Posts Tagged ‘ lattice ’

The Failure of Asset Allocation – Bonds Are An Imperfect Hedge

July 24, 2012
By
The Failure of Asset Allocation – Bonds Are An Imperfect Hedge

US investors were spoiled by US Treasuries which acted as a near perfect hedge to stocks during the 2008-2009 crisis.  However, in real crisis, bonds rarely offer any comfort, and asset allocation fails (see post Death Spiral of a Country and IMF ...

Read more »

Graphics Artifacts from Quarterly Commentary

July 2, 2012
By
Graphics Artifacts from Quarterly Commentary

For my Q2 2012 commentary, I tried multiple graphs to illustrate the disconnect of the US stock markets with the rest of the world.  I think I finally settled on this simple Excel bar graph populated by Bloomberg data, but I thought some might lik...

Read more »

Horizon Plot Already Available

June 29, 2012
By
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...

Read more »

Cubism Horizon Charts in R

June 15, 2012
By
Cubism Horizon Charts in R

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...

Read more »

knitr Performance Report 4

June 8, 2012
By
knitr Performance Report 4

please see knitR Performance Report 3 (really with knitr) and dprint, knitr Performance Report–Attempt 3, knitr Performance Report-Attempt 2 and knitr Performance Report-Attempt 1 Here is another iteration of the ongoing performance reporting attempt...

Read more »

Evaluation of Tactical Approaches

June 8, 2012
By
Evaluation of Tactical Approaches

Tactical approaches are often chosen based on the best cumulative return which implicitly incorporates significant hindsight bias.  Just because an approach dominates for a period of time does not indicate that it will be the best approach.  ...

Read more »

Waterfall charts in style of The Economist with R

May 7, 2012
By
Waterfall charts in style of The Economist with R

Waterfall charts are sometimes quite helpful to illustrate the various moving parts in financial data, in particular where I have positive and negative values like a profit and loss statement (P&L). However, they can be a bit of a pain to produce in Ex...

Read more »

knitr Performance Report-Attempt 2

April 18, 2012
By
knitr Performance Report-Attempt 2

Over the years I have changed my learning process from reading thoroughly first before proceeding to reading minimally and then applying immediately.  I very quickly see the gaps in my knowledge.  This method is far more painful but seems to ...

Read more »

knitr Performance Report-Attempt 1

April 13, 2012
By
knitr Performance Report-Attempt 1

I get very excited about new R packages, but rarely is my excitement so fulfilled as with knitr.  Even with no skill, I have already been able to adapt the example Yihui Xie provides in his knitr Graphics Manual into a crude first version of a per...

Read more »

How to plot lattice and ggplot2 graphs with FastRWeb

April 10, 2012
By
How to plot lattice and ggplot2 graphs with FastRWeb

With print() If you are an advanced R user, you probably know the lattice and the ggplot2 packages. They allow you to plot elegant graphics with less code (Hocking, 2009 and Sueur, 2010). If you know these two packages, you should hardly use plot() for your graphs. If you read my article on FastRWeb, you

Read more »