Publications by Daniel Lee
Document
# Load packages library(tidyverse) library(tidyquant) 1 Get stock prices and convert to returns Ra <- c("BAC", "LULU", "CLX") %>% tq_get(get = "stock.prices", from = "2022-01-01") %>% group_by(symbol) %>% tq_transmute(select = adjusted, mutate_fun = periodReturn, period = "month...
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Applications3
Economic Dashboard Market Indicators Economic Indicators What is your reading of the economy? After analyzing the charts in the years 2008 and 2009 there was a dip into a recession, when reading the City Composite Home Price Index we are able to view that there was a massive drop in sales for homes in this time period meaning at this point hom...
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Apply3
# load packages library(tidyverse) library(tidyquant) library(moments) 1 Get stock prices and convert to returns Ra <- c("AMZN", "TGT", "WMT") %>% tq_get(get = "stock.prices", from = "2022-01-01") %>% group_by(symbol) %>% tq_transmute(select = adjusted, mutate_fun = periodReturn, pe...
204 sym R (3100 sym/11 pcs)
CodeAlong4
# Load packages # Core library(tidyverse) ## ── Attaching packages ─────────────────────────────────────── tidyverse 1.3.2 ── ## ✔ ggplot2 3.3.6 ✔ purrr 0.3.4 ## ✔ tibble 3.1.8 ✔ dplyr 1.0.10 ## ✔ tidyr 1.2.0 ✔ stringr 1.4.1 ...
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Document
# Load packages # Core library(tidyverse) ## ── Attaching packages ─────────────────────────────────────── tidyverse 1.3.2 ── ## ✔ ggplot2 3.3.6 ✔ purrr 0.3.4 ## ✔ tibble 3.1.8 ✔ dplyr 1.0.10 ## ✔ tidyr 1.2.1 ✔ stringr 1.4.1 ...
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Best Practices 4
Chater Openning Questions A manager needs to monitor: The prices of major inputs and its outputs The facts about inflation Volatility: CPI < PPI Finished Goods < PPI Intermediate Goods < PPI Crude Materials Price Growth: CPI > PPI Finished Goods > PPI Intermediate Goods > PPI Crude Materials There are thousands of specific indexes to choose fro...
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Document
1 Import stock prices of your choice 2 Convert prices to returns by quarterly ## # A tibble: 60 × 3 ## asset date returns ## <chr> <date> <dbl> ## 1 AAPL 2012-03-30 0.377 ## 2 AAPL 2012-06-29 -0.0263 ## 3 AAPL 2012-09-28 0.137 ## 4 AAPL 2012-12-31 -0.221 ## 5 AAPL 2013-03-28 -0.178 ## 6 AAPL 2013-06-28 -0.103...
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Apply 4
1 Import stock prices of your choice 2 Convert prices to returns by quarterly ## # A tibble: 60 × 3 ## asset date returns ## <chr> <date> <dbl> ## 1 AMZN 2012-03-30 0.123 ## 2 AMZN 2012-06-29 0.120 ## 3 AMZN 2012-09-28 0.108 ## 4 AMZN 2012-12-31 -0.0137 ## 5 AMZN 2013-03-28 0.0604 ## 6 AMZN 2013-06-28 0.041...
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Real World Applications 4
Economic Dashboard Grappone outputPrice = Consumer Price Index for All Urban Consumers: New Vehicles in U.S. City Average inputPrice = Producer Price Index by Industry: New Car Dealers: New Vehicle Sales Bank of New Hampshire outputPrice = Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity inputPrice = Market Yield on U.S. ...
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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 = symbols, ...
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