Blog Archives

R script for the Seeking Alpha article

April 27, 2017
By

library(quantmod)library(PerformanceAnalytics)library(tseries)# initial valuestockRatio

Read more »

An R Script to Calculate and Plot Alpha

March 15, 2017
By
An R Script to Calculate and Plot Alpha

Alpha is the essence of trading. Getting risk-adjusted returns above the market is a zero sum game and what leads to value. Here's an R script to calculate and plot the alpha of an asset. Any asset that is available for download in Yahoo is OK. It also outputs some related statistics.For example, supposing we wanted to analyze the...

Read more »

Search R-bloggers

Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)