Blog Archives

All My Roads Lead Back to Finance–PIMCO Sankey

July 17, 2013
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All My Roads Lead Back to Finance–PIMCO Sankey

Even though the route might be circuitous, my seemingly random journeys all seem to lead back to finance.  My fun with rCharts sankey diagrams (Exploring Networks with Sankey) has led me into an exploration of the PIMCO network.  Although PIMCO is best known for its fixed income products, PIMCO has broadened its product offerings...

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Exploring Networks with Sankey

July 16, 2013
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Exploring Networks with Sankey

Motivated by a tweet from Tony Hirst (http://blog.ouseful.info/), I started experimenting with an rCharts implementation of the d3 sankey plugin.  While I was putting together examples, I found lots of gaps in my knowledge of sankeys and network a...

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rCharts version of d3 horizon

July 10, 2013
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rCharts version of d3 horizon

I love horizon plots.  My love shows up throughout my blog, and I have plotted horizon charts in base graphics, xtsExtra, lattice, and ggplot2.  Now with rCharts, we can implement Jason Davies d3.js horizon chart plugin to plot R data in...

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rCharts Remake of NYT

June 28, 2013
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rCharts Remake of NYT

For those wondering if I have forsaken finance, the answer is no.  I just don’t think there is much to do in here besides watch and wait.  So more d3 and R as I try to distract myself from doing something dumb in the markets. This time I used rCharts and slidify to  recreate another...

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dimple d3 and rCharts

June 27, 2013
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dimple d3 and rCharts

I put together a quick tutorial combining my two favorite things: finance and interactive visualizations.  I show how to use the new dimplejs d3 library with rCharts to create some nice interactive plots of US Treasury yield data.  ...

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R Plotting Financial Time Series

June 19, 2013
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In my little world of finance, data almost always is a time series.  Through both quiet iteration and significant revolutions, the volunteers of R have made analyzing and charting time series pleasant.  As a mini-tribute to all those who have...

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Rickshaw d3.js from R with rCharts

June 11, 2013
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Shutterstock’s open source Rickshaw provides a very nice tutorial to get started building interactive time series d3.js charts with Rickshaw.  I just could not resist rebuilding the tutorial but this time ENTIRELY in R with the amazing packages slidify and rCharts.  I have embedded the tutorial below,...

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If…then in Japan

May 30, 2013
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If…then in Japan

If Japan starts to spiral out of control, then what do they do? A spiral would be a sudden move higher in JGB rates with a simultaneous crash in the Japanese Yen. Their response would be to try to slow the positive feedback loop through external interv...

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Intended or Unintended Consequences

May 28, 2013
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Intended or Unintended Consequences

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers) A quick glimpse at the US 10y Treasury Bond rate since 2000 seems benign with low volatility and a general downward trend. require(latticeExtra)require(quantmod)US10y

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Even More JGB Yield Charts with R lattice

May 15, 2013
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Even More JGB Yield Charts with R lattice

See the last post for all the details. I just could not help creating a couple more. Variations on Favorite Plot - Time Series Line of JGB Yields by Maturity p2 <- xyplot(value ~ date | indexname, data = jgb.melt, type = "l", layout = c(length(unique(jgb.melt$indexname)), ...

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