horizonplot

Horizon on ggplot2

August 27, 2012 | klr

SocialDataBlog’s kind reference in post Horizon plots with ggplot (not) motivated me to finish what the post started.  I knew that ggplot2 would be a little more difficult to use for the purpose of a horizon plot, but I felt compelled to provide...
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Bonds Much Sharpe -r Than Buffett

August 23, 2012 | klr

Mebane Faber’s post Buffett’s Alpha points out Warren Buffett’s 0.76 Sharpe Ratio discussed in the similarly title paper Buffet’s Alpha.  I of course immediately think about the 8th Wonder of the World – the US Bond Market, whose Sharpe ...
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Horizon Plots with plot.xts

August 17, 2012 | klr

Anyone who has read 48 Industries (Dendrogram Ordered) Over 50 Years 48 Industries Since 1963 “Trend is Not Your Friend” Applied to 48 Industries Horizon Plots in Base Graphics More on Horizon Charts Application of Horizon Plots Horizon Plo...
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48 Industries (Dendrogram Ordered) Over 50 Years

August 9, 2012 | klr

Thanks to reader AHWest for the comment on post 48 Industries Since 1963. “I think it would be interesting to see the industries ordered by some sort of similarity of returns.” I think this is a great suggestion, and I would like to see it also.&n...
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48 Industries Since 1963

August 7, 2012 | klr

Please see http://timelyportfolio.blogspot.com/search/label/horizonplot for all horizon plot posts. Once more thanks to Ken French for his data, we can accomplish something I think is fairly amazing.  In 640x800, we can see 250 day rollling return...
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Horizon Plots in Base Graphics

August 3, 2012 | klr

for background please see prior posts More on Horizon Charts, Application of Horizon Plots, Horizon Plot Already Available, and Cubism Horizon Charts in R There are three primary graphics routes in R (base graphics, lattice, and ggplot2), and each have...
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More on Horizon Charts

August 1, 2012 | klr

for background please see prior posts Application of Horizon Plots, Horizon Plot Already Available, and Cubism Horizon Charts in R Some feedback has led me to think that I might have been a little ambitious with my last post on horizon charts. I though...
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Application of Horizon Plots

July 31, 2012 | klr

for background please see prior posts Horizon Plot Already Available and Cubism Horizon Charts in R Good visualization simplifies, and stories are better told with effective and pretty visualizations. Although horizon plots are not immediately intuitiv...
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Horizon Plot Already Available

June 29, 2012 | klr

When I wrote Cubism Horizon Charts in R, I should have known that horizon plot functionality already exists in R http://rgm2.lab.nig.ac.jp/RGM2/func.php?rd_id=latticeExtra:horizonplot and in this case in one of my already favorite packages latticeExtra...
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Cubism Horizon Charts in R

June 15, 2012 | klr

Like many, I have been in awe of the d3.js and cubism.js visualization packages created by Mike Bostock. Mike Bostock @ Square talks about Time Series Visualization from Librato on Vimeo. The charts are beautiful and extraordinarily functional, so I th...
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