Inspirational Stack Overflow Dendrogram Applied to Currencies

July 25, 2012

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers)

When I saw the answer to this Stack Overflow question, I immediately remembered working on my old post Clustering with Currencies and Fidelity Funds and just had to try to apply this technique.  As I should have guessed, it worked with only a minimal amount of changes.  Hoping to incrementally improve, I added a couple of slight modifications.

From TimelyPortfolio

R code from GIST (select raw to copy/paste):

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