Blog Archives

Interactive Discovery of Research Affiliates JoPM Paper

March 25, 2014
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In my previous post More on Rebalancing | With Data from Research Affiliates , I did some really basic visualizations, but I thought this data would be great for some more powerful interactive discovery using an interesting javascript SQL-like query l...

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Help Me Understand bfast breakpoints

March 20, 2014
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The R package bfast enthralls me.  I have posted 3 times on bfast but still did not understand the impact of the h parameter.  Armed now with some d3.js, angular.js, and rCharts I thought I could see it better with a fancy interactive visualization.  Here is the result when applied to the S&P 500 monthly price series since 1950. ...

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Bond Shop Views with dimplejs and rCharts

March 14, 2014
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I saw this chart in a presentation and thought I could make it better and interactive.  Here is a short article on the iteration process.  Click on the screenshot below or here for the full post. Note: these are not my views and this is not financial...

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Must See R blog

March 12, 2014
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Last year in my post d3 <- R with rCharts and slidify I predicted: I have a feeling that nearly every R user of lattice or ggplot2 will be familiar with Ramnath’s brilliance by the end of the year 2013. He might even convince some d3 users to try a little R. Now Ramnath has started a blog...

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More on Rebalancing | With Data from Research Affiliates

February 24, 2014
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While on the topic of rebalancing (see Unsolved Mysteries of Rebalancing), I thought it would be good to highlight another good research paper with some quick rCharts analysis. Arnott, Robert D., et al.The Surprising Alpha from Malkiel’s Monkey and ...

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Unsolved Mysteries of Rebalancing

February 21, 2014
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There is a lot not yet fully understood about rebalancing in portfolio management.  This 2013 paper from Nardon and Kiskiras is the best I have read yet. Kiskiras, John and Nardon, AndreaPortfolio Rebalancing: A Stable Source of AlphaJanuary 18, 2013...

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Emerging Currencies with rCharts + FRED

January 27, 2014
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I liked this chart a lot. #Dailychart: Argentina's plunging peso is not alone: http://t.co/CWnaNLcm4T pic.twitter.com/4Nr6EgRGx9— The Economist (@ECONdailycharts) January 27, 2014 I thought I would show how we can semi-replicate it in R with rCharts.  Here it is with the currencies that are on FRED with

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What Do the Odds Say? Buy Stocks Begin of Year?

January 21, 2014
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At some point in 2013, I read (can’t remember where) that 2012 was a rare year for the S&P 500  where no day’s closing  price was lower than the closing price  for the first day.  So if you bought on the first day of 2012, you never had a loss for the entire year.  Well, the same thing happened...

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Retail Relative Strength

January 16, 2014
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Retail Relative Strength

So back before Thanksgiving I did a post Something to Think About Before Black Friday | rChart + dygraphs.  Well since then I have noticed that Retail relative strength has deteriorated considerably.  I thought it would be a good time to use ...

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Popularity Contest

January 15, 2014
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Popularity Contest

Although I am sure most of the bloggers that discuss R on R-bloggers are not all that concerned with popularity, I thought it would be interesting to analyze (with R and rCharts, of course) the popularity of these bloggers using Feedly’s API.   After building the chart, I got to thinking about these two...

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