 http://ssrn.com/abstract=2463649 demonstrating how we might decompose a money manager’s performance with...

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R User Group in Birmingham, AL

September 11, 2014
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If Birmingham, UK has one, then Birmingham, AL, USA should too. There is a big gaping hole in R user groups between Georgia and Texas that I think needs filling.  Way back in 2011, I weakly posted R User Group Birmingham Alabama, but this time I am mo...

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Frazzini goes French

September 9, 2014
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A kind reader commented “Don’t know if you have seen it, but Frazzini goes French now too” .  I have profusely thanked and praised Kenneth French for his incredible data library.  Now, it appears I’ll have to repeatedly do the same for Andrea...

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Fama/French Factors in 1 line of code

August 11, 2014
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In the past, getting Fama/French factors from the Kenneth French dataset involved a convoluted procedure to download the zip file, unzip the file, clean the data, and convert to xts.  Now with Quandl, we can do it simply in one line of code.  Note: ...

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Refresh Old rCharts+flickr post with httr and pipeR

July 30, 2014
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The R world keeps moving, and I noticed this old post didn’t work anymore, so I have rewritten it to use Hadley Wickham's httr instead of Rflickr for two reasons: Rflickr is not working for me anymore httr is a very helpful package for navigating the "what was scary to me" world of http and oauth In...

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Chart from R + Color from Javascript

July 22, 2014
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Another color experiment combining resources from R and Javascript.  I just wish I could do Mean Phylogenetic Distance in Javascript like rPlotter.  I enjoyed using d3.js zoom behavior to pan and zoom the image on canvas.  Also, filedrop.js made the...

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