Publications by Cody Grube
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# Load packages # Core library(tidyverse) library(tidyquant) Goal Visualize and examine changes in the underlying trend in the downside risk of your portfolio in terms of kurtosis. Choose your stocks. from 2012-12-31 to present 1 Import stock prices symbols <- c("NVDA", "AAPL", "NFLX", "MSFT", "TSLA") prices <- tq_get (x = symbols, ...
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# Load packages # Core library(tidyverse) library(tidyquant) Goal Collect individual returns into a portfolio by assigning a weight to each stock five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG” from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG") prices <- tq_get (x = symbols...
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# Load packages # Core library(tidyverse) library(tidyquant) Goal Collect individual returns into a portfolio by assigning a weight to each stock five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG” from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG") prices <- tq_get (x = symbols...
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# Load packages # Core library(tidyverse) library(tidyquant) Goal Visualize and compare skewness of your portfolio and its assets. Choose your stocks. from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("NVDA", "AAPL", "NFLX", "MSFT", "TSLA") prices <- tq_get (x = symbols, from = "2012-12-31", ...
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# Load packages # Core library(tidyverse) library(tidyquant) Goal Visualize expected returns and risk to make it easier to compare the performance of multiple assets and portfolios. Choose your stocks. from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("NVDA", "AAPL", "NFLX", "MSFT", "TSLA") prices <- tq_get (x = symbols, ...
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# Load packages # Core library(tidyverse) library(tidyquant) Goal Collect individual returns into a portfolio by assigning a weight to each stock five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG” from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG") prices <- tq_get (x = symbols...
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# Load packages # Core library(tidyverse) library(tidyquant) Goal Collect individual returns into a portfolio by assigning a weight to each stock Choose your stocks. from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("NVDA", "AAPL", "NFLX", "MSFT", "TSLA") prices <- tq_get (x = symbols, from = "2012-12-31", ...
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# Load packages # Core library(tidyverse) library(tidyquant) Goal Collect individual returns into a portfolio by assigning a weight to each stock five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG” from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG") prices <- tq_get (x = symbols...
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1 Import stock prices of your choice Nvidia, Netflix, Tesla, Microsoft, and Apple 2 Convert prices to returns by quarterly ## # A tibble: 80 × 3 ## asset date returns ## <chr> <date> <dbl> ## 1 NVDA 2012-03-30 0.0925 ## 2 NVDA 2012-06-29 -0.108 ## 3 NVDA 2012-09-28 -0.0353 ## 4 NVDA 2012-12-31 -0.0780 ## 5 NVD...
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# Load packages # Core library(tidyverse) ## Warning: package 'tidyverse' was built under R version 4.2.2 ## ── Attaching packages ─────────────────────────────────────── tidyverse 1.3.2 ── ## ✔ ggplot2 3.3.6 ✔ purrr 0.3.4 ## ✔ tibble 3.1.8 ...
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