Publications by Daniel Lee
Apply 8
1. Import your data Import two related datasets from TidyTuesday Project. survivalists <- readr::read_csv('https://raw.githubusercontent.com/rfordatascience/tidytuesday/master/data/2023/2023-01-24/survivalists.csv') ## Rows: 94 Columns: 16 ## ── Column specification ──────────────────────────�...
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Apply Data 7
# 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("MCD", "ISRG", "KHC", "FIS", "GOOG") prices <- tq_get(x = symbols, get = "stock.prices", ...
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Apply Data 8
# Load packages # Core library(tidyverse) library(tidyquant) five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG” from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("MCD", "ISRG", "KHC", "FIS", "GOOG") prices <- tq_get(x = symbols, get = "stock.prices", from = "2012-12-3...
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Applyit8
# 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("VOO", "GME", "XOM", "ABT", "NVDA") prices <- tq_get(x = symbols, ...
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Code Along 8
# Load packages # Core library(tidyverse) library(tidyquant) 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, get = "stock.prices", from = "2012-12-31"...
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CodeAlong7
# 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= symbo...
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Apply 7
# 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("JPM", "MS", "DNB.OL", "NDA-FI.HE") prices <- tq_get(x = symbols, get = "stock.prices", fr...
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Document
# 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 = symb...
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Apply 8
# 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 symbol <- c("SPY", "EFA", "IJS", "EEM", "AGG") prices <- tq_get(x = symbol, get...
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CodeAlong8
# 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...
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