Articles by Jonathan Regenstein

Quandl and Forecasting

March 17, 2017 | Jonathan Regenstein

A Reproducible Finance with R Post by Jonathan Regenstein Welcome to another installment of Reproducible Finance with R. Today we are going to shift focus in recognition of the fact that there’s more to Finance than stock prices, and there’s more to data download than quantmod/getSymbols. In ... [Read more...]

Reproducible Finance with R: Sector Correlations

January 18, 2017 | Jonathan Regenstein

by Jonathan Regenstein Welcome to the first installation of reproducible finance for 2017. It’s a new year, a new President takes office soon, and we could be entering a new political-economic environment. What better time to think about a popular topic over the last few years: equity correlations. Elevated correlations ... [Read more...]

Reproducible Finance with R: A Sharpe Ratio Shiny App

November 18, 2016 | Jonathan Regenstein

by Jonathan Regenstein In this previous post, we used an R Notebook to grab the monthly return data on three stocks, build a portfolio, visualize portfolio performance, and calculate the Sharpe Ratio. The Notebook format emphasized reproducibility and reuse by other R coders. Today, we’ll convert that Notebook into ... [Read more...]

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