Publications by Daniel Lee

CodeAlong13

03.12.2024

# Load packages # Core library(tidyverse) library(tidyquant) # time series library(timetk) Goal Simulate future portfolio returns five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG” market: “SPY” from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG") prices <- tq_get(x = ...

414 sym R (9120 sym/35 pcs) 2 img

Apply 12 FA

03.12.2024

# Load packages # Core library(tidyverse) library(tidyquant) Goal Examine how each asset contributes to portfolio standard deviation. This is to ensure that our risk is not concentrated in any one asset. 1 Import stock prices Choose your stocks from 2012-12-31 to present. symbols <- c("JPM", "NVDA", "LLY", "AMZN") prices <- tq_get(x = symbol...

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Document

02.12.2024

# Load packages # Core library(tidyverse) library(tidyquant) library(readr) # Time series library(lubridate) library(tibbletime) # modeling library(broom) Goal Examine how each asset contributes to portfolio standard deviation. This is to ensure that our risk is not concentrated in any one asset. five stocks: “SPY”, “EFA”, �...

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Document

02.12.2024

# Load packages # Core library(tidyverse) library(tidyquant) library(readr) # Time series library(lubridate) library(tibbletime) # modeling library(broom) Goal Examine how each asset contributes to portfolio standard deviation. This is to ensure that our risk is not concentrated in any one asset. five stocks: “H”, “GOOGL”, �...

657 sym R (15465 sym/23 pcs) 2 img

Code Along 13

01.12.2024

# Load packages # Core library(tidyverse) library(tidyquant) # time series library(timetk) Goal Simulate future portfolio returns five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG” market: “SPY” from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG") prices <- tq_get(x = symbol...

414 sym R (8852 sym/35 pcs) 2 img

Codealong13

01.12.2024

# Load packages # Core library(tidyverse) library(tidyquant) # time series library(timetk) Goal Simulate future portfolio returns five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG” market: “SPY” from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG") prices <- tq_get(x = ...

451 sym R (9134 sym/36 pcs) 2 img

Apply 12 DA

30.11.2024

Import your data data("mtcars") mtcars <- as_tibble(mtcars) skimr::skim(mtcars) Data summary Name mtcars Number of rows 32 Number of columns 11 _______________________ Column type frequency: numeric 11 ________________________ Group variables None Variable type: numeric skim_variable n_missing complete_rate mean sd p0 p25 p50 p75 p100 hi...

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Apply 12 DA

30.11.2024

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Document

27.11.2024

# Load packages # Core library(tidyverse) library(tidyquant) 1 Import stock prices # 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 sto...

502 sym R (3621 sym/18 pcs) 2 img

Document

27.11.2024

# Load packages # Core library(tidyverse) library(tidyquant) 1 Import stock prices # 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 sto...

502 sym R (3618 sym/18 pcs) 2 img