Friday, March 28, 2014

Slopegraphs | rCharts –> maybe finance versions

Back in 2011, Charlie Park did two very thorough posts on Edward Tufte’s table graphics or slopegraphs.

http://charliepark.org/slopegraphs/

http://charliepark.org/a-slopegraph-update/

These type graphics can provide very effective visualizations of finance and economic information.  For my first test though I will stick with cancer survivor data from this post Slopegraphs in R | James Keirstead.  We can use a dimplejs line chart from rCharts as our platform and add some javascript to do something similar.

If you know of any good finance or economics slopegraphs, please let me know and I might just try to recreate them.

Click here or on the image below to see the fully post

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Tuesday, March 25, 2014

Interactive Discovery of Research Affiliates JoPM Paper

In my previous post More on Rebalancing | With Data from Research Affiliates , I did some really basic visualizations, but I thought this data would be great for some more powerful interactive discovery using an interesting javascript SQL-like query language objeq along with the d3.js charting library dimple.js.  Next, I hope to extend to use lodash or lazy.js.

This exercise helps me think through a couple of lingering issues:

  1. After we create the plot, do we need to maintain the overhead of a connection with R using something like shiny, or can we port some of the aggregation, filtering, and calculations to javascript as we did in this example?
  2. How can we use the rCharts templates with other languages such as Python, Ruby, and Javascript?
  3. What can we do with some more specific and customized page templates for rCharts?
  4. Is a Lyra-like interface better or will this type interface work for more advanced users?

Help me with your thoughts after you have played with the example shown by the screenshot below.image

Thursday, March 20, 2014

Is It Structurally Broke? bfast breakpoints

The R package bfast enthralls me.  I have posted 3 times on bfast but still did not understand the impact of the h parameter.  Armed now with some d3.js, angular.js, and rCharts I thought I could see it better with a fancy interactive visualization.  Here is the result when applied to the S&P 500 monthly price series since 1950.  You should see it embedded in an iframe below.  For the full effect, click here.

Friday, March 14, 2014

Bond Shop Views with dimplejs and rCharts

I saw this chart in a presentation and thought I could make it better and interactive.  Here is a short article on the iteration process.  Click on the screenshot below or here for the full post.

Note: these are not my views and this is not financial advice.  I did not name the original source of the graphic.  If you are the source, and you happen to see this, let me know if you would like me to name you.

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Wednesday, March 12, 2014

Must See R blog

Last year in my post d3 <- R with rCharts and slidify I predicted:

I have a feeling that nearly every R user of lattice or ggplot2 will be familiar with Ramnath’s brilliance by the end of the year 2013. He might even convince some d3 users to try a little R.

Now Ramnath has started a blog at http://ramnathv.github.io/blog/ with some (not surprisingly) really high quality posts.  I strongly encourage everyone (regardless of favorite language) to check it out.