World Since June 2008

December 6, 2011

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

For a client meeting, I struggled with how best to illustrate world markets since June 2008.  I used R to produce this, but I’m still not completely satisfied. Anyone have suggestions to improve?

From TimelyPortfolio

What I thought was interesting was US equity outperformance and the US 10y yield move through the financial collapse low 2.15% seen in December 2008 and significantly lower than the 2.87% at the S&P low March 2009.  I think both can be explained by an illusion of control assigned to the US.  This illusion begins to unravel if the political process fails and monetary policy has reached its limits.

R code from Gist:

To leave a comment for the author, please follow the link and comment on their blog: Timely Portfolio. offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...

If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...


Comments are closed.

Search R-bloggers


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)