Publications by Jack Tortolani
Code Along 9
# 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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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 symbols <- c("XOM", "QQQ", "SPY", "TSLA","CGC") prices <- tq_get(x = symbols, ...
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Code Along 8
# 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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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("XOM", "QQQ", "SPY", "TSLA","CGC") prices <- tq_get(x = symbols, get = "stock.prices", fro...
989 sym R (4344 sym/20 pcs) 3 img
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...
440 sym R (4341 sym/20 pcs) 3 img
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("XOM", "QQQ", "SPY", "TSLA","CGC") prices <- tq_get(x = symbols, ...
1445 sym R (3457 sym/18 pcs) 1 img
CodeAlong5
# 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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Apply 5
# Load packages # Core library(tidyverse) library(tidyquant) Goal Collect individual returns into a portfolio by assigning a weight to each stock Choose your stocks. from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("XOM", "QQQ", "SPY", "TSLA","CGC") prices <- tq_get(x = symbols, get = "stock.prices", ...
524 sym R (2398 sym/12 pcs) 1 img
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...
335 sym R (2469 sym/15 pcs)
Apply it to your data 3
# Load packages library(tidyverse) library(tidyquant) 1 Import stock prices of your choice symbols <- c("XOM", "QQQ", "SPY", "TSLA","CGC") prices <- tq_get(x = symbols, get = "stock.prices", from = "2018-10-15", to = "2024-8-31") 2 Convert prices to returns by quarterly # Calculate quarte...
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