Blog Archives

Yen and JGBs Short-Term vs Long Term

February 1, 2013
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Yen and JGBs Short-Term vs Long Term

I have read some articles arguing that the recent move in the Japanese Yen is overdone.  However, considering the short-term without regard to the long-term context is naïve and potentially dangerous.  Although I do not have significant proo...

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Approaching the Zero Bound – Bonds

January 30, 2013
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Approaching the Zero Bound – Bonds

As bonds approach the artificial zero bound, where do we go next especially after the record setting +30% in 2011?  The rolling 250-day total return has rarely gone negative since the inception of the Vanguard Funds VBMFX and VUSTX.  I am int...

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Applying Tradeblotter’s Nice Work Across Manager Rather than Time

January 28, 2013
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Applying Tradeblotter’s Nice Work Across Manager Rather than Time

Ever since I saw the very helpful distribution page first presented in Download and parse EDHEC hedge fund indexes, I have used it liberally.  Now that it is has been functionalized (Visually Comparing Return Distributions), I thought I would amen...

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Slightly Different Measure of Valuation

January 16, 2013
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Slightly Different Measure of Valuation

I grow tired of the tried and true standard measures of valuation, and from time to time I try to think of alternate methods.  One thought was to analyze Ken French’s Market(ME) to Book(BE) Breakpoints by percentile.  We can see by year at ...

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Shiny/R Conversion of Another One of My Favorite Mike Bostock d3 Examples

December 20, 2012
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Mike Bostock has revolutionized visualization with his d3 and his seemingly infinite examples.  In another adaptation of his amazing work, I will adapt one of my favorite examples to supplement the interactive scatterplot with data supplied by R t...

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Shiny SVG no d3–New and Improved

December 20, 2012
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The fine author Joe Cheng of RStudio Shiny suggested in this Google Groups message to use htmlOutput rather than the ugly hack in my last post R Shiny svg with no d3.  As I should have known, it works great and eliminates all the useless javascrip...

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R Shiny svg with no d3

December 18, 2012
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R Shiny svg with no d3

Paul Murrell’s Technical Report reminded me that svg in the browser does not require d3.  With his package gridSVG, we can do all sorts of wonderful things without leaving R.  I think I prefer the power of d3.js, but here is an example (doe...

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From d3 to pdf (hopefully knitr) with R Shiny

December 17, 2012
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From d3 to pdf (hopefully knitr) with R Shiny

Although I think I like the d3, R, and Shiny team the best, I could definitely envision a big need for multi-page pdf reports created with R, knitr, and latex delivered to the browser with Shiny.  Shiny helpfully provides pre-built functionality t...

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d3, Shiny, and R Reporting Performance

December 14, 2012
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d3, Shiny, and R Reporting Performance

I thought it would be interesting to offer a little different example of how we can use d3, R, and Rstudio Shiny.  This time we will offer a simple example to report portfolio or index performance.  Just as a test of my progress, I also threw...

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Shiny, R, d3 Adaptation of Mike Bostock’s Calendar

December 13, 2012
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Shiny, R, d3 Adaptation of Mike Bostock’s Calendar

The idea with all the posts http://timelyportfolio.blogspot.com/search/label/shiny was to learn both d3 and shiny by iterating through multiple experiments.  This example adaptation was my quickest yet at about 30 minutes.  Mike Bostock had d...

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