Publications by Le Thao Linh 109035158
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#1. Import data library(quantmod) ## Warning: package 'quantmod' was built under R version 4.0.5 ## Loading required package: xts ## Warning: package 'xts' was built under R version 4.0.5 ## Loading required package: zoo ## Warning: package 'zoo' was built under R version 4.0.5 ## ## Attaching package: 'zoo' ## The following objects are masked...
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asset.names <- c(" MSFT ", " NORD ", " SBUX ") mu.vec = c (0.0427 , 0.0015 , 0.0285) mu.vec ## [1] 0.0427 0.0015 0.0285 names (mu.vec) = asset.names mu.vec ## MSFT NORD SBUX ## 0.0427 0.0015 0.0285 sigma.mat = matrix (c (0.0100 , 0.0018 , 0.0011 , 0.0018 , 0.0109 , 0.0026 , 0.0011 , 0.0026 , 0....
26 sym R (1664 sym/20 pcs)
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#1. Import data library(quantmod) ## Warning: package 'quantmod' was built under R version 4.0.5 ## Loading required package: xts ## Warning: package 'xts' was built under R version 4.0.5 ## Loading required package: zoo ## Warning: package 'zoo' was built under R version 4.0.5 ## ## Attaching package: 'zoo' ## The following objects are masked...
27992 sym R (2458 sym/24 pcs)
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#1. Import data library(quantmod) ## Warning: package 'quantmod' was built under R version 4.0.5 ## Loading required package: xts ## Warning: package 'xts' was built under R version 4.0.5 ## Loading required package: zoo ## Warning: package 'zoo' was built under R version 4.0.5 ## ## Attaching package: 'zoo' ## The following objects are masked...
27992 sym R (2458 sym/24 pcs)
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library(tidyverse) ## Warning: package 'tidyverse' was built under R version 4.0.5 ## -- Attaching packages --------------------------------------- tidyverse 1.3.1 -- ## v ggplot2 3.3.3 v purrr 0.3.4 ## v tibble 3.1.0 v dplyr 1.0.5 ## v tidyr 1.1.3 v stringr 1.4.0 ## v readr 1.4.0 v forcats 0.5.1 ## Warning: package 'g...
42 sym R (3106 sym/29 pcs) 7 img
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# not in CRAN yet (need to test it further) #install.packages('GetQuandlData') # from github devtools::install_github('msperlin/GetQuandlData') ## WARNING: Rtools is required to build R packages, but is not currently installed. ## ## Please download and install Rtools 4.0 from https://cran.r-project.org/bin/windows/Rtools/. ## Skipping ins...
9 sym R (495 sym/3 pcs)
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#=========================================================== # LOAD PACKAGES #=========================================================== library(quantmod) ## Warning: package 'quantmod' was built under R version 4.0.5 ## Loading required package: xts ## Warning: package 'xts' was built under R version 4.0.5 ## Loading required package: zoo ##...
70 sym R (12169 sym/64 pcs)
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rm(list = ls()) library(lubridate) ## Warning: package 'lubridate' was built under R version 4.0.5 ## ## Attaching package: 'lubridate' ## The following objects are masked from 'package:base': ## ## date, intersect, setdiff, union library(timetk) ## Warning: package 'timetk' was built under R version 4.0.5 library(purrr) ## Warning: pac...
678 sym R (947763 sym/239 pcs) 5 img
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rm(list = ls()) library(lubridate) ## Warning: package 'lubridate' was built under R version 4.0.5 ## ## Attaching package: 'lubridate' ## The following objects are masked from 'package:base': ## ## date, intersect, setdiff, union library(timetk) ## Warning: package 'timetk' was built under R version 4.0.5 library(purrr) ## Warning: pac...
700 sym R (949622 sym/240 pcs) 5 img
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rm(list = ls()) library(lubridate) ## Warning: package 'lubridate' was built under R version 4.0.5 ## ## Attaching package: 'lubridate' ## The following objects are masked from 'package:base': ## ## date, intersect, setdiff, union library(timetk) ## Warning: package 'timetk' was built under R version 4.0.5 library(purrr) ## Warning: pac...
678 sym R (947708 sym/239 pcs) 5 img