Although I suffer from complete ignorance of typography, with a little help from a post from Hyndsight and post from mages' blog, I wanted to try a different font on the one-pager performance report that we created in Onepager Now with knitR. I do not think Open Sans Light is the best choice for this...
I am ashamed to admit that I am way behind (about 10,127 downloads) in discovering this wonderful paper:
The Golden Dilemma (January 8, 2013)
Erb, Claude B. and Harvey, Campbell R.
Available at SSRN: http://ssrn.com/abstract=2078535
Here are the authors presenting the concept in July 2012 if you prefer slideshow format (thanks...
For some reason, I feel like have much better control with plot.xts function from the xtsExtra package described here over some of the other more refined R graphical packages. Maybe, it is just my simple mind, but recently I wanted to shade holding per...
I feel like there might be some merit in Slightly Different Measure of Valuation using Ken French’s Market(ME) to Book(BE) Breakpoints by percentile to offer an additional valuation metric for US stocks. I thought some additional plots might he...
I like the results of the analysis shown in my post Applying Tradeblotter’s Nice Work Across Manager Rather than Time, but I was not satisfied that the plot allowed a quick summary comparison of the two massive fund complexes. I am much more pl...
Since at some point I had trouble with a conflict between knitr and the latex package textpos, I used the lesser Sweave in Another Experiment with R and Sweave. I ran the Sweave2knitr command and discovered that textpos and knitr play well togeth...
The R package PApages is a great start towards addressing the very common problem of internal and external reporting in the money management industry. Advent's APX, Axys, and Black Diamond and the up and coming extremely well-connected and well-f...
In a follow up to Yen and JGBs Short-Term vs Long Term and a series of posts on Japan, I thought the Bloomberg article "Japan Pension Fund’s Bonds Too Many If Abe Succeeds, Mitani Says" was particularly interesting. It is difficult to find a to...
I have read some articles arguing that the recent move in the Japanese Yen is overdone. However, considering the short-term without regard to the long-term context is naïve and potentially dangerous. Although I do not have significant proo...
As bonds approach the artificial zero bound, where do we go next especially after the record setting +30% in 2011? The rolling 250-day total return has rarely gone negative since the inception of the Vanguard Funds VBMFX and VUSTX. I am int...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
