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) # https://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)
Categories: R
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