Blog Archives

Secret to Making Things Appear in RStudio Viewer

November 24, 2014
By

I am by no means an authoritative source on this, but I think I found out the secret behind htmltools html_print that chooses the RStudio Viewer browser rather than your default browser like utils::browseURL. Here is a quick code snippet that hopefully...

Read more »

Pipeline to Plot Annual % Change

November 24, 2014
By

Pipes in R make my life incredibly easy, and I think my code easier to read.   Note, there are a couple different flavors of pipes (see magrittr and pipeR).  For now, I choose pipeR.library(quantmod)library(pipeR)library(ggplot2)getSymbols("^GSPC",from="1900-01-01",auto.assign=F) %>>% #get S&P 500 from Yahoo!Finance ( . ) %>>% #get end of year ROC( type="discrete", n=1

Read more »

Update on JGBs versus USTs

November 5, 2014
By

Given the recent selloff in the Yen, I thought now would be a good time to update my favorite chart from Intended or Unintended Consequences. For a true currency death spiral, rates need to move up rather than down.  It appears we are long way from t...

Read more »

Postive Feedback in R with a Little Javascript

October 22, 2014
By
Postive Feedback in R with a Little Javascript

Let’s face it, sometimes the struggle in R can become frustrating, depressing, daunting, or just monotonous.  For those moments when you need a little positive feedback, some encouragement, or a pat on the back, I thought this might help.  Maybe I ...

Read more »

SVG + Javascript Ekholm Decomposition in RStudio Browser

October 10, 2014
By

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...

Read more »

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

October 9, 2014
By

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,...

Read more »

Responsive SVG in Your RStudio Browser

October 8, 2014
By

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 ...

Read more »

Popular Mutual Funds Decomposed With Ekholm (2014)

October 6, 2014
By

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 ...

Read more »

SelectionShare & TimingShare | Masterfully Written by Delightfully Responsive Author

October 3, 2014
By

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...

Read more »

R User Group in Birmingham, AL

September 11, 2014
By

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...

Read more »