QuantBros.com Introduction to R Programming for Financial Timeseries
Vložit
- čas přidán 30. 07. 2024
- Learn Financial Programming and Timeseries Analysis Basics in R and R Studio
Not enough for you? Want to learn more R? Our friends over at DataCamp will whip you into shape real quick if you need help:
www.datacamp.com/courses/free...
Or if you're more of a Python guy, we have an intro to finance for Python course live on DataCamp right now:
www.datacamp.com/courses/intr...
Join the Quants by taking our Quant Course at quantcourse.com
1) Basics of R Programming / Downloading R
2) Using Data Frames
3) An Intro to the Quantmod Package
4) Reading in Financial Data from Quantmod
5) Using Vectors in R
6) Reading and Writing Data as CSV Files
7) Plotting Timeseries Data in R
8) Working with Split / Dividend Adjusted Data
9) Calculating Log Returns
10) Converting Log Returns to Arithmetic and Vice-Versa
11) Apply Function in R / Working With Multivariate Data
12) Intro to the Performance Analytics Package
13) XTS and Zoo Objects for Financial Data
14) Chart the Cumulative Return of an Asset
15) Chart the Drawdown and Daily Returns of an Asset
16) Charting Multiple Assets at Once in R
17) Merging Different Datasets With Different Indexes
18) Calculating Sharpe Ratios and other Performance Metrics
Dude, You don't know how much help you are doing to society by explaining concepts in a patient and simple manner.
Thank you for taking the time to do this. Very thorough. I plan on taking more of the courses. :)
thank you for making this so simple. my teacher's instructions were not clear at all now everything makes sense!
Much much better than what my professor taught! Thanks for making my life colorful again!
Thank you! Very good introduction to portfolio and R Studio!
Great and helpful tutorial! Thx for teaching us how to program in R interesting finance concepts
Wow! The best intro to R! Many thanks!
Thank you for making this so practical!
I can confirm that this is a well explained tutorial, and easy to understand because im not native speaker and I understood everything, thanks bro.
AMAZING VIDEO, love your effort.
Thanks for sharing your knowledge! Very useful to me
Thanks for sharing. your videos are useful as usual. your voice is coming clear. which fonts did you use?
The only piece of advice I’d give is to enlarge your script, console, and global environment texts. Other than that, great video. Precise and to the point.
Hi sir thanks for all the help and efforts, can you make a video where you import an excel file of stock prices of different companies with more than 3 variables in it
Thanks a lot for this video, very good explanation.
thank you very much !! You are a boss ..
but I cant find the next videos !! ?
thank you awesome work, appreciate it
Outstanding Video ...
Part 2, please!!!
Just did about 3/4 of the video, saved the file on the desktop and when I open it and run it, it doesn't work. What am I doing wrong?
Great! Thanks!
At 39:56- You are plotting Cumulative return using cumprod, you did not write type="l" and it plots a line graph. Why? Also, I type ="l", it gives me error
Great!
what a great video
is there one for financial statment analysis aka fundamental analysis?
is there a github of the code. If there is a link to the full script, that would be great.
Can anyone help me, I am trying to calculate the annualized returns of a couple of stocks form a specific time. And it gives me as outcome a inf? What am I doing wrong?
how you recall previous lines in script?
謝謝 非常棒的影片!
look forward to the Part II
a fans from Taiwan (ROC)
蔡宗勳 我爱台湾🇹🇼
Hi, I really love the tutorial! I was wondering if i can apply for the full course or it will be uploaded on youtube.
Hey Al! Glad you like it! We'll be building out the full course relatively soon. Expect it to drop in about a month. Sign up for our QuantBros.com mailing list on our website if you haven't already, and we'll be sure to let you know when it is available!
The longer we take to build it, the better it's going to be.
Send me a private message if there's more specific tutorial topics you'd like to request. Cheers!
Hey Al! Just checking in to make sure you saw our most recent tutorial on VaR in R which you should find of interest. And check out our brand new website! Cheers.
Yes I did. Keep up with good work. Tutorials are awesome!!!!!
Hey Al - If you're interested, we are now launching our Bootcamp program at www.QuantBros.com/bootcamp
I did not understand what does the row.names=1 do?
Your slide at 44:36 says Continuous Return = 1 + Simple Returns. This is obviously wrong!! It should read Continuous Return = log(1 + Simple Returns)
Good catch!
Hi I am getting the below msg, has the host site stopped sharing quantmod inputs? sorry just a starting with r...
> install.packages("quantmod")
Warning in install.packages :
cannot open URL 'www.stats.ox.ac.uk/pub/RWin/src/contrib/PACKAGES.rds': HTTP status was '404 Not Found'
Installing package into ‘C:/Users/Elton/Documents/R/win-library/3.4’
(as ‘lib’ is unspecified)
Warning in install.packages :
cannot open URL 'www.stats.ox.ac.uk/pub/RWin/bin/windows/contrib/3.4/PACKAGES.rds': HTTP status was '404 Not Found'
trying URL 'cran.rstudio.com/bin/windows/contrib/3.4/quantmod_0.4-10.zip'
Content type 'application/zip' length 478507 bytes (467 KB)
downloaded 467 KBpackage ‘quantmod’ successfully unpacked and MD5 sums checkedThe downloaded binary packages are in
C:\Users\Elton\AppData\Local\Temp\RtmpGEn6uO\downloaded_packages
>
Does Yahoo no longer support quantmod?
Josh still does.
25.01
Rf=0.005??? This is 0.5%???
Programming in R is like cutting of your legs to participate in the Paralympics. I mean it works. But why?