Code & Functions

A fast R function for calculating rolling downside deviation

The most common risk measure, standard deviation, does not account for investors' particularly strong distaste for losses. Downside deviation tries to address this problem.

Fabian Scheler

July 20, 2022

The Fed's New Dot Plot in Python

How to programmatically download the FOMC's latest and historical economic projections, create an animated version of its famous Dot Plot in Python and host it on GitHub.

Fabian Scheler

April 27, 2022

Linking R and Python to retrieve financial data and plot a candlestick

This blog post illustrates how to construct a candlestick plot in R while using a Python package to retrieve the required data.

Fabian Scheler

April 9, 2022

Visualizing economic data with pretty worldmaps

Economic data can easily be turned into beautiful thematic maps, also called choropleths. This blog post introduces a simple and flexible function, that automatically creates such charts using data from the Worldbank.

Fabian Scheler

March 20, 2022