Posts Tagged ‘ ggplot ’

Kenneth French Gift to the Finance World

June 29, 2011
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Kenneth French Gift to the Finance World

Kenneth French gives one of the best gifts to the finance world at his website http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html.  I am surprised I have waited so long to write a post about this wonderful resource.  Aft...

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Monitoring Sources of Bond Returns with ML/BAC Corporate OAS and CPI

June 28, 2011
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Monitoring Sources of Bond Returns with ML/BAC Corporate OAS and CPI

In response to the nice comment requesting an update to Monitoring Sources of Bond Return and also longer history, I thought I would update the original and then rerun with CPI to give a longer time series.  For even longer history back to 1919, s...

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Bonds Risk and Return by Rating

June 27, 2011
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Bonds Risk and Return by Rating

As an extension to the Bond Market as a Casino Game series and Historical Sources of Bond Returns-Comparison of Daily to Monthly, I thought a ggplot of risk and return by decade and Moody’s Rating might be helpful.  Anyone who has read those oth...

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Confidence, Ending Equity, and What I Can Do as the Money Manager

June 24, 2011
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Confidence, Ending Equity, and What I Can Do as the Money Manager

I wrote this as my quarterly commentary, but compliance blocked it because they said I was implying that I am Warren Buffett or I can replicate Warren Buffett.  Anyways, I thought I should share it as a general discussion piece.  More than on...

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More St. Louis Fred Fun with National Financial Conditions

May 30, 2011
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More St. Louis Fred Fun with National Financial Conditions

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 ...

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Russell Napier, ASIP in FT Says Emerging Market Currencies

May 17, 2011
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Russell Napier, ASIP in FT Says Emerging Market Currencies

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...

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One-way ANOVAs in R – including post-hocs/t-tests and graphs

May 11, 2011
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One-way ANOVAs in R – including post-hocs/t-tests and graphs

In this post, I go over the basics of running an ANOVA using R. The dataset I’ll be examining comes from this website, and I’ve discussed it previously (starting here and then here). I’ve not seen many examples where someone runs through the … Continue reading →

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Charting the Defeat of AV using R (and some ggplot2 and merge operations on top)

May 8, 2011
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Charting the Defeat of AV using R (and some ggplot2 and merge operations on top)

In this post, I’ll be graphing some results from a recent referendum held here in the UK and combining it with the results of a set of local elections that were held at the same time. I’ll give some examples of graphing stuff using ggplot2 and will also show some info regarding merging datasets. At

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Bank of America Merrill Lynch Bond Returns on St. Louis Fed

May 4, 2011
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Bank of America Merrill Lynch Bond Returns on St. Louis Fed

After all my complaining about proprietary data, the St. Louis Federal Reserve announced today the availability of Bank of America Merrill Lynch Bond Indicies on their FRED site.  The data is limited in scope and duration, but accessibility especi...

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R Exercise with USDA Data

May 4, 2011
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R Exercise with USDA Data

After the helpful comment by Bradley on my post Commodity Index Estimators, How about the National Agricultural Statistics Service (NASS)? Looks like they have information for prices received back to 1908 for many agricultural goods (http://www.nass.u...

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