Publications by jr1400
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# 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("TSLA", "DELL") prices <- tq_get(x = symbols, get = "stock.prices", from = "2012-12-31", ...
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# Load packages # Core library(tidyverse) library(tidyquant) Goal Collect individual returns into a portfolio by assigning a weight to each stock two stocks: “TSLA”, “DELL” from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("TSLA", "DELL") prices <- tq_get(x = symbols, get = "stock.prices", ...
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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: “TSLA”, “DELL”, “AAPL”, “SOXL”, “SMCI” from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("TSLA", "DELL", "AAPL", "SOXL", "SMCI") prices <- tq_get(x = sy...
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# 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("TSLA", "DELL") prices <- tq_get(x = symbols, get = "stock.prices", from = "2012-...
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# 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("TSLA", "NKE") prices <- tq_get(x = symbols, get = "stock.prices", from = "2012-1...
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# Load packages # Core library(tidyverse) library(tidyquant) Goal Collect individual returns into a portfolio by assigning a weight to each stock five stocks: “TSLA”, “DELL”, “AAPL”, “SOXL”, “SMCI” from 2012-12-31 to 2017-12-31 1 Import stock prices symbols <- c("TSLA", "DELL", "AAPL", "SOXL", "SMCI") prices <- tq_get(x = sy...
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# 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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# Load packages # Core library(tidyverse) ## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ── ## ✔ dplyr 1.1.4 ✔ readr 2.1.5 ## ✔ forcats 1.0.0 ✔ stringr 1.5.1 ## ✔ ggplot2 3.5.1 ✔ tibble 3.2.1 ## ✔ lubridate 1.9.3 ...
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# Load packages # Core library(tidyverse) ## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ── ## ✔ dplyr 1.1.4 ✔ readr 2.1.5 ## ✔ forcats 1.0.0 ✔ stringr 1.5.1 ## ✔ ggplot2 3.5.1 ✔ tibble 3.2.1 ## ✔ lubridate 1.9.3 ...
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Apply4(Final)
# Load packages library(tidyverse) library(tidyquant) 1 Import stock prices of your choice # Choose stocks symbols <- c("TSLA", "DELL", "AAPL", "SOXL", "SMCI") prices <- tq_get(x = symbols, get = "stock.prices", from = "2012-01-01", to = "2016-01-01") 2 Convert prices to returns by quarte...
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