Articles by klr

R as a Publishing Engine | CPI Components Use Case

April 4, 2014 | klr

R was certainly not designed to be a publishing engine, but in my workflow, R is the primary method of content creation.  With that in mind, I have been thinking about a very different use case of rCharts in which we might want to include inflexible a... [Read more...]

xts like endpoints in Javascript

April 2, 2014 | klr

I decided to promote this from a Twitter comment to a blog post.  I had hoped to do a prototype javascript interactive rebalancing visualization of Unsolved Mysteries of Rebalancing integrating this, but I have not had the time, so  I’ll release it... [Read more...]

Slopegraphs | rCharts –> maybe finance versions

March 28, 2014 | klr

Back in 2011, Charlie Park did two very thorough posts on Edward Tufte’s table graphics or slopegraphs. These type graphics can provide very effective visualizations of ... [Read more...]

Help Me Understand bfast breakpoints

March 20, 2014 | klr

The R package bfast enthralls me.  I have posted 3 times on bfast but still did not understand the impact of the h parameter.  Armed now with some d3.js, angular.js, and rCharts I thought I could see it better with a fancy interactive visualization.  Here is the result when ... [Read more...]

Bond Shop Views with dimplejs and rCharts

March 14, 2014 | klr

I saw this chart in a presentation and thought I could make it better and interactive.  Here is a short article on the iteration process.  Click on the screenshot below or here for the full post. Note: these are not my views and this is not financial... [Read more...]

Unsolved Mysteries of Rebalancing

February 21, 2014 | klr

There is a lot not yet fully understood about rebalancing in portfolio management.  This 2013 paper from Nardon and Kiskiras is the best I have read yet. Kiskiras, John and Nardon, AndreaPortfolio Rebalancing: A Stable Source of AlphaJanuary 18, 2013... [Read more...]

Emerging Currencies with rCharts + FRED

January 27, 2014 | klr

I liked this chart a lot. #Dailychart: Argentina's plunging peso is not alone:— The Economist (@ECONdailycharts) January 27, 2014 I thought I would show how we can semi-replicate it in R with rCharts.  Here it is with the currencies that are on ... [Read more...]

What Do the Odds Say? Buy Stocks Begin of Year?

January 21, 2014 | klr

At some point in 2013, I read (can’t remember where) that 2012 was a rare year for the S&P 500  where no day’s closing  price was lower than the closing price  for the first day.  So if you bought on the first day of 2012, you never had a loss for ... [Read more...]

Retail Relative Strength

January 16, 2014 | klr

So back before Thanksgiving I did a post Something to Think About Before Black Friday | rChart + dygraphs.  Well since then I have noticed that Retail relative strength has deteriorated considerably.  I thought it would be a good time to use ...
[Read more...]

Popularity Contest

January 15, 2014 | klr

Although I am sure most of the bloggers that discuss R on R-bloggers are not all that concerned with popularity, I thought it would be interesting to analyze (with R and rCharts, of course) the popularity of these bloggers using Feedly’s API.   After building the chart, I got to ... [Read more...]

Something to Think About Before Black Friday | rChart + dygraphs

November 27, 2013 | klr

US Retail stocks have been killing it.  Since the holiday season starting with Black Friday is so important to retail, let’s look at the US Retail industry price and Sharpe ratio using R rCharts and Performance analytics +  javascript dygraphs.  Thanks Kenneth French once again for the dataset. [Read more...]

Dygraphs with Bigger Data | US Industries from Kenneth French

November 15, 2013 | klr

After seeing the announcement by @lauraegerdal of the SEC’s use of dygraphs to visualize market structure, I was inspired to experiment more with the great dygraphs + rCharts.  I really wanted to see how responsive dygraphs would be with a fairly large dataset.  Some Kenneth French US Industry data seemed ... [Read more...]

EXIF with R | rCharts + catcorrjs + exiftool

November 6, 2013 | klr

I wanted to analyze the EXIF information in a whole group of photos from a recent trip to Disney World.  Of course I decided to use R and throw in some interactive charting with d3.js, rCharts, and and the new catcorrjs.  Integrating the amaz... [Read more...]

Equity Market Risk Premium Around the World

October 25, 2013 | klr

Over the years I have really enjoyed this very thorough IESE Business School survey of market risk premium around the world. Market Risk Premium and Risk Free Rate Used for 51 Countries in 2013A Survey with 6,237 Answers Fernandez, Pablo and Aguirream... [Read more...]

ISO Popularity on Flickr Explore

October 24, 2013 | klr

Not finance, but I figured there might be some out there interested in the pictures from Flickr’s Explore.  In addition to amazing photography, there is an abundance of information.  In the short post below, I use R with rCharts, slidify, and Rflickr to take a look at the distribution ... [Read more...]
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