Wednesday, December 21, 2011

Record Long Term Treasury Returns

I mistakenly assume everyone knows that US Treasury Returns have been extreme in 2011.  As we near the end of the year, I thought it would be beneficial to look at the world’s best performer while incorporating some new graphical techniques.  There is also an opinion (NOT INVESTMENT ADVICE) expressed in one of the charts.

From TimelyPortfolio
From TimelyPortfolio

R code in GIST:

1 comment:

  1. I love the graphically representation of correlation. However, it would be nice to see how it would backtest. I have a website that allows for writing backtesters in R, and a couple other languages.