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The Data Hall
Pakistan
Registrace 13. 06. 2019
Numbers are hard to interpret specially if they are not presented well.
Portfolio Sorting in R | Univariate portfolio sorting
There are different methods of portfolio sorting such as univariate portfolio soring, bivariate portfolio sorting, bivariate independent, and bivariate dependent portfolio sorting. In this video we only discuss how to perform univariate portfolio sorting in R. We construct the SMB and HML factor. There are three different methods that are discussed in this video i.e. dividing stocks on the basis of median, using xtile function and quantile function.
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Download sample and code:
payhip.com/b/Xqbyg
Website: thedatahall.com
As an Amazon Associate, I earn from qualifying purchases.
zhlédnutí: 125
Video
Fama Macbeth Regression in R
zhlédnutí 254Před 3 měsíci
In this video we explain how to perform fama and macbeth regression in R. There are three steps involved in fama macbeth regression. Firstly, we perform Time Series Regression (N Time series Regression), then we Perform Cross-sectional Regression (T cross-sectional regression) and lastly we take the time series average of these coefficients. Download the code and sample data: payhip.com/b/uqxcH...
How to Perform Rolling Regression in R
zhlédnutí 191Před 3 měsíci
In this video we discuss how to estimate beta using rolling regression I..e to perform rolling regression in R. We have used two packages i.e. the broom package and the slider package. The broom package have a function called rollapply and the slider package have different functions but the one we used is slider_period. Download do and exercise file: payhip.com/b/xD4ck Website: thedatahall.com ...
Calculate Weekly, Monthly, Yearly Stock Beta in R
zhlédnutí 52Před 3 měsíci
In this video we discuss how to calculate stock return, excess stock return, excess market return and estimate beta using CAPM model. We discuss how to calculate weekly, monthly or yearly stock beta in R. In next video we will discuss how to calculate rolling beta in R. Download sample data and code: payhip.com/b/YTWuQ Website: thedatahall.com As an Amazon Associate, I earn from qualifying purc...
Calculate Portfolio Return in R
zhlédnutí 60Před 3 měsíci
In our previous video we discussed how to download stock prices data using qountmod package and then we calculated weekly, monthly, yearly stock return using xts, tidyverse and tidyquant package. In this video we are going to discuss how to calculate portfolio return using xts package, tidyverse package and tidyquant package. Download code and sample data payhip.com/b/3HeVD 00:00 Load the data ...
Calculate Daily, Weekly, Monthly Stock Return in R
zhlédnutí 171Před 4 měsíci
To perform an analysis on stock return, we first need to calculate it. In this video we are going to calculate daily, weekly, and monthly stock returns in R. We use quantmod package to download the stock prices and then calculate stock return using xts, tidyverse and tidyquant package. Download sample file and data payhip.com/b/43jDM 00:00 Download data from yahoo 4:12 Load stock prices from cs...
Download Cryptocurrency Data from Cryptocompare Using API
zhlédnutí 84Před 4 měsíci
You can download cryptocurrency blockchain data or historical cryptocurrency data from cryptocompare.com using an API key. We can also download data from intotheblock.com, coinmarketcap.com, coinbase.com. Download the code: payhip.com/b/R48nO Website: thedatahall.com As an Amazon Associate, I earn from qualifying purchases.
Download Financial Data in R
zhlédnutí 56Před 4 měsíci
To work with financial data we first need to download it. There is a package called quantmod that can be used to download financial data in R. Download the code: payhip.com/b/Ap7h4 Website: thedatahall.com As an Amazon Associate, I earn from qualifying purchases.
Systematic and Unsystematic risk (idiosyncratic risk) in Stata
zhlédnutí 125Před 4 měsíci
In this video, we discuss how to estimate systematic and unsystematic risk i.e. idiosyncratic risk in Stata. Facebook : thedatahall/ Download exercise files: payhip.com/b/dZGmA How to Estimate Beta Using DCAPM (Downside CAPM) in Stata czcams.com/video/GMblJumx2YU/video.html Estimate Rolling Beta in Stata | Rolling Vs Asreg command czcams.com/video/YdpVfrrGyjs/video.html How to esti...
Fama and French Five Factor Model in Stata
zhlédnutí 286Před 4 měsíci
In this video, we discuss how to perform fama and french five-factor model in Stata. We have demonstrated/designed the code using CRSP and Compustat database. However, you can modify the code for other markets. This do file contains comments that will help you understand each line of code. Download the code and dummy files: payhip.com/b/iEhUl Website: thedatahall.com As an Amazon Associate, I e...
Three Way Interaction in R | The Data Hall
zhlédnutí 113Před 4 měsíci
Three way interaction is when we have two moderating variables moderating the relationship between an independent and a dependent variable. In this video, we discuss what if some of the variables are categorical and if all the variables are continuous how would be perform the three-way interaction, estimate margins, and margins plot. Download exercise file: payhip.com/b/6oAeE Three way interact...
Fill Gaps in Time Series and Panel Data in R
zhlédnutí 84Před 4 měsíci
When we work with time series or panel data in R , there are some missing value or gaps in the data. This video discusses how to to deal with these gaps. Excercise file: payhip.com/b/E5MHp Fill gaps in Time series and panel data thedatahall.com/filling-gaps-in-time-series-and-panel-data-using-r/ 00:000 Intro to video 0:27 Time series gaps 2:56 Panel data gaps Website: thedatahall.com As an Amaz...
Working With Missing Values in R
zhlédnutí 33Před 4 měsíci
In this video we discuss explicit and implicit missing values. Excercise file: payhip.com/b/gVCJO Working with missing values in R thedatahall.com/dealing-with-missing-values-in-r/ 00:00 Intro to Topic 0:28 Explicit missing values 4:57 Implicit missing values Website: thedatahall.com As an Amazon Associate, I earn from qualifying purchases.
Generate Sample Data in R
zhlédnutí 17Před 4 měsíci
We need sample data to work with some tasks in R, we can generate sample data using different methods. 00::00 Manually Generate Values 0:41 Normal Distribution Data 1:56 Categorical sample data 2:25 Categorical and Continuous Sample data Website: thedatahall.com As an Amazon Associate, I earn from qualifying purchases.
Download Stock Data in R
zhlédnutí 89Před 4 měsíci
In this video we discuss how to download stock data in R. We use quantmod package and we use the getSymbols function. Website: thedatahall.com As an Amazon Associate, I earn from qualifying purchases.
Categorical and Continious Varialbe in Regression Using R Part3
zhlédnutí 35Před 4 měsíci
Categorical and Continious Varialbe in Regression Using R Part3
Categorical Variable Regression in R Part2
zhlédnutí 39Před 4 měsíci
Categorical Variable Regression in R Part2
Categorical Variable Regression in R | Part1
zhlédnutí 34Před 5 měsíci
Categorical Variable Regression in R | Part1
Standardization and Normalization in Stata
zhlédnutí 605Před 5 měsíci
Standardization and Normalization in Stata
Standardization and Normalization in R
zhlédnutí 47Před 5 měsíci
Standardization and Normalization in R
Working With Factors in R | Convert Categorical Variable into Factors
zhlédnutí 121Před 5 měsíci
Working With Factors in R | Convert Categorical Variable into Factors
How to Perform ANOVA in R| One-Way and Two-Way ANOVA
zhlédnutí 18Před 5 měsíci
How to Perform ANOVA in R| One-Way and Two-Way ANOVA
How to Perform ANOVA in Stata | One-Way and Two-Way ANOVA
zhlédnutí 426Před 5 měsíci
How to Perform ANOVA in Stata | One-Way and Two-Way ANOVA
Extract Data From a String in R | Working with String Part3
zhlédnutí 31Před 5 měsíci
Extract Data From a String in R | Working with String Part3
Combining String Variable in R | Working With String Part 2
zhlédnutí 6Před 5 měsíci
Combining String Variable in R | Working With String Part 2
Creating String in R | Working with String in R Part 1
zhlédnutí 27Před 5 měsíci
Creating String in R | Working with String in R Part 1
Max VS Pmax | Maxium VS Parallel Maxium in R
zhlédnutí 16Před 5 měsíci
Max VS Pmax | Maxium VS Parallel Maxium in R