Analytics Sheds Light on Black Friday

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US Retail stocks have been on a strong upward swing.  The holiday season starting with Black Friday is very important to retail, so let’s look at the US Retail industry price index and Sharpe ratio using R rCharts and the PerformanceAnalytics R package +  javascript dygraphs.  The data set is courtesy of Kenneth French, Professor of Finance at the Tuck School of Business at Dartmouth College. You can play with the interactive graphs HERE.



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