Monday, April 9, 2012

Piggybacking and Hopefully Publicizing R Experts

I was inspired by the Revolution Analytics blog post on the d3.js style calendar heat map that Paul Bleicher from Humedica developed in R.  In an effort to publicize such fine work, I wanted to put a slightly different spin on it to visualize a system’s time in the market.  The system is ridiculously basic (not investment advice and will lose money), but the visualization is very helpful.

From TimelyPortfolio

To continue with the theme, I would like to continue to highlight some fine R work from  Although his work is far more sophisticated than this, I thought I would use his plota function to plot the German Dax (used in this example) with RSI below.

From TimelyPortfolio

Thanks so much to the amazing R coders who provided the code and functions for this post.

R code from GIST: