# 267 search results for "boxplot"

## Visualizing small-scale paired data – combining boxplots, stripcharts, and confidence-intervals in R

June 3, 2011
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Sometimes when working with small paired data-sets it is nice to see/show all the data in a structured form. For example when looking at pre-post comparisons, connected dots are a natural way to visualize which data-points belong together. In R this can be easily be combined with boxplots expressing the overall distribution of the data.  This

## Annual Returns by State of the US Economy

June 1, 2011
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Sometimes it is fun to just look at annual returns, especially as the financial world has shifted its focus to microseconds in a world of inconceivable macro imbalances.  St. Louis Fed (USREC) offers a binary state of the economy with 1=recession ...

## Overoptimizing Chicago Fed

May 31, 2011
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THIS SHOULD BE OBVIOUS THROUGHOUT THE POST BUT THIS IS NOT INVESTMENT ADVICE.  PLEASE DO NOT FOLLOW THIS SYSTEM AS IT COULD RESULT IN SERIOUS LOSSES. One of the perils of system-building is the tendency to unintentionally overoptimize by playing/r...

## More St. Louis Fred Fun with National Financial Conditions

May 30, 2011
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I owe someone at the Fed a beer for all the recent additions at http://research.stlouisfed.org/fred2/.  I have covered some in Spreads and Stress and Gifts from BAC ML and the Federal Reserve.  The newest addition 8 Chicago Fed Indexes Added ...

## sab-R-metrics: Kernel Density Smoothing

May 25, 2011
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Last time I left you, I had gone over some basics of doing loess regression in R. If you remember, loess is a sort of regression that allows wigglyness in your regression of some dependent variable Y on some independent variable X (I will generalize t...

## sab-R-metrics: Kernel Density Smoothing

May 25, 2011
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Last time I left you, I had gone over some basics of doing loess regression in R. If you remember, loess is a sort of regression that allows wigglyness in your regression of some dependent variable Y on some independent variable X (I will generalize t...

## Specific differences between Ledoit-Wolf and factor models

May 22, 2011
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What can we learn about the difference in structure between a Ledoit-Wolf variance matrix and a corresponding factor model variance? Previously We’ve generated a set of random portfolios with constraints on the risk fractions of a Ledoit-Wolf variance matrix, and a corresponding set of random portfolios with risk fraction constraints from a statistical factor model. … Continue reading...

## More fun with boxplots

May 19, 2011
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Here are a few more plotting options for boxplots: Let’s start plotting the full set plot(b$mod, b$x) Plot labels for a subset in full set plot (label all points x < -1) text(subset(b$mod, b$x < -1), subset(b$x, b$x < -1), … Continue reading →

## Russell Napier, ASIP in FT Says Emerging Market Currencies

May 17, 2011
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Clearly I have succumbed to confirmation bias, since my second favorite presentation from the CFA Institute Annual Conference this year came from Scotland native Russell Napier, ASIP who shares my views nearly completely http://video.ft.com/v/946244201...