Publications by klr
ISO Popularity on Flickr Explore
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 of ISO speeds over the last 3 days’ of pictures. Relat...
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Equity Market Risk Premium Around the World
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 Aguirreamalloa, Javier and Linares, PabloJune 26, 2013Available at SSRN: http://ssrn.com/abstract=91416 I...
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Combining Eugene Fama, rCharts, dygraphs, and scholar
What better way to end the week than to dump a lot of random topics into some experiments. Here is what happened. Related To leave a comment for the author, please follow the link and comment on their blog: Timely Portfolio. R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click ...
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EXIF with R | rCharts + catcorrjs + exiftool
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 amazing and open-source Perl exiftool was a fun bonus. Click here or on the screenshot below for all the d...
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Dygraphs with Bigger Data | US Industries from Kenneth French
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 just big enough to get a good feel fo...
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Something to Think About Before Black Friday | rChart + dygraphs
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. Related To leave a comment for the author, p...
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Popularity Contest
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 thinking about these two excellent posts about the nature of blo...
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Retail Relative Strength
So back before Thanksgiving I did a post Something to Think About Before Black Friday | rChart + dygraphs. Well since then I have noticed that Retail relative strength has deteriorated considerably. I thought it would be a good time to use good old bfast (see posts) to look for a structural breakpoint. Below is the output. And yes, I do p...
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What Do the Odds Say? Buy Stocks Begin of Year?
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 the entire year. Well, the same thing happened 2013, so I just had to do some analysis. ...
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Emerging Currencies with rCharts + FRED
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 FRED with dimplejs. … and here with nvd3. Cod...
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