Monday, July 2, 2012

Graphics Artifacts from Quarterly Commentary

For my Q2 2012 commentary, I tried multiple graphs to illustrate the disconnect of the US stock markets with the rest of the world.  I think I finally settled on this simple Excel bar graph populated by Bloomberg data, but I thought some might like to see some of the R graphical artifacts as I explored how best to illustrate my point.

From TimelyPortfolio

Although I settled on a 1 year performance chart, I really wanted to show more history, but without all the noise of a daily, weekly, or even monthly chart.  I tried a chart connecting the 200 day max/min points, but it still seemed noisy and difficult to follow. One big letdown was Yahoo! Finance not providing DJUBS, E1DOW, or P1DOW any more.

From TimelyPortfolio
From TimelyPortfolio

I then thought connecting the end of year points might offer a nice simplification, and I probably liked this best of the R charts.  This shows enough of the path to see the universal move up to 2010, and then the disconnect.

From TimelyPortfolio
From TimelyPortfolio

Even one R base graphics chart. Thanks again Josh for the fork.

From TimelyPortfolio

As one other option, I thought I would try to just connect beginning, middle, and end since December 2008.  This certainly shows the huge disconnect between the U.S. and the rest of the world, but I found it difficult to describe the methodology within the chart.

From TimelyPortfolio
From TimelyPortfolio

I hope this helps someone somewhere.  As always, I very much enjoy comments and opinions.

R code in GIST (do raw for copy/paste):

1 comment:

  1. It's just sector specific inflation, which is well documented by both the NY Times and WS Journal. All that cash being given away is going into corporate coffers, much of which is used for speculative trading. The Inflation Criers don't seem to mind that the inflation is rampant in their own backyard.

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