Inspirational Stack Overflow Dendrogram Applied to Currencies
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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.
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| From TimelyPortfolio |
R code from GIST (select raw to copy/paste):
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