Publications by Daniel Lee
Apply 9
# 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("WMT", "TGT", "AMZN") prices <- tq_get(x = symbols, get = ...
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Real World Applications 8
None of our client companies operate in a foreign country. They don’t sell into a foreign market. Nor do they manufacture in a foreign market. So we will use a hypothetical manufacturing company, Daewoo, for the assignment. Daewoo is an American automobile manufacturing company that makes cars in the U.S. and sells in the U.K. market. Assume th...
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# 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("NFLX", "AMZN", "GOOG") prices <- tq_get(x = symbols, get = "sto...
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Week 11: Code Along 10
# 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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Week 11: Best Practices 10
Chapter Opening Questions A business manager in a capital-intensive industry needs to monitor its own industry cycles because they routinely experience cycles of price wars, over-capacity and over-investments. Summary Why capital-intensive industries are different Capital-intensive industries are different because they are more susceptible to e...
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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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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("WMT", "TGT", "AMZN") prices <- tq_get(x = symbols, get = "stock.prices", from = "201...
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Applications 10
Assume Daewoo, a hypothetical oil extraction company, has the following cost structure. It spends: • $40/barrel on labor costs, raw materials, energy, and • $35/barrel on interest, depreciation, insurance, and administrative staff expense. Read the textbook carefully, and answer the following questions. A recession hits, the market price of ...
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Real World Applications 9
Economic Dashboard Location Quotient https://www.analyticsforeconomics.com/ Your interpretation Examine the chart above and answer the following questions in at least 200 words. What is the status of New Hampshire’s economy now? Is it in a recession? Is a recession around the corner? How similar is New Hampshire’s economy to its U.S. count...
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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 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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