I agree the market selloff has been weak thus far (especially as a frustrated bear).  However, I find it humorous as some widely followed commentators say things like “You’re only down x% ytd.  It’s not that bad”.  I wonder if this selloff g... [Read more...]

R was certainly not designed to be a publishing engine, but in my workflow, R is the primary method of content creation.  With that in mind, I have been thinking about a very different use case of rCharts in which we might want to include inflexible a... [Read more...]

I decided to promote this from a Twitter comment to a blog post.  I had hoped to do a prototype javascript interactive rebalancing visualization of Unsolved Mysteries of Rebalancing integrating this, but I have not had the time, so  I’ll release it... [Read more...]

Back in 2011, Charlie Park did two very thorough posts on Edward Tufte’s table graphics or slopegraphs. http://charliepark.org/slopegraphs/ http://charliepark.org/a-slopegraph-update/ These type graphics can provide very effective visualizations of ... [Read more...]

In my previous post More on Rebalancing | With Data from Research Affiliates , I did some really basic visualizations, but I thought this data would be great for some more powerful interactive discovery using an interesting javascript SQL-like query l... [Read more...]

The R package bfast enthralls me.  I have posted 3 times on bfast but still did not understand the impact of the h parameter.  Armed now with some d3.js, angular.js, and rCharts I thought I could see it better with a fancy interactive visualization.  Here is the result when ... [Read more...]

I saw this chart in a presentation and thought I could make it better and interactive.  Here is a short article on the iteration process.  Click on the screenshot below or here for the full post. Note: these are not my views and this is not financial... [Read more...]

Last year in my post d3 [Read more...]

While on the topic of rebalancing (see Unsolved Mysteries of Rebalancing), I thought it would be good to highlight another good research paper with some quick rCharts analysis. Arnott, Robert D., et al.The Surprising Alpha from Malkiel’s Monkey and ... [Read more...]

There is a lot not yet fully understood about rebalancing in portfolio management.  This 2013 paper from Nardon and Kiskiras is the best I have read yet. Kiskiras, John and Nardon, AndreaPortfolio Rebalancing: A Stable Source of AlphaJanuary 18, 2013... [Read more...]

I liked this chart a lot. #Dailychart: Argentina's plunging peso is not alone: http://t.co/CWnaNLcm4T pic.twitter.com/4Nr6EgRGx9— The Economist (@ECONdailycharts) January 27, 2014 I thought I would show how we can semi-replicate it in R with rCharts.  Here it is with the currencies that are on ... [Read more...]

At some point in 2013, I read (can’t remember where) that 2012 was a rare year for the S&P 500  where no day’s closing  price was lower than the closing price  for the first day.  So if you bought on the first day of 2012, you never had a loss for ... [Read more...]

[Read more...]

Although I am sure most of the bloggers that discuss R on R-bloggers are not all that concerned with popularity, I thought it would be interesting to analyze (with R and rCharts, of course) the popularity of these bloggers using Feedly’s API.   After building the chart, I got to ... [Read more...]

US Retail stocks have been killing it.  Since the holiday season starting with Black Friday is so important to retail, let’s look at the US Retail industry price and Sharpe ratio using R rCharts and Performance analytics +  javascript dygraphs.  Thanks Kenneth French once again for the dataset. [Read more...]

After seeing the announcement by @lauraegerdal of the SEC’s use of dygraphs to visualize market structure, I was inspired to experiment more with the great dygraphs + rCharts.  I really wanted to see how responsive dygraphs would be with a fairly large dataset.  Some Kenneth French US Industry data seemed ... [Read more...]

I wanted to analyze the EXIF information in a whole group of photos from a recent trip to Disney World.  Of course I decided to use R and throw in some interactive charting with d3.js, rCharts, and and the new catcorrjs.  Integrating the amaz... [Read more...]

What better way to end the week than to dump a lot of random topics into some experiments.  Here is what happened. [Read more...]

Over the years I have really enjoyed this very thorough IESE Business School survey of market risk premium around the world. Market Risk Premium and Risk Free Rate Used for 51 Countries in 2013A Survey with 6,237 Answers Fernandez, Pablo and Aguirream... [Read more...]

Not finance, but I figured there might be some out there interested in the pictures from Flickr’s Explore.  In addition to amazing photography, there is an abundance of information.  In the short post below, I use R with rCharts, slidify, and Rflickr to take a look at the distribution ... [Read more...]