Piggybacking and Hopefully Publicizing R Experts

[This article was first published on Timely Portfolio, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

I was inspired by the Revolution Analytics blog post http://blog.revolutionanalytics.com/2009/11/charting-time-series-as-calendar-heat-maps-in-r.html on the d3.js style calendar heat map that Paul Bleicher from Humedica developed in R.  In an effort to publicize such fine work, I wanted to put a slightly different spin on it to visualize a system’s time in the market.  The system is ridiculously basic (not investment advice and will lose money), but the visualization is very helpful.

From TimelyPortfolio

To continue with the theme, I would like to continue to highlight some fine R work from http://systematicinvestor.wordpress.com.  Although his work is far more sophisticated than this, I thought I would use his plota function to plot the German Dax (used in this example) with RSI below.

From TimelyPortfolio

Thanks so much to the amazing R coders who provided the code and functions for this post.

R code from GIST:

To leave a comment for the author, please follow the link and comment on their blog: Timely Portfolio.

R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)