Market Cap/GNP reports the market value of all publicly traded securities as a percentage of the country’s business (GNP). With Quantmod’s FRED connector, we can import the two necessary series and evaluate the past predictive power of this indicator, along with Tobin’s q and Shiller PE.
Highlights:

• Q1 TTM/GNP: 158%
• Average from 1949 Q3 to 2012 Q3: 69%

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require(quantmod)
getSymbols('MVEONWMVBSNNCB',src='FRED')
getSymbols('GNP',src='FRED')
chart_Series(GNP,MVEONWMVBSNNCB)

2013 Q1 Market Cap to GNP (Normal Scale)

2013 Q1 Market Cap to GNP (Log Scale)

Download Data

R and Quantmod provide a great combination for quickly testing strategies.  While not a complete backtester, the combination detailed below was able to replace my awkward Excel/Radis solution.  This also allowed me to use the PerformanceAnalytics package in CRAN rather than calculating performance ratios manually.

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require(PerformanceAnalytics)
require(quantmod)
 
getSymbols("SPY")
dviInd <-  DVI( Cl(SPY) )  # indicator
trdSignal <- Lag( ifelse(dviInd$dviInd < 0.5, 1, -1) )
 
rtn <- ROC( Cl(SPY) )*trdSignal
rtn <- retn['2010-09-01/2012-08-31']
eqn <- exp( cumsum(rtn) )
plot(eqn)
 
table.Drawdowns(ret,top=20)
table.DownsideRisk(rtn)
charts.PerformanceSummary(rtn)

Download Package

Documentation:

• PerformanceAnalytics
• getSymbols

10-K and 10-Q filings are usually the first go-to resource for studying a company.  However, SEC’s Edgar interface, while very powerful, is not necessarily the best tool for quickly looking up a statement.  GrabEdgar provides access to the statements alone, leaving out vital information contained in the notes and commentary.

Link: GrabEdgar

Check All Housing Starts for housing starts predictions, updated for the latest December 2012 data.  See last year’s predictions under the 2011 tab.

CoupleMash lets users decide whether two Cornell students would make a good match, and then lists the rankings.  We employ an algorithm that attempts to reduce spamming by asking for input on a particular match multiple times for users that seem to be spamming.

CoupleMash Cornell: http://ofneal.com/couplemash

• PHP (20%)
• Ruby (20%)
• Shell (20%)
• AutoHotkey (20%)
• JavaScript (20%)

Repositories:

clipdfviewer

All Housing Starts, a database of historical and predicted housing starts data, has been updated to reflect December 2011 forecasts.  The site’s layout and design have also been changed to improve readability.  The data is also presented in a way that allows instant searching and sorting.

• http://ofneal.com/housingstarts

While very useful, Speech Recognition software can cost hundreds of dollars for a license.  This solution is hardly cost-efficient when considering that most computer interaction is in the form of Google search queries of less than 20 words in length.

I built SpeechSearch and SpeechWolfram to take advantage of the HTML5 API, as well as Google’s robust voice recongition APIs and provide a simple website for searching Google, Wolfram|Alpha, Facebook, and Lifehacker (an example blog), all without touching your keyboard.  Try it now (requires Chrome 11 Beta or greater):

http://ofneal.com/speechsearch

http://ofneal.com/speechwolfram

Github is a great place to host your git repository.  However, sometimes you may find yourself at a computer without git installed, making it difficult to download the latest version of your code.  For this reason, I built Github Downloader, a simple Windows (x86) application that downloads the latest zipball of a Github repository.

Click here to download "Github Downloader"