Asian currencies are fundamentally undervalued at an extreme level due to the Central Banks’ focus on the US$. For those that regularly read my blog or happened to see me in SmartMoney, this will not surprise you, “And investors can also buy...

A violin plot is a combination box plot and a kernel density plot: it starts with a box plot, and adds a rotated kernel density plot to each side of the box plot. You can create violin plots with the vioplot function (from the vioplot package) package in R. When looking at the volatility of financial instruments, the financial...

This is the third post in the Backtesting in Excel and R series and it will show how to backtest a simple strategy in R. It will follow the 4 steps Damian outlined in his post on how to backtest a simple strategy in Excel.Step 1: Get the dataThe ...

This is the third post in the Backtesting in Excel and R series and it will show how to backtest a simple strategy in R. It will follow the 4 steps Damian outlined in his post on how to backtest a simple strategy in Excel.Step 1: Get the dataThe ...

I came up with an idea to draw correlation network to get a grasp about relationship between a list of stocks. An alternative way to show correlation matrix would be head map, which can have limitations with big matrices (>100). Unfortunately, ggplot2 package doesn’t have a easy way to draw the networks, so I was left