Free Reproducible Finance with R

Reproducible Finance with R
By:Jonathan K. Regenstein, Jr.
Published on 2018-09-24 by CRC Press

Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis is a unique introduction to data science for investment management that explores the three major R/finance coding paradigms, emphasizes data visualization, and explains how to build a cohesive suite of functioning Shiny applications. The full source code, asset price data and live Shiny applications are available at The ideal reader works in finance or wants to work in finance and has a desire to learn R code and Shiny through simple, yet practical real-world examples. The book begins with the first step in data science: importing and wrangling data, which in the investment context means importing asset prices, converting to returns, and constructing a portfolio. The next section covers risk and tackles descriptive statistics such as standard deviation, skewness, kurtosis, and their rolling histories. The third section focuses on portfolio theory, analyzing the Sharpe Ratio, CAPM, and Fama French models. The book concludes with applications for finding individual asset contribution to risk and for running Monte Carlo simulations. For each of these tasks, the three major coding paradigms are explored and the work is wrapped into interactive Shiny dashboards. ? ?

This Book was ranked at 5 by Google Books for keyword finance.

Book ID of Reproducible Finance with R's Books is M2FwDwAAQBAJ, Book which was written byJonathan K. Regenstein, Jr.have ETAG "HbNi+o4Q840"

Book which was published by CRC Press since 2018-09-24 have ISBNs, ISBN 13 Code is 9781351052603 and ISBN 10 Code is 1351052608

Book which have "230 Pages" is Printed at BOOK under CategoryMathematics

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