Weekend Reading – S&P 500 Visual History

Michael Johnston at the ETF Database shared a very interesting post with me over the holidays. The S&P 500 Visual History – is an interactive post that shows the top 10 components in the S&P 500 each year, going back to 1980.

On a different note, Judson Bishop contributed a plota.recession() function to add recession bars to the existing plot. The Recession dates are from National Bureau of Economic Research. Following is a simple example of plota.recession() function.

###############################################################################
# Load Systematic Investor Toolbox (SIT)
# http://systematicinvestor.wordpress.com/systematic-investor-toolbox/
###############################################################################
setInternet2(TRUE)
con = gzcon(url('http://www.systematicportfolio.com/sit.gz', 'rb'))
    source(con)
close(con)

	#*****************************************************************
	# Load historical data for ETFs
	#****************************************************************** 
	load.packages('quantmod')
	SPY = getSymbols('SPY', auto.assign = F)
	
	#*****************************************************************
	# Create Clusters
	#****************************************************************** 	
 	plota(SPY, type='l')
 		plota.recession()
 	plota.legend('SPY','black',SPY)

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