Publications by Sumaj Billin

Apply8

24.10.2024

# 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("AAPL", "MSFT", "GOOG") prices <- tq_get(x = symbols, get = ...

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Code Along 8

22.10.2024

# Load packages # Core library(tidyverse) library(tidyquant) Goal Measure portfolio risk using kurtosis. It describes the fatness of the tails in probability distributions. In other words, it measures whether a distribution has more or less returns in its tails than the normal distribution. It matters to investors because a distribution wit...

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Apply7

17.10.2024

# 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...

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Code Along 7

15.10.2024

# 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...

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Apply6

09.10.2024

# 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("AAPL", "MSFT", "GOOG") prices <- tq_get(x = symbols, ge...

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Code Along 6

07.10.2024

# 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...

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Code Along 5

30.09.2024

# 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 # Choose stocks symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG") # Using tq...

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Apply4

25.09.2024

1 Import stock prices of your choice 2 Convert prices to returns by quarterly 3 Make plot 4 Interpret the plot From these histograms we can see the frequency and range of quarterly distributions. MSFT has the most condensed data with the majority of its values falling between -%15 and 15%. GOOG is similar with its distribution, but has 6 qua...

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Code Along 4

20.09.2024

# 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...

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Apply3

17.09.2024

# Load packages 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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