465 search results for "quantmod"

Native support for candlestick charts in Plotly and R

March 11, 2017
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Plotly.js now supports candlestick charts as a chart-type and in this post we’ll highlight how to use this feature in R. We’ll use the quantmod package to retrieve data as well as generate some technical trading signals. Don’t forget to install the latest version of plotly from github: Syntax The syntax is straightforward:

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Forecasting Stock Returns using ARIMA model

March 9, 2017
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Forecasting Stock Returns using ARIMA model

By Milind Paradkar “Prediction is very difficult, especially about the future”. Many of you must have come across this famous quote by Neils Bohr, a Danish physicist. Prediction is the theme of this blog post. In this post, we will cover the popular ARIMA forecasting model to predict returns on a stock and demonstrate a step-by-step process of... The post Forecasting...

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tidyquant 0.4.0: PerformanceAnalytics, Improved Documentation, ggplot2 Themes and More

tidyquant 0.4.0: PerformanceAnalytics, Improved Documentation, ggplot2 Themes and More

I’m excited to announce the release of tidyquant version 0.4.0!!! The release is yet again sizable. It includes integration with the PerformanceAnalytics package, which now enables full financial analyses to be performed without ever leaving the “t...

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Recreating RView’s ”Reproducible Finance With R: Sector Correlations”

Recreating RView’s ”Reproducible Finance With R: Sector Correlations”

The folks at RStudio have a segment on their RViews blog, “Reproducible Finance with R”, one that we at Business Science are very fond of! In the spirit of reproducibility, we thought that it would be appropriate to recreate the RViews post, “Rep...

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tidyquant 0.3.0: ggplot2 Enhancements, Real-Time Data, and More

tidyquant 0.3.0: ggplot2 Enhancements, Real-Time Data, and More

tidyquant, version 0.3.0, is a pretty sizable release that includes a little bit for everyone, including new financial charting and moving average geoms for use with ggplot2, a new tq_get get option called "key.stats" for retrieving real-time stock inf...

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Speed Up Your Code Part 2: Parallel Processing Financial Data with multidplyr + tidyquant

Speed Up Your Code Part 2: Parallel Processing Financial Data with multidplyr + tidyquant

Since my initial post on parallel processing with multidplyr, there have been some recent changes in the tidy eco-system: namely the package tidyquant, which brings financial analysis to the tidyverse. The tidyquant package drastically increase the amo...

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December 2016 Package Picks

January 11, 2017
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by Joseph Rickert Last month, 217 new packages were submitted to CRAN. By my count this was the highest monthly value recorded for the past nine years. Below, are brief descriptions of fifty-two of these new-for-December packages grouped into six categories: Data, Data Science, Financial Analysis, Statistics, Utilities and Visualizations. The Financial Analysis category is

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tidyquant 0.2.0: Added Functionality for Financial Engineers and Business Analysts

January 7, 2017
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tidyquant 0.2.0: Added Functionality for Financial Engineers and Business Analysts

tidyquant, version 0.2.0, is now available on CRAN. If your not already familiar, tidyquant integrates the best quantitative resources for collecting and analyzing quantitative data, xts, zoo, quantmod and TTR, with the tidy data infrastructure of the ...

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How to download and organize financial data from yahoo finance for several tickers

January 2, 2017
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How to download and organize financial data from yahoo finance for several tickers

Using package BatchGetSymbols - One of the great things of working in finance is that financial datasets are freely available from sources such as Google and Yahoo Finance. This is an excelent feature for building up to date conte...

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tidyquant: Bringing Quantitative Financial Analysis to the tidyverse

December 31, 2016
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tidyquant: Bringing Quantitative Financial Analysis to the tidyverse

My new package, tidyquant, is now available on CRAN. tidyquant integrates the best quantitative resources for collecting and analyzing quantitative data, xts, quantmod and TTR, with the tidy data infrastructure of the tidyverse allowing for seamless in...

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