Publications by klr

more d3 with shiny and R (CPI from bls.gov)

12.12.2012

Extending the marginal success achieved in d3 Showreel Combined with R and Shiny  d3 and r interacting through shiny I have converted http://bl.ocks.org/3891711 to use data supplied by an R load of http://bls.gov CPI data through Rstudio’s Shiny.  The example does not work perfectly due to some NaN in the d3 path, but I wanted to publish f...

894 sym 2 img

Shiny, R, d3 Adaptation of Mike Bostock’s Calendar

13.12.2012

The idea with all the posts http://timelyportfolio.blogspot.com/search/label/shiny was to learn both d3 and shiny by iterating through multiple experiments.  This example adaptation was my quickest yet at about 30 minutes.  Mike Bostock had done all the hard work, and all I had to do was write about 40 lines of R code to download the index data...

941 sym 4 img

d3, Shiny, and R Reporting Performance

14.12.2012

I thought it would be interesting to offer a little different example of how we can use d3, R, and Rstudio Shiny.  This time we will offer a simple example to report portfolio or index performance.  Just as a test of my progress, I also threw in a jQuery UI accordion effect. Live example here Code here Related To leave a comment for the aut...

704 sym 4 img

From d3 to pdf (hopefully knitr) with R Shiny

17.12.2012

Although I think I like the d3, R, and Shiny team the best, I could definitely envision a big need for multi-page pdf reports created with R, knitr, and latex delivered to the browser with Shiny.  Shiny helpfully provides pre-built functionality to send .png charts and graphics created by R to the web.  This works especially well since most bro...

1176 sym 2 img

R Shiny svg with no d3

18.12.2012

Paul Murrell’s Technical Report reminded me that svg in the browser does not require d3.  With his package gridSVG, we can do all sorts of wonderful things without leaving R.  I think I prefer the power of d3.js, but here is an example (does not work in IE) of R creating svg from a lattice plot with gridSVG and then sending to the browser thr...

784 sym 2 img

Shiny SVG no d3–New and Improved

20.12.2012

The fine author Joe Cheng of RStudio Shiny suggested in this Google Groups message to use htmlOutput rather than the ugly hack in my last post R Shiny svg with no d3.  As I should have known, it works great and eliminates all the useless javascript.  Unless, you dig into the code, nothing changes, but I have posted a new glimmer live example an...

905 sym

Shiny/R Conversion of Another One of My Favorite Mike Bostock d3 Examples

20.12.2012

Mike Bostock has revolutionized visualization with his d3 and his seemingly infinite examples.  In another adaptation of his amazing work, I will adapt one of my favorite examples to supplement the interactive scatterplot with data supplied by R through Shiny.  Often in finance, we will use a scatterplot to explore the relationship between diff...

1406 sym

Slightly Different Measure of Valuation

16.01.2013

I grow tired of the tried and true standard measures of valuation, and from time to time I try to think of alternate methods.  One thought was to analyze Ken French’s Market(ME) to Book(BE) Breakpoints by percentile.  We can see by year at what level is a stock considered cheap relative to the universe.  As these breakpoints move higher, the...

1391 sym 6 img 3 tbl

Applying Tradeblotter’s Nice Work Across Manager Rather than Time

28.01.2013

Ever since I saw the very helpful distribution page first presented in Download and parse EDHEC hedge fund indexes, I have used it liberally.  Now that it is has been functionalized (Visually Comparing Return Distributions), I thought I would amend it slightly to compare distributions of returns across managers rather than time.  As a simple ex...

1896 sym 4 img 2 tbl

Approaching the Zero Bound – Bonds

30.01.2013

As bonds approach the artificial zero bound, where do we go next especially after the record setting +30% in 2011?  The rolling 250-day total return has rarely gone negative since the inception of the Vanguard Funds VBMFX and VUSTX.  I am intentionally an ex-bond fund manager, so I am very interested. From TimelyPortfolio From TimelyP...

719 sym 4 img 2 tbl