Publications by business-science.io - Articles
Speed Up Your Code Part 2: Parallel Processing Financial Data with multidplyr + tidyquant
Since my initial post on parallel processing with multidplyr, there have been some recent changes in the tidy eco-system: namely the package tidyquant, which brings financial analysis to the tidyverse. The tidyquant package drastically increase the amount of tidy financial data we have access to and reduces the amount of code needed to get financ...
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tidyquant 0.3.0: ggplot2 Enhancements, Real-Time Data, and More
tidyquant, version 0.3.0, is a pretty sizable release that includes a little bit for everyone, including new financial charting and moving average geoms for use with ggplot2, a new tq_get get option called "key.stats" for retrieving real-time stock information, and several nice integrations that improve the ease of scaling your analyses. If your ...
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Recreating RView’s ”Reproducible Finance With R: Sector Correlations”
The folks at RStudio have a segment on their RViews blog, “Reproducible Finance with R”, one that we at Business Science are very fond of! In the spirit of reproducibility, we thought that it would be appropriate to recreate the RViews post, “Reproducible Finance with R: Sector Correlations”. This time, however, the tidyquant package will...
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tidyquant 0.4.0: PerformanceAnalytics, Improved Documentation, ggplot2 Themes and More
I’m excited to announce the release of tidyquant version 0.4.0!!! The release is yet again sizable. It includes integration with the PerformanceAnalytics package, which now enables full financial analyses to be performed without ever leaving the “tidyverse” (i.e. with DATA FRAMES). The integration includes the ability to perform performance...
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tidyquant Integrates Quandl: Getting Data Just Got Easier
Today I’m very pleased to introduce the new Quandl API integration that is available in the development version of tidyquant. Normally I’d introduce this feature during the next CRAN release (v0.5.0 coming soon), but it’s really useful and honestly I just couldn’t wait. If you’re unfamiliar with Quandl, it’s amazing: it’s a web serv...
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tidyquant 0.5.0: select, rollapply, and Quandl
We’ve got some good stuff cooking over at Business Science. Yesterday, we had the fifth official release (0.5.0) of tidyquant to CRAN. The release includes some great new features. First, the Quandl integration is complete, which now enables getting Quandl data in “tidy” format. Second, we have a new mechanism to handle selecting which colu...
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timekit: Time Series Forecast Applications Using Data Mining
The timekit package contains a collection of tools for working with time series in R. There’s a number of benefits. One of the biggest is the ability to use a time series signature to predict future values (forecast) through data mining techniques. While this post is geared toward exposing the user to the timekit package, there are examples sho...
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tidyquant: New Tools for Performing Financial Analysis within the Tidy Ecosystem
In advance of upcoming Business Science talks on tidyquant at R/Finance and EARL San Francisco, we are releasing a technical paper entitled “New Tools For Performing Financial Analysis within the ‘Tidy’ Ecosystem”. The technical paper covers an overview of the current R financial package landscape, the independent development of the “ti...
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timekit: New Documentation, Function Improvements, Forecasting Vignette
We’ve just released timekit v0.3.0 to CRAN. The package updates include changes that help with making an accurate future time series with tk_make_future_timeseries() and we’ve added a few features to tk_get_timeseries_signature(). Most important are the new vignettes that cover both the making of future time series task and forecasting using ...
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tidyquant: R/Finance 2017 Presentation
The R/Finance 2017 conference was just held at the UIC in Chicago, and the event was a huge success. There were a ton of high quality presentations really showcasing innovation in finance. We gave a presentation on tidyquant illustrating the key benefits related to financial analysis in the tidyverse. We’ve uploaded the tidyquant presentation t...
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