Blog Archives

Ode to Systematic Clusters

September 25, 2013
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Ode to Systematic Clusters

Extending the d3 remixes of the fine work at Systematic Investor, I thought it woud be fun to do some dimple.js and nvd3 scatterplots of clusters of PIMCO mutual funds.  As always, I welcome thoughts, comments, and suggestions.  Click here or...

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Genetics to Finance – Amazed By Open Source d3 and r

September 19, 2013
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Genetics to Finance – Amazed By Open Source d3 and r

Open source amazes me by the speed of distribution and the power of iteration.  Take for example the very  fine combination of R and d3 provided here at http://www.biostat.wisc.edu/~kbroman/D3/.  The correlation matrix with scatterplot i...

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rCharts | PerformanceAnalytics Tables + Systematic Investor Cluster

September 12, 2013
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rCharts | PerformanceAnalytics Tables + Systematic Investor Cluster

I thought a good extension of the last post d3-ify Systematic Investor Cluster Weight would be to analyze the returns with every table that PerformanceAnalytics offers.  Since d3 interactive charts are way more fun than tables, let’s plot each table with dimplejs and rCharts. Click here or on the screenshot...

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d3-ify Systematic Investor Cluster Weight

September 9, 2013
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d3-ify Systematic Investor Cluster Weight

I have posted before about the brilliant R/finance work being done at Systematic Investor.  I just had to see what his cluster work would look like with d3 interactivity.  Click on the screenshot below or here to see an interactive recreation...

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Applications of Interactivity to Finance

August 28, 2013
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Applications of Interactivity to Finance

Of the nearly infinite ways of using crossfilter and dc.js in finance, the 2 that immediately came to my mind are signal analysis in system building and money manager analysis in due diligence.  My first very basic experiment explores a commonly k...

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gridSVG Multi-line Data Bind with d3–US Treasury Yields

August 14, 2013
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gridSVG Multi-line Data Bind with d3–US Treasury Yields

If you have not read the other posts on gridSVG and d3, I recommend reading those before progressing to this one. Facets or strips are one of my favorite features of lattice and ggplot2, so of course I want to extend our d3 reverse data bind to support these small multiples.  Let’s see one way of accomplishing...

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Stocks and Bonds Behavior by Decade

August 13, 2013
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Stocks and Bonds Behavior by Decade

I struggled with whether or not I should even post this.  It is raw and ugly, but it might help somebody out there.   I might use this as a basis for some more gridSVG posts, but I do not think I have the motivation to finish the analysi...

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PIMCO Rolling Correlation, d3, R, gridSVG, lattice | Gets An Axis

August 9, 2013
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PIMCO Rolling Correlation, d3, R, gridSVG, lattice | Gets An Axis

Where else will you hear Pimco, rolling correlation, R, gridSVG, lattice, and d3 all in one post?  Let’s mix them all together to see what might happen.  For those here for the geekery, we will add a d3 axis for our y and it will follow the mouse.  For those who care nothing about d3 and R, you might...

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R/gridSVG/d3 Line Reverse Data Bind

August 8, 2013
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R/gridSVG/d3 Line Reverse Data Bind

I veer from finance to tech, so let’s use some data from FRED/OECD this time.  I do not think I need to comment much on what has happened to New Car Registrations in Greece. Reverse data binding a line plot from ggplot2 or lattice is slightly more difficult than what we saw in the last post I Want...

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R on Your iPhone (Not the Way You Think)

August 8, 2013
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R on Your iPhone (Not the Way You Think)

If you really love R, you should put it on your iPhone.  Apple gives the measurements for its products here. Let's use a little grid magic with ggplot2 to make a chart for the back of your iphone similar to this. require(grid)require(ggplot2)# thanks for the Apple measurements# https://developer.apple.com/resources/cases/x11( height = as.numeric(convertX(unit(58.55, "mm"), "in")),...

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