Publications by Tucker Moore

CodeAlong10

04.07.2024

# Load packages # Core library(tidyverse) library(tidyquant) library(scales) library(ggrepel) library(scales) 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", ...

488 sym R (4095 sym/18 pcs) 2 img

Apply2fin

04.07.2024

Import stock prices stocks <- tq_get(c("MCD", "META"), get = "stock.prices", from = "2016-01-01", to = "2018-01-01") stocks ## # A tibble: 1,006 × 8 ## symbol date open high low close volume adjusted ## <chr> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> ## 1 MCD ...

200 sym Python (5166 sym/15 pcs) 1 img

CodeAlong9

03.07.2024

# Load packages # Core library(tidyverse) library(tidyquant) library(ggrepel) 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 <- ...

446 sym R (5488 sym/19 pcs) 4 img

CodeAlong8

03.07.2024

# Load packages # Core library(tidyverse) library(tidyquant) library(ggrepel) 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 <- ...

430 sym R (3666 sym/16 pcs) 3 img

CodeAlong11

03.07.2024

# Load packages # Core library(tidyverse) ## Warning: package 'tidyverse' was built under R version 4.3.3 ## Warning: package 'forcats' was built under R version 4.3.3 ## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ── ## ✔ dplyr 1.1.4 ✔ readr ...

293 sym R (3132 sym/34 pcs)

CodeAlong12

03.07.2024

# Load packages # Core library(tidyverse) library(tidyquant) library(readr) # Time series library(lubridate) library(tibbletime) # modeling library(broom) 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”, �...

692 sym R (15756 sym/23 pcs) 2 img

CodeAlong13

03.07.2024

# Load packages # Core library(tidyverse) library(tidyquant) # time series library(timetk) 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 symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG") prices <- tq_get(x = ...

453 sym R (9435 sym/38 pcs) 2 img

CodeAlong7full

27.06.2024

# Load packages # Core library(tidyverse) library(tidyquant) library(ggrepel) 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 <- ...

420 sym R (4401 sym/18 pcs) 3 img

CodeAlong7

27.06.2024

...

4 sym 2 img

CodeAlong5

20.06.2024

# 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 asset_returns_tbl <- symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG") prices ...

342 sym R (2869 sym/16 pcs) 3 img