Long Winding Road Marked with Error Bars and Tweets

Not much finance here, but a lot of d3 and R.

Ode to Systematic Clusters

Extending the d3 remixes of the fine work at Systematic Investor, I thought it woud be fun to do some dimple.js and nvd3 scatterplots of clusters of PIMCO mutual funds.  As always, I welcome thoughts, comments, and suggestions.  Click here or on the screenshot below.

Genetics to Finance - Amazed By Open Source d3 and r

Open source amazes me by the speed of distribution and the power of iteration.  Take for example the very  fine combination of R and d3 provided here at http://www.biostat.wisc.edu/~kbroman/D3/.  The correlation matrix with scatterplot instantly struck me as a wonderful way to liven up Pretty Correlation Map of PIMCO Funds.  Since it is open and MIT licensed, within an hour I was able  to come up with this.

Please take it and make it even better.  Thanks so much to Karl Broman for this great work.

rCharts | PerformanceAnalytics Tables + Systematic Investor Cluster

I thought a good extension of the last post d3-ify Systematic Investor Cluster Weight would be to analyze the returns with every table that PerformanceAnalytics offers.  Since d3 interactive charts are way more fun than tables, let’s plot each table with dimplejs and rCharts. Click here or on the screenshot below to see the result.

d3-ify Systematic Investor Cluster Weight

I have posted before about the brilliant R/finance work being done at Systematic Investor.  I just had to see what his cluster work would look like with d3 interactivity.  Click on the screenshot below or here to see an interactive recreation of his post.