Publications by Jackson Curtis
Code Along 13
Goal Simulate future portfolio returns five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG” market: “SPY” 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 tibble: 5 × 2 ## symbols weights...
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Code Along 12
Goal Examine how each asset contributes to portfolio standard deviation. This is to ensure that our risk is not concentrated in any one asset. 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 Component Contribution Step-by-Step Refresh your memory...
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Code Along 11
Ch19 Functions Introduction When should you write a function? ## # A tibble: 10 × 4 ## a b c d ## <dbl> <dbl> <dbl> <dbl> ## 1 0.332 0.153 0.782 1 ## 2 0.765 0 0.473 0.519 ## 3 1 0.0651 0.498 0.448 ## 4 0 0.311 0.943 0.511 ## 5 0.809 0.573 0.373 0.168 ## 6 0.831 0.260 0 0.308 ## 7 0.516 0.1...
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Import your data data(flights) flights %>% skimr::skim() Data summary Name Piped data Number of rows 336776 Number of columns 19 _______________________ Column type frequency: character 4 numeric 14 POSIXct 1 ________________________ Group variables None Variable type: character skim_variable n_missing complete_rate min max empty n_un...
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Code Along 10
Goal Measure the portfolio’s beta coefficient, which can be thought of as the portfolio’s sensitivity to the market or its riskiness relative to the market. five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG” market: “SPY” from 2012-12-31 to 2017-12-31 1 Import stock prices 2 Convert prices to returns 3 Assign a weight to ...
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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 2 Convert prices to returns 3 Assign a weight to each asset ## [1] "AMZN" "TM" "TSLA" ## [1] 0.50 0.25 0.25 ## # A tibble: 3 × 2 ## symbols weights ## ...
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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 3 Assign a weight to each asset ## [1] "AMZN" "TM" "TSLA" ## [1] 0.50 0.25 0.25 ## # A tibble: 3 × 2 ## symbols weights ## <chr> <dbl> ## 1 AMZN 0.5 ## 2 ...
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Code Along 9
Goal 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 tibble: 5 × 2 ## symbols weights ## <chr> <dbl> ## 1 AGG 0.25 ## 2 EEM ...
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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 3 Assign a weight to each asset ## [1] "AMZN" "TM" "TSLA" ## [1] 0.50 0.25 0.25 ## # A tibble: 3 × 2 ## symbols weights ## <chr> <dbl> ## 1 AMZN 0.5 ## 2 TM ...
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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 2 Convert prices to returns 3 Assign a weight to each asset ## [1] "AMZN" "TM" "TSLA" ## [1] 0.50 0.25 0.25 ## # A tibble: 3 × 2 ## symbols weights ## ...
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