Posts Tagged ‘ horizonplot ’

Horizon on ggplot2

August 27, 2012
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Horizon on ggplot2

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
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Bonds Much Sharpe -r Than Buffett

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
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Horizon Plots with plot.xts

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
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48 Industries (Dendrogram Ordered) Over 50 Years

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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“Trend is Not Your Friend” Applied to 48 Industries

August 8, 2012
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“Trend is Not Your Friend” Applied to 48 Industries

Please see previous post Crazy RUT in Academic Context Why Trend is Not Your Friend. I’ll repeat the intro to the post mentioned above, so we can all get caught back up. In response to Where are the Fat Tails?, reader vonjd very helpfully referred me...

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48 Industries Since 1963

August 7, 2012
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48 Industries Since 1963

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
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Horizon Plots in Base Graphics

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
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More on Horizon Charts

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
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Application of Horizon Plots

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
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Horizon Plot Already Available

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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