Blog Archives

“Building ractives is so addictive it should be illegal!”

March 27, 2013
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clickme is an amazing R package. I was not sure what to expect when I first saw Nacho Caballero's announcement. I actually was both skeptical and intimidated, but neither reaction was justified. The examples prove its power, and his wiki tutorials ease...

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Production Quality Report with R and knitr on Yen

March 22, 2013
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Sometimes I actually use my experiments for real work.  For example, I wanted to send an update  on the Japanese Yen.  This was a great opportunity to use the chart created in Shading and Points with xtsExtra plot.xts.I was fairly please...

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One Pager Performance Report with knitr, R, and a Different Font

March 18, 2013
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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...

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How Did I Miss “The Golden Dilemma”?

March 15, 2013
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How Did I Miss “The Golden Dilemma”?

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...

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Shading and Points with xtsExtra plot.xts

February 28, 2013
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Shading and Points with xtsExtra plot.xts

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...

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Additional Plots on French Breakpoints as Valuation

February 21, 2013
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Additional Plots on French Breakpoints as Valuation

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...

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Another Way to Look at Vanguard and Pimco

February 20, 2013
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Another Way to Look at Vanguard and Pimco

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...

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Onepager Now with knitR

February 19, 2013
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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...

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Another Experiment with R and Sweave

February 12, 2013
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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...

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Japanese Government Bonds (JGB) Total Return Series

February 3, 2013
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Japanese Government Bonds (JGB) Total Return Series

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...

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