Articles by klr

Puts as Protection

March 15, 2017 | klr

Many asset management firms are happily enjoying record revenue and profits driven not by inorganic growth or skillful portfolio management but by a seemingly endless increase in US equity prices. These firms are effectively commodity producers entirel... [Read more...]

Ooms Magical Polyglot World

July 26, 2016 | klr

crossposted from BuildingWidgets Jeroen Ooms (@opencpu) provides R users a magical polyglot world of R, JavaScript, C, and C++. This is my attempt to both thank him and highlight some of all that he has done. Much of my new R depends on his work. Oo... [Read more...]

visNetwork, Currencies, and Minimum Spanning Trees

May 22, 2015 | klr

Just because I’m ignorant doesn’t mean I won’t try things.  Feel free to correct any ignorance that follows.  More than anything I would like to feature the new htmlwidget visNetwork.  I thought  the example from Minimum Spanning Trees in R a... [Read more...]

Extracting Heatmap

March 11, 2015 | klr

Inspired by this tweet, I wanted to try to do something similar in JavaScript. Very cool hack: Extracting the original data from a heatmap image with R vector ops #rstats http://t.co/Lbi6FCXdrI pic.twitter.com/LCabkMGjXY— Gregory Piatetsky (@kdnugge... [Read more...]

Is Time Series Clustering Meaningless? (lots of dplyr)

March 5, 2015 | klr

A kind reader directed me in a comment on Experiments in Time Series Clustering to this paper. Clustering of Time Series Subsequences is Meaningless: Implications for Previous and Future Research Eamonn Keogh  and Jessica Lin Computer Science & Engineering Department University of California – Riverside http://www.cs.ucr.edu/~eamonn/meaningless.... [Read more...]

Experiments in Time Series Clustering

March 2, 2015 | klr

Last night I spotted this tweet about the R package TSclust. Thank you Pablo and Jose for #TSclust - time series clustering package in #rstats ! http://t.co/GBQtQnQ8Lr— Pasha Roberts (@pasharoberts) March 2, 2015 I should start by saying that I really don’t know what I’m doing, so ... [Read more...]

Financial Charts | Pan and Zoom

February 3, 2015 | klr

The htmlwidget for Week 2 over at Building Widgets claims to add pan and zoom interactivity to almost all R charts.  Since their were no tests on financial charts, I thought I would try it out on a couple.  It really does work.  Here is an example ... [Read more...]

Will I fail?

January 2, 2015 | klr

I have committed to building an htmlwidget a week in 2015.  To isolate and separate the commitment from this blog, I set up a new site Building Widgets and Github repo.  The first post Can I Commit? provides meta introspection on commitment. Can I c... [Read more...]

Widgets For Christmas

December 30, 2014 | klr

For Christmas, I generally want electronic widgets, but after six months of development, all I wanted this Christmas was htmlwidgets, and Santa RStudio/jj,joe,yihui and Santa Ramnath delivered early with this RStudio tweet on December 17th. htmlwidget... [Read more...]

Out of Nowhere–Explore Text on a Path

December 11, 2014 | klr

I had not really stopped to think of this until I listened to this The Web Ahead podcast with Sara Soueidan.  What is really interesting about the tech world is how experts can seemingly pop up out of nowhere and become the authority on a topic.  In the podcast, this ... [Read more...]

Much Better Animated Paths | Christmas SVG

December 2, 2014 | klr

Just after I made my really ugly animated turkey sketch (see post), I saw this much better set of Christmas icons in the Smashing Magazine Article Freebie Christmas Icon Set from Manuela Langella.  While I still remember how to do this, I thought I wo... [Read more...]

Secret to Making Things Appear in RStudio Viewer

November 24, 2014 | klr

I am by no means an authoritative source on this, but I think I found out the secret behind htmltools html_print that chooses the RStudio Viewer browser rather than your default browser like utils::browseURL. Here is a quick code snippet that hopefully... [Read more...]

Pipeline to Plot Annual % Change

November 24, 2014 | klr

Pipes in R make my life incredibly easy, and I think my code easier to read.   Note, there are a couple different flavors of pipes (see magrittr and pipeR).  For now, I choose pipeR.library(quantmod)library(pipeR)library(ggplot2)getSymbols("^GSPC",from="1900-01-01",auto.assign=F) %____% #get S&... [Read more...]

Update on JGBs versus USTs

November 5, 2014 | klr

Given the recent selloff in the Yen, I thought now would be a good time to update my favorite chart from Intended or Unintended Consequences. For a true currency death spiral, rates need to move up rather than down.  It appears we are long way from t... [Read more...]

Postive Feedback in R with a Little Javascript

October 22, 2014 | klr

Let’s face it, sometimes the struggle in R can become frustrating, depressing, daunting, or just monotonous.  For those moments when you need a little positive feedback, some encouragement, or a pat on the back, I thought this might help.  Maybe I ... [Read more...]

SVG + Javascript Ekholm Decomposition in RStudio Browser

October 10, 2014 | klr

Our topics this week seem unrelated, but in an effort to bridge the two another random project – make website in R for these SVGs of Portland Vector Bridges result: Portland Bridges in SVGcode: R to make simple siteEkholm decomposition SelectionShare & TimingShare | Masterfully Written by Delightfully Responsive Author Popular Mutual Funds ... [Read more...]

Responsive SVG in Your RStudio Browser

October 8, 2014 | klr

For those readers who are unaware, SVG is absolutely amazing, and if you need some convincing see this 2009 paper/talk from David Dailey Why is SVG Going to Be REALLY BIG?  Most R users should be very well acquainted with graphics and plots magically ... [Read more...]
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