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I actually made an automatically updating chart for this using FRED data: http://financial-charts.effingapp.com http://financial-charts.effingapp.com TLDR: The
by babaganoosh89 9y ago
I actually made an automatically updating chart for this using FRED data: http://financial-charts.effingapp.com http://financial-charts.effingapp.com
TLDR: The correlation did go down a bit since publishing but still seems alright.
- luckydata 9y agothis is great! you should add shaded areas for official recession periods, it's pretty easy to find: https://fred.stlouisfed.org/series/JHDUSRGDPBR https://fred.stlouisfed.org/series/JHDUSRGDPBR
- cloudkj 9y agoThanks for this. Can you also add a way to change the window for S&P returns from 10 years to other time windows? It'd be interesting to see how the plot changes with adjustments to the window.
- babaganoosh89 9y agoI remember looking at other time windows, anything 5 years or below wasn't great.
- yrral 9y agoThis is awesome. Would it be possible for you to extend the spx 10 year return line with a greyed out or dotted line from 2007 onwards that shows the running annualized return so far? So for example for 2012 it would show the spx annualized return from 2012 to 2017.
- mzh0 9y agoI saw lot's of suggestions above, how about making it on github so anyone can hack it?
- wsxiaoys 9y agoJust found its repository here: https://github.com/effinggames/financial-charts https://github.com/effinggames/financial-charts
- deleted 9y ago[deleted]