Blog Archives

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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Something to Think About Before Black Friday | rChart + dygraphs

November 27, 2013
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Something to Think About Before Black Friday | rChart + dygraphs

US Retail stocks have been killing it.  Since the holiday season starting with Black Friday is so important to retail, let’s look at the US Retail industry price and Sharpe ratio using R rCharts and Performance analytics +  javascript dygraphs.  Thanks Kenneth French once again for the dataset.

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Dygraphs with Bigger Data | US Industries from Kenneth French

November 15, 2013
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Dygraphs with Bigger Data | US Industries from Kenneth French

After seeing the announcement by @lauraegerdal of the SEC’s use of dygraphs to visualize market structure, I was inspired to experiment more with the great dygraphs + rCharts.  I really wanted to see how responsive dygraphs would be with a fairly large dataset.  Some Kenneth French US Industry data seemed just...

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