Articles by Jonathan Regenstein

Quandl and Forecasting

March 17, 2017 | 0 Comments

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: Interactive Maps and ETF Analysis

March 8, 2017 | 0 Comments

by Jonathan Regenstein In this post, I’ll describe a Shiny app to support the Emerging Markets ETF Country Exposure analysis developed in a previous post I have done some additional work and updated the analysis to include five ETFs in the app, whereas we originally imported data on 1 ETF. ... [Read more...]

Reproducible Finance with R: ETF Country Exposure

February 8, 2017 | 0 Comments

by Jonathan Regenstein Today, we are going to tackle a project that has long been on my wish list: a Shiny app to take a fund or portfolio, analyze its exposure to different countries, and display those exposures on a world map. Now you know how exciting my wishlists are. ... [Read more...]

Reproducible Finance with R: Sector Correlations Shiny App

February 3, 2017 | 0 Comments

by Jonathan Regenstein In a previous post, we built an R Notebook that pulled in data on sector ETFs and allowed us to calculate the rolling correlation between a sector ETF and the S&P 500 ETF, whose ticker is SPY. Today, we’ll wrap that into a Shiny app that ... [Read more...]

Reproducible Finance with R: Sector Correlations

January 18, 2017 | 0 Comments

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 Shiny ETF Map

December 16, 2016 | 0 Comments

by Jonathan Regenstein In a previous post, we built an R Notebook that laid the groundwork for a Shiny app that allows users to graph country ETFs by clicking on a world map. In today’s Fun Friday post, we’ll charge forth to build that app, again using a ... [Read more...]

Reproducible Finance with R: Pulling and Displaying ETF Data

December 14, 2016 | 0 Comments

by Jonathan Regenstein It’s the holiday season, and that can mean only one thing: time to build a leaflet map as an interface to country Exchange Traded Fund (ETF) data! In previous posts, we examined how to import stock data and then calculate and display the Sharpe Ratio of ... [Read more...]

Reproducible Finance with R: A Sharpe Ratio Shiny App

November 18, 2016 | 0 Comments

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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