Publications by Daniel Lee
CodeAlong11
# Load packages # Core library(tidyverse) library(lubridate) library(nycflights13) Introduction Functions When should you write a function? # For reproducible work set.seed(1234) # Create a data frame df <- tibble::tibble( a = rnorm(10), b = rnorm(10), c = rnorm(10), d = rnorm(10) ) # Re-scale each column df$a <-...
303 sym R (2738 sym/27 pcs)
Apply10DA
Import your data nhl_rosters <- readr::read_csv('https://raw.githubusercontent.com/rfordatascience/tidytuesday/master/data/2024/2024-01-09/nhl_rosters.csv') ## Rows: 54883 Columns: 18 ## ── Column specification ─────────────────────────────────────────────...
291 sym 2 img
Code Along 11
# Load packages # Core library(tidyverse) library(tidyquant) Functions When should you write a function # For reproducible work set.seed(1234) # Creat a data frame df <- tibble::tibble( a = rnorm(10), b = rnorm(10), c = rnorm(10), d = rnorm(10) ) # Rescale each column df$a <- (df$a - min(df$a, na.rm = TRUE)) / (max(df$a, na.rm = TRUE)...
161 sym R (2497 sym/25 pcs)
Code Along 11 FA
Ch19 Functions Introduction When should you write a function? # For reproducible work set.seed(1234) # Creat a data frame df <- tibble::tibble( a = rnorm(10), b = rnorm(10), c = rnorm(10), d = rnorm(10) ) # Rescale each column df$a <- (df$a - min(df$a, na.rm = TRUE)) / (max(df$a, na.rm = TRUE) - min(df$a, na.rm = TRUE)) df$b <- (df$b...
291 sym
Code along 11 DA
Ch19 Functions Introduction When should you write a function? # For reproducible work set.seed(1234) # Creat a data frame df <- tibble::tibble( a = rnorm(10), b = rnorm(10), c = rnorm(10), d = rnorm(10) ) # Rescale each column df$a <- (df$a - min(df$a, na.rm = TRUE)) / (max(df$a, na.rm = TRUE) - min(df$a, na.rm = TRUE)) df$b <- (df$b...
291 sym
Document
# 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...
483 sym R (4909 sym/19 pcs) 3 img
CodeAlong10
# Load packages # Core library(tidyverse) library(tidyquant) Goal Visualize and examine changes in the underlying trend in the performance of your portfolio in terms of Sharpe Ratio. Choose your stocks. from 2012-12-31 to present 1 Import stock prices symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG") prices <- tq_get(x= symbols, ...
357 sym R (3546 sym/17 pcs) 2 img
Apply 10
# Load packages # Core library(tidyverse) library(tidyquant) Goal Calculate and visualize your portfolio’s beta. Choose your stocks and the baseline market. from 2012-12-31 to present 1 Import stock prices symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG") prices <- tq_get(x= symbols, get ="stock.prices", ...
1354 sym R (3514 sym/17 pcs) 2 img
Apply 9
Set up library(tidyverse) library(tidyquant) library(broom) library(umap) library(plotly) library(readr) Data # Get info on companies listed in S&P500 sp500_index_tbl <- tq_index("SP500") # Get individual stocks from S&P500 sp500_symbols <- sp500_index_tbl %>% distinct(symbol) %>% pull() # Get stock prices of the companies sp500_prices_tbl...
1911 sym R (8541 sym/24 pcs) 4 img
Apply 10 FA
# Load packages # Core library(tidyverse) library(tidyquant) Goal Calculate and visualize your portfolio’s beta. Choose your stocks and the baseline market. from 2012-12-31 to present 1 Import stock prices symbols <- c("JPM", "NVDA", "LLY", "AMZN") prices <- tq_get(x = symbols, get = "stock.prices", f...
1388 sym R (2963 sym/16 pcs) 1 img