[This article was first published on Systematic Investor » R, 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.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
Michael Johnston at the ETF Database shared a very interesting post with me over the holidays. The S&P 500 Visual History – is an interactive post that shows the top 10 components in the S&P 500 each year, going back to 1980.
On a different note, Judson Bishop contributed a plota.recession() function to add recession bars to the existing plot. The Recession dates are from National Bureau of Economic Research. Following is a simple example of plota.recession() function.
###############################################################################
# Load Systematic Investor Toolbox (SIT)
# http://systematicinvestor.wordpress.com/systematic-investor-toolbox/
###############################################################################
setInternet2(TRUE)
con = gzcon(url('http://www.systematicportfolio.com/sit.gz', 'rb'))
source(con)
close(con)
#*****************************************************************
# Load historical data for ETFs
#******************************************************************
load.packages('quantmod')
SPY = getSymbols('SPY', auto.assign = F)
#*****************************************************************
# Create Clusters
#******************************************************************
plota(SPY, type='l')
plota.recession()
plota.legend('SPY','black',SPY)
To leave a comment for the author, please follow the link and comment on their blog: Systematic Investor » R.
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.