Blog Archives

Slidify Old Book Images from Google Books

April 29, 2014
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I really enjoy reading old books, especially finance books, from Google Books.  With all the changes in the world, their continued relevance amazes me.  For instance, as I prepared for my talk about Wealth and Skill, I rediscovered Developing Financi...

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All the Factors | More Looks

April 23, 2014
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Well, my last post Exploring Factors with rCharts and factorAnalytics got enough attention to motivate me to pull in some more Asness, Frazzini, Pedersen factors and plot them in some different ways.  The additional factors are US and global UMD (up m...

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Exploring Factors with rCharts and factorAnalytics

April 21, 2014
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Fama and French changed the financial world with their factors in 1993.  Another duo Andrea Frazzini and Lasse Heje Pedersen have expanded our world with their Betting Against Beta (BAB) and Quality Minus Junk (QMJ)  factors.  The combined factor se...

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Wealth and Skill | A Talk to Students

April 15, 2014
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I enjoyed talking to University of Alabama students this morning about wealth, skill, and luck.  I tried to synthesize a whole lot of research into something meaningful.  Of course, it would not have been possible without rCharts + Slidify.  Thanks ...

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Find it Humorous … “Not So Bad” in the “long-term”

April 11, 2014
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I agree the market selloff has been weak thus far (especially as a frustrated bear).  However, I find it humorous as some widely followed commentators say things like “You’re only down x% ytd.  It’s not that bad”.  I wonder if this selloff g...

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R as a Publishing Engine | CPI Components Use Case

April 4, 2014
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R was certainly not designed to be a publishing engine, but in my workflow, R is the primary method of content creation.  With that in mind, I have been thinking about a very different use case of rCharts in which we might want to include inflexible a...

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xts like endpoints in Javascript

April 2, 2014
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I decided to promote this from a Twitter comment to a blog post.  I had hoped to do a prototype javascript interactive rebalancing visualization of Unsolved Mysteries of Rebalancing integrating this, but I have not had the time, so  I’ll release it...

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Slopegraphs | rCharts –> maybe finance versions

March 28, 2014
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Back in 2011, Charlie Park did two very thorough posts on Edward Tufte’s table graphics or slopegraphs. http://charliepark.org/slopegraphs/ http://charliepark.org/a-slopegraph-update/ These type graphics can provide very effective visualizations of ...

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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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