Blog Archives

rCharts Remake of NYT

June 28, 2013
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rCharts Remake of NYT

For those wondering if I have forsaken finance, the answer is no.  I just don’t think there is much to do in here besides watch and wait.  So more d3 and R as I try to distract myself from doing something dumb in the markets. This time I used rCharts and slidify to  recreate another...

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dimple d3 and rCharts

June 27, 2013
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dimple d3 and rCharts

I put together a quick tutorial combining my two favorite things: finance and interactive visualizations.  I show how to use the new dimplejs d3 library with rCharts to create some nice interactive plots of US Treasury yield data.  ...

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R Plotting Financial Time Series

June 19, 2013
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In my little world of finance, data almost always is a time series.  Through both quiet iteration and significant revolutions, the volunteers of R have made analyzing and charting time series pleasant.  As a mini-tribute to all those who have...

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Rickshaw d3.js from R with rCharts

June 11, 2013
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Shutterstock’s open source Rickshaw provides a very nice tutorial to get started building interactive time series d3.js charts with Rickshaw.  I just could not resist rebuilding the tutorial but this time ENTIRELY in R with the amazing packages slidify and rCharts.  I have embedded the tutorial below,...

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If…then in Japan

May 30, 2013
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If…then in Japan

If Japan starts to spiral out of control, then what do they do? A spiral would be a sudden move higher in JGB rates with a simultaneous crash in the Japanese Yen. Their response would be to try to slow the positive feedback loop through external interv...

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Intended or Unintended Consequences

May 28, 2013
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Intended or Unintended Consequences

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers) A quick glimpse at the US 10y Treasury Bond rate since 2000 seems benign with low volatility and a general downward trend.require(latticeExtra)require(quantmod)US10y <- getSymbols("^TNX", from = "2000-01-01", auto.assign = FALSE)asTheEconomist(xyplot(US10y, scales = list(y = list(rot = 1)), main = "US 10y Yield Since 2000"))From TimelyPortfolioHowever,...

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Even More JGB Yield Charts with R lattice

May 15, 2013
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Even More JGB Yield Charts with R lattice

See the last post for all the details. I just could not help creating a couple more. Variations on Favorite Plot - Time Series Line of JGB Yields by Maturity p2 <- xyplot(value ~ date | indexname, data = jgb.melt, type = "l", layout = c(length(unique(jgb.melt$indexname)), ...

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Japan – JGB Yields–More Lattice Charts

May 15, 2013
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Japan – JGB Yields–More Lattice Charts

This blog is littered with posts about Japan. In one sentence, I think Japan presents opportunity and is a very interesting real-time test of much of my macro thinking. Proper visualization is absolutely essential for me to understand all of the dynami...

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Old Post with New d3 Life–GARCH and MA Performance

May 3, 2013
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Parallel coordinates become much more useful when they are interactive, so I recreated one of my favorite blog posts "Trend is Not Your Friend" Applied to 48 Industries and convert the chart to a living breathing d3 parallel coordinates chart courtesy ...

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Changing The Presidential Election with R in the Browser

May 2, 2013
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After I finished with the tutorial post d3 <- R with rCharts and slidify and then saw R creates d3/javascript charts in Ipython Style Notebook, a light clicked.  I could finally answer the lingering question I have had ever since I saw the NYT ...

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