Publications by Daniel Lee

Apply 8

28.10.2024

# 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("JPM", "MS", "DNB.OL", "NDA-FI.HE") prices <- tq_get(x = symbols, ...

1152 sym R (4162 sym/16 pcs) 2 img

DAT3000: Apply 7

28.10.2024

# Load package library(tidyverse) ## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ── ## ✔ dplyr 1.1.4 ✔ readr 2.1.5 ## ✔ forcats 1.0.0 ✔ stringr 1.5.1 ## ✔ ggplot2 3.5.1 ✔ tibble 3.2.1 ## ✔ lubridate 1.9.3 ✔...

147 sym R (4400 sym/16 pcs)

CodeAlong8

28.10.2024

# 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...

424 sym R (3875 sym/18 pcs) 3 img

CodeAlong9

26.10.2024

# 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...

483 sym R (4909 sym/19 pcs) 3 img

Document

25.10.2024

# 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...

454 sym R (3816 sym/17 pcs) 3 img

Code Along 8 FA

24.10.2024

# 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 = symbols, ...

428 sym R (3837 sym/16 pcs) 3 img

Apply 8 FA

24.10.2024

# 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("NKE", "MSFT", "AAPL", "NFLX", "AMZN") prices <- tq_get(x = symbols, ...

1100 sym R (2831 sym/14 pcs) 1 img

Apply 8

24.10.2024

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4 sym 2 img

Apply 8

24.10.2024

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 ──────────────────────────�...

1229 sym

Apply Data 7

24.10.2024

# 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", ...

1017 sym R (2738 sym/14 pcs) 1 img