Friday, August 9, 2013

PIMCO Rolling Correlation, d3, R, gridSVG, lattice | Gets An Axis

Where else will you hear Pimco, rolling correlation, R, gridSVG, lattice, and d3 all in one post?  Let’s mix them all together to see what might happen.  For those here for the geekery, we will add a d3 axis for our y and it will follow the mouse.  For those who care nothing about d3 and R, you might like the chart too since it plots the 90 day rolling correlation between Pimco Total Return and Pimco All Asset Authority  .  Click here if or on the screenshot below. to see the live version.





At some point I will find the limits of my creativity and knowledge.  Please give me some ideas.


  1. Well if you're taking requests.... it'd be cool to see a more generalizable version of your nytimes / managers data widget, where using your own data (regardless of type or scale) was more easily handled. I was playing with whether I could plot % changes in z scores over time and just couldn't get it.

  2. Hi, I want to ask you on the rolling methode