timelyportfolio.blogspot.com

Timely Portfolio

Friday, May 22, 2015. VisNetwork, Currencies, and Minimum Spanning Trees. 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. Applied to currency data (similar to this research paper Minimum Spanning Tree Application in the Currency Market. Get MST using code from this post. Get currency data from the FED FRED data series.

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Friday, May 22, 2015. VisNetwork, Currencies, and Minimum Spanning Trees. 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. Applied to currency data (similar to this research paper Minimum Spanning Tree Application in the Currency Market. Get MST using code from this post. Get currency data from the FED FRED data series.

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1 timely portfolio

2 code

3 library quantmod

4 usdother usdbroad

5 currencies na omit currencies

6 usdother usdbroad

7 currencies currencies/lag currencies 1

8 cordistance cor currencies

9 corrplot corrplot cor distance

10 library igraph

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Timely Portfolio | timelyportfolio.blogspot.com Reviews

https://timelyportfolio.blogspot.com

Friday, May 22, 2015. VisNetwork, Currencies, and Minimum Spanning Trees. 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. Applied to currency data (similar to this research paper Minimum Spanning Tree Application in the Currency Market. Get MST using code from this post. Get currency data from the FED FRED data series.

INTERNAL PAGES

timelyportfolio.blogspot.com

1

Timely Portfolio: January 2015

http://timelyportfolio.blogspot.com/2015_01_01_archive.html

Friday, January 2, 2015. 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. The first post Can I Commit? Provides meta introspection on commitment. Can I commit to building an htmlwidget. A week in the year 2015? It seems we humans all struggle internally with commitment, and at the beginning of each year, we often become even more aware of this struggle in the form of New Year's Resolutions.

2

Timely Portfolio: Pretty Correlation Map of PIMCO Funds

http://timelyportfolio.blogspot.com/2012/06/pretty-correlation-map-of-pimco-funds.html

Thursday, June 14, 2012. Pretty Correlation Map of PIMCO Funds. As PIMCO expands beyond fixed income. As expected there are two fairly distinct groups of funds: those (mostly fixed income) with negative/low correlation to the S&P 500 and those with strong positive correlation. Here is the more standard heat map with dendrogram ordering, which has its purpose but gets a little busy. If we are only interested in the correlation to the S&P 500 (VFINX), then this might be more helpful. R code from GIST:.

3

Timely Portfolio: Much Better Animated Paths | Christmas SVG

http://timelyportfolio.blogspot.com/2014/12/much-better-animated-paths-christmas-svg.html

Tuesday, December 2, 2014. Much Better Animated Paths Christmas SVG. 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. While I still remember how to do this, I thought I would use the same techniques in R using. To animate the paths with vivus.js. In the iframe below is the result. On the Santa icon. Code: http:/ gist.github.com/39394d6e37a7fd878cab#file-code-R.

4

Timely Portfolio: visNetwork, Currencies, and Minimum Spanning Trees

http://timelyportfolio.blogspot.com/2015/05/visnetwork-currencies-and-minimum.html

Friday, May 22, 2015. VisNetwork, Currencies, and Minimum Spanning Trees. 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. Applied to currency data (similar to this research paper Minimum Spanning Tree Application in the Currency Market. Get MST using code from this post. Get currency data from the FED FRED data series.

5

Timely Portfolio: Onepager Now with knitR

http://timelyportfolio.blogspot.com/2013/02/onepager-now-with-knitr.html

Tuesday, February 19, 2013. Onepager Now with knitR. Since at some point I had trouble with a conflict between knitr and the latex package textpos, I used the lesser Sweave in Another Experiment with R and Sweave. I ran the Sweave2knitr command and discovered that textpos and knitr play well together now. Here is the result using knitr (go to https:/ www.box.com/s/4nftk6qpa0cugapmncsn. If the embed does not show below):. Rnw source file from Gist. February 20, 2013 at 11:21 AM. Thanks a lot for sharing!

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quantstrattrader.wordpress.com

An Introduction to Portfolio Component Conditional Value At Risk | QuantStrat TradeR

https://quantstrattrader.wordpress.com/2016/07/12/an-introoduction-to-portfolio-component-value-at-risk

Trading, QuantStrat, R, and more. An Introduction to Portfolio Component Conditional Value At Risk. July 12, 2016. Posted in Asset Allocation. For those interested in an in-depth analysis of the intuition of component conditional value at risk, I refer them to the paper written by Brian Peterson, Peter Carl, and Kris Boudt. First, a demonstration of how the mechanism works using the edhec data set. There is no strategy here, just a demonstration of syntax. For a future backtest, I would like to make some...

quantstrattrader.wordpress.com

Are R^2s Useful In Finance? Hypothesis-Driven Development In Reverse | QuantStrat TradeR

https://quantstrattrader.wordpress.com/2016/04/18/are-r2s-useful-in-finance-hypothesis-driven-development-in-reverse

Trading, QuantStrat, R, and more. Are R 2s Useful In Finance? Hypothesis-Driven Development In Reverse. April 18, 2016. Posted in Asset Allocation. This post will shed light on the values of R 2s behind two rather simplistic strategies — the simple 10 month SMA, and its relative, the 10 month momentum (which is simply a difference of SMAs, as Alpha Architect. Showed in their book DIY Financial Advisor. Here’s the code to do that:. And here are the results:. SMA10 MOM10 BuyHold Annualized Return 0.097...

systematicinvestor.wordpress.com

Capturing Intraday data | Systematic Investor

https://systematicinvestor.wordpress.com/2014/03/11/capturing-intraday-data

March 11, 2014. I want to follow up the Intraday data. Post with an example of how you can capture Intraday data without too much effort by recording 1 minute snapshots of the market. I will take market snapshots from Yahoo Finance using following function that downloads delayed market quotes with date and time stamps:. For example I was able to saved following quotes for AAPL:. April 15, 2014 at 7:47 am. I have been an avid reader from the start. April 1, 2014 at 2:46 am. Leave a Reply Cancel reply.

systematicinvestor.wordpress.com

systematicinvestor | Systematic Investor

https://systematicinvestor.wordpress.com/author/systematicinvestor

New Home of Systematic Investor Blog. February 18, 2015. Please visit the New Home of Systematic Investor Blog. At SystematicInvestor.GitHub.io. August 1, 2014. David Varadi has published two excellent posts / ideas about cooking with momentum:. I just could not resist the urge to share these ideas with you. Following is implementation using the Systematic Investor Toolbox. Please enjoy and share your ideas with David and myself. To view the complete source code for this example, please have a look at the.

systematicinvestor.wordpress.com

Capturing Intraday data, Backup plan | Systematic Investor

https://systematicinvestor.wordpress.com/2014/04/01/capturing-intraday-data-backup-plan

Capturing Intraday data, Backup plan. Capturing Intraday data, Backup plan. April 1, 2014. In the Capturing Intraday data. Post, I outlined steps to setup your own process to capture Intraday data. But what do you do if you missed some data points due for example internet being down or due to power outage your server was re-started. To fill up the gaps in the Intraday data, you could get up to 10 day historical Intraday data from Google finance. To download historical Intrday quotes. For example,. Since ...

systematicinvestor.wordpress.com

Quality of Historical Stock Prices from Yahoo Finance | Systematic Investor

https://systematicinvestor.wordpress.com/2014/04/08/quality-of-historical-stock-prices-from-yahoo-finance

Quality of Historical Stock Prices from Yahoo Finance. Quality of Historical Stock Prices from Yahoo Finance. April 8, 2014. I recently looked at the strategy that invests in the components of S&P/TSX 60. Index, and discovered that there are some abnormal jumps/drops in historical data that I could not explain. To help me spot these points and remove them, I created a helper function data.clean() function in data.r at github. Following is an example of how you can use data.clean() function. So working wi...

cartesianfaith.com

Chapter 3 of Modeling data with functional programming in R is out | Cartesian Faith

https://cartesianfaith.com/2015/02/08/chapter-3-of-modeling-data-with-functional-programming-in-r-is-out

Insights of a modern alchemist. Chapter 3 of Modeling data with functional programming in R is out. Posted by Brian Lee Yung Rowe. Asymp; 6 Comments. Chapter 3 of my book “Modeling data with functional programming in R” is available for download. This chapter describes map-vectorization and how it’s used in R. I make a distinction between different types of vectorization since. F(x) = x 2 2*y - 5. Is vectorized differently from. Though conceptually they represent the same operation. This chapter uses the.

systematicinvestor.wordpress.com

February | 2015 | Systematic Investor

https://systematicinvestor.wordpress.com/2015/02

Archive for February, 2015. New Home of Systematic Investor Blog. February 18, 2015. Please visit the New Home of Systematic Investor Blog. At SystematicInvestor.GitHub.io. New Home of Systematic Investor Blog. Calendar Strategy: Fed Days. Calendar Strategy: Option Expiry. Calendar Strategy: Month End. Blog at WordPress.com. Blog at WordPress.com. Follow “Systematic Investor”. Get every new post delivered to your Inbox. Join 307 other followers. Build a website with WordPress.com.

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Systematic Investor | Systematic Investor Blog | Page 2

https://systematicinvestor.wordpress.com/page/2

Probabilistic Momentum with Intraday data. March 31, 2014. I want to follow up the Intraday data. Post with testing the Probabilistic Momentum. Strategy on Intraday data. I will use Intraday data for SPY and GLD from the Bonnot Gang. To test the strategy. Next, let’s examine the hourly perfromance of the strategy. Performs best in the morning and dwindles down in the afternoon and overnight. March 11, 2014. I want to follow up the Intraday data. S=', join( trim(all.symbols[ i] ), ','), '&f=', what[ 1...

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Sewer & Drain Cleaning. Family owned and operated. Serving the tri-county area since 1982". Call Now 330.225.1705. Do you have a leaky or rusted out faucet needing repaired or replaced? Our plumbers can repair or replace kitchen .more details. Sump pumps are crucial to keeping your basement dry during the wet, rainy days. Timely Plumbing has trained professionals who .more details. Timely Plumbing provides repairs and installation of both residential and commercial hot water tanks. Request A Quick Quote.

timelyportfolio.blogspot.com

Timely Portfolio

Friday, May 22, 2015. VisNetwork, Currencies, and Minimum Spanning Trees. 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. Applied to currency data (similar to this research paper Minimum Spanning Tree Application in the Currency Market. Get MST using code from this post. Get currency data from the FED FRED data series.

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Timely Portfolio