Publications by Daniel Lee
Document
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 2 Convert prices to returns 3 Assign a weight to each asset ## [1] "AGG" "EEM" "EFA" "IJS" "SPY" ## [1] 0.25 0.25 0.20 0.20 0.10 ## # A tibbl...
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Best Practices 6
Chater Openning Questions A manager needs to develop an early warning system that includes: The manager would need to include a macroeconomic warning signal, a customer sales forecest, critical costs, and end-users information. These must all be items that are used consistently. Summary Managing through the Business Cycle Steps Description mac...
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Code Along 6
# 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...
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Document
Goal Visualize expected returns and risk to make it easier to compare the performance of multiple assets and portfolios. Choose your stocks. from 2012-12-31 to 2017-12-31 1 Import stock prices 2 Convert prices to returns (monthly) 3 Assign a weight to each asset (change the weigting scheme) ## [1] "AMZN" "GOOG" "NFLX" ## [1] 0.4 0.3 0.3 ## # A...
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Apply 6
# Load packages # Core library(tidyverse) library(tidyquant) Goal Visualize expected returns and risk to make it easier to compare the performance of multiple assets and portfolios. Choose your stocks. from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("TGT", "WMT", "AMZN") prices <- tq_get(x = symbols, get ...
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Applications 6
Survey of Professional Forecasters The author writes on page 31: "At the beginning of 2001, the economy was not in recession. The fourth quarter of 2000 data had not been released but would, in time, show that the economy had grown by 2.2 percent in twelve months. Forecasters were nervous, however. The consensus forecast published by the Federal ...
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Code Along 7
# 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...
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Document
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 2 Convert prices to returns 3 Assign a weight to each asset ## [1] "AGG" "EEM" "EFA" "IJS" "SPY" ## [1] 0.25 0.25 0.20 0.20 0.10 ## # A tibbl...
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Best Practices 7
Chater Openning Questions A manager needs to: Be prepared for a potential downturn with-in the economy. Summary Table of possible options in a contiengency plan Expecting a downturn During moderate downturns During severe recessions capital spending reevaluate cut entirely or almost entirely not only cut entirely, but consider selling assets ...
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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 2 Convert prices to returns (monthly) 3 Assign a weight to each asset (change the weigting scheme) ## [1] "AMZN" "GOOG" "NFLX" ## [1] 0.4 0.3 0.3 ## # A tibble: 3 × 2 ## symbols weights ## <chr> ...
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