The intended audience is leaders at financial institutions who want to build data science practices, analysts at financial institutions who want to work on data science teams, students/aspiring professionals who want work in finance and anyone who has foreseen that Excel skills are not enough to be competitive in finance.
The intended audience is leaders at financial institutions who want to build data science practices, analysts at financial institutions who want to work on data science teams, students/aspiring professionals who want work in finance and anyone who has foreseen that Excel skills are not enough to be competitive in finance.
Jonathan K. Regenstein, Jr. is the Director of Financial Services at RStudio. He studied international relations at Harvard and law at NYU, worked at JP Morgan, and did graduate work in political economy at Emory.
Inhaltsangabe
Chapter 1 Introduction Returns Chapter 2 Asset Prices to Returns Converting Daily Prices to Monthly Returns in the xts world Converting Daily Prices to Monthly Returns in the tidyverse Converting Daily Prices to Monthly Returns in the tidyquant world Converting Daily Prices to Monthly Returns with tibbletime Visualizing Asset Returns in the xts world Visualizing Asset Returns in the tidyverse Chapter 3 Building a Portfolio Portfolio Returns in the xts world Portfolio Returns in the tidyverse Portfolio Returns in the tidyquant world Visualizing Portfolio Returns in the xts world Visualizing Portfolio Returns in the tidyverse Shiny App Portfolio Returns Concluding Returns Risk Chapter 4 Standard Deviation Standard Deviation in the xts world Standard Devation in the tidyverse Standard Deviation in the tidyquant world Visualizing Standard Deviation Rolling Standard Deviation Rolling Standard Deviation in the xts world Rolling Standard Deviation in the tidyverse Rolling Standard Devation with the tidyverse and tibbletime Rolling Standard Deviation in the tidyquant world Visualizing Rolling Standard Deviation in the xts world Visualizing Rolling Standard Deviation in the tidyverse Shiny App Standard Deviation Chapter 5 Skewness Skewness in the xts world Skewness in the tidyverse Visualizing Skewness Rolling Skewness in the xts world Rolling Skewness in the tidyverse with tibbletime Rolling Skewness in the tidyquant world Visualizing Rolling Skewness Chapter 6 Kurtosis Kurtosis in the xts world Kurtosis in the tidyverse Visualizing Kurtosis Rolling Kurtosis in the xts world Rolling Kurtosis in the tidyverse with tibbletime Rolling Kurtosis in the tidyquant world Visualizing Rolling Kurtosis Shiny App Skewness and Kurtosis Concluding Risk Portfolio Theory Chapter 7 Sharpe Ratio Sharpe Ratio in the xts world Sharpe Ratio in the tidyverse Shape Ratio in the tidyquant world Visualizing Sharpe Ratio Rolling Sharpe Ratio in the xts World Rolling Sharpe Ratio with the tidyverse and tibbletime Rolling Sharpe Ratio with tidyquant Visualizing the Rolling Sharpe Ratio Shiny App Sharpe Ratio Chapter 8 CAPM CAPM and Market Returns Calculating CAPM Beta Calculating CAPM Beta in the xts world Contents v Calculating CAPM Beta in the tidyverse Calculating CAPM Beta in the tidyquant world Visualizing CAPM with ggplot Augmenting Our Data Visualizing CAPM with highcharter Shiny App CAPM Chapter 9 Fama French Importing and Wrangling Fama French Visualizing Fama French with ggplot Rolling Fama French with the tidyverse and tibbletime Visualizing Rolling Fama French Shiny App Fama French Concluding Portfolio Theory Practice and Applications Chapter 10 Component Contribution to Standard Deviation Component Contribution Step-by-Step Component Contribution with a Custom Function Visualizing Component Contribution Rolling Component Contribution to Volatility Visualizing Rolling Component Contribution to Volatility Shiny App Component Contribution Chapter 11 Monte Carlo Simulation Simulating Growth of a Dollar Several Simulation Functions Running Multiple Simulations Visualizing Simulation Results Visualizing with highcharter Shiny App Monte Carlo Concluding Practice Applications
Chapter 1 Introduction Returns Chapter 2 Asset Prices to Returns Converting Daily Prices to Monthly Returns in the xts world Converting Daily Prices to Monthly Returns in the tidyverse Converting Daily Prices to Monthly Returns in the tidyquant world Converting Daily Prices to Monthly Returns with tibbletime Visualizing Asset Returns in the xts world Visualizing Asset Returns in the tidyverse Chapter 3 Building a Portfolio Portfolio Returns in the xts world Portfolio Returns in the tidyverse Portfolio Returns in the tidyquant world Visualizing Portfolio Returns in the xts world Visualizing Portfolio Returns in the tidyverse Shiny App Portfolio Returns Concluding Returns Risk Chapter 4 Standard Deviation Standard Deviation in the xts world Standard Devation in the tidyverse Standard Deviation in the tidyquant world Visualizing Standard Deviation Rolling Standard Deviation Rolling Standard Deviation in the xts world Rolling Standard Deviation in the tidyverse Rolling Standard Devation with the tidyverse and tibbletime Rolling Standard Deviation in the tidyquant world Visualizing Rolling Standard Deviation in the xts world Visualizing Rolling Standard Deviation in the tidyverse Shiny App Standard Deviation Chapter 5 Skewness Skewness in the xts world Skewness in the tidyverse Visualizing Skewness Rolling Skewness in the xts world Rolling Skewness in the tidyverse with tibbletime Rolling Skewness in the tidyquant world Visualizing Rolling Skewness Chapter 6 Kurtosis Kurtosis in the xts world Kurtosis in the tidyverse Visualizing Kurtosis Rolling Kurtosis in the xts world Rolling Kurtosis in the tidyverse with tibbletime Rolling Kurtosis in the tidyquant world Visualizing Rolling Kurtosis Shiny App Skewness and Kurtosis Concluding Risk Portfolio Theory Chapter 7 Sharpe Ratio Sharpe Ratio in the xts world Sharpe Ratio in the tidyverse Shape Ratio in the tidyquant world Visualizing Sharpe Ratio Rolling Sharpe Ratio in the xts World Rolling Sharpe Ratio with the tidyverse and tibbletime Rolling Sharpe Ratio with tidyquant Visualizing the Rolling Sharpe Ratio Shiny App Sharpe Ratio Chapter 8 CAPM CAPM and Market Returns Calculating CAPM Beta Calculating CAPM Beta in the xts world Contents v Calculating CAPM Beta in the tidyverse Calculating CAPM Beta in the tidyquant world Visualizing CAPM with ggplot Augmenting Our Data Visualizing CAPM with highcharter Shiny App CAPM Chapter 9 Fama French Importing and Wrangling Fama French Visualizing Fama French with ggplot Rolling Fama French with the tidyverse and tibbletime Visualizing Rolling Fama French Shiny App Fama French Concluding Portfolio Theory Practice and Applications Chapter 10 Component Contribution to Standard Deviation Component Contribution Step-by-Step Component Contribution with a Custom Function Visualizing Component Contribution Rolling Component Contribution to Volatility Visualizing Rolling Component Contribution to Volatility Shiny App Component Contribution Chapter 11 Monte Carlo Simulation Simulating Growth of a Dollar Several Simulation Functions Running Multiple Simulations Visualizing Simulation Results Visualizing with highcharter Shiny App Monte Carlo Concluding Practice Applications
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