I am ashamed to admit that I am way behind (about 10,127 downloads) in discovering this wonderful paper: The Golden Dilemma (January 8, 2013)Erb, Claude B. and Harvey, Campbell R.Available at SSRN: http://ssrn.com/abstract=2078535 Here are the authors presenting the concept in July 2012 if you prefer slideshow format (thanks ...

For some reason, I feel like have much better control with plot.xts function from the xtsExtra package described here over some of the other more refined R graphical packages. Maybe, it is just my simple mind, but recently I wanted to shade holding per...

I feel like there might be some merit in Slightly Different Measure of Valuation using Ken French’s Market(ME) to Book(BE) Breakpoints by percentile to offer an additional valuation metric for US stocks.  I thought some additional plots might he...

I like the results of the analysis shown in my post Applying Tradeblotter’s Nice Work Across Manager Rather than Time, but I was not satisfied that the plot allowed a quick summary comparison of the two massive fund complexes.  I am much more pl...

In a follow up to Yen and JGBs Short-Term vs Long Term and a series of posts on Japan, I thought the Bloomberg article "Japan Pension Fund’s Bonds Too Many If Abe Succeeds, Mitani Says" was particularly interesting.  It is difficult to find a to...

I have read some articles arguing that the recent move in the Japanese Yen is overdone.  However, considering the short-term without regard to the long-term context is naïve and potentially dangerous.  Although I do not have significant proo...

As bonds approach the artificial zero bound, where do we go next especially after the record setting +30% in 2011?  The rolling 250-day total return has rarely gone negative since the inception of the Vanguard Funds VBMFX and VUSTX.  I am int...

Ever since I saw the very helpful distribution page first presented in Download and parse EDHEC hedge fund indexes, I have used it liberally.  Now that it is has been functionalized (Visually Comparing Return Distributions), I thought I would amen...

I grow tired of the tried and true standard measures of valuation, and from time to time I try to think of alternate methods.  One thought was to analyze Ken French’s Market(ME) to Book(BE) Breakpoints by percentile.  We can see by year at ...

I thought it would be interesting to offer a little different example of how we can use d3, R, and Rstudio Shiny.  This time we will offer a simple example to report portfolio or index performance.  Just as a test of my progress, I also threw...

The idea with all the posts http://timelyportfolio.blogspot.com/search/label/shiny was to learn both d3 and shiny by iterating through multiple experiments.  This example adaptation was my quickest yet at about 30 minutes.  Mike Bostock had d...

Extending the marginal success achieved in d3 Showreel Combined with R and Shiny  d3 and r interacting through shiny I have converted http://bl.ocks.org/3891711 to use data supplied by an R load of http://bls.gov CPI data through Rstudio's Shin...