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QuantBros.com Introduction to R Programming for Financial Timeseries r finance



R 및 R Studio에서 재무 프로그래밍 및 시계열 분석 기본 사항 배우기 충분하지 않습니까? R에 대해 더 알고 싶으십니까? 도움이 필요하면 DataCamp에 있는 우리 친구들이 당신을 빠르게 만들어 줄 것입니다. 또는 Python 사용자라면 지금 당장 DataCamp에서 Python 과정에 대한 재정 소개가 있습니다. Quant를 수강하여 Quants에 참여하십시오. 1) R 프로그래밍/다운로드의 기초 과정 2) 데이터 프레임 사용 3) Quantmod 패키지 소개 4) Quantmod에서 재무 데이터 읽기 5) R에서 벡터 사용 6) 데이터를 CSV 파일로 읽고 쓰기 7) 플로팅 R의 시계열 데이터 8) 분할/배당 조정 데이터 작업 9) 로그 반환 계산 10) 로그 반환을 산술 및 그 반대로 변환 11) R의 함수 적용 / 다변수 데이터 작업 12) 성능 분석 패키지 소개 13) 재무 데이터에 대한 XTS 및 Zoo 개체 14) 자산의 누적 수익 차트 15) 자산의 하락 및 일일 수익 차트 16) R에서 한 번에 여러 자산 차트 17) 다른 인덱스가 있는 다른 데이터 세트 병합 18) 샤프 비율 계산 및 기타 퍼포먼스 M 메트릭.

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QuantBros.com Introduction to R Programming for Financial Timeseries

QuantBros.com Introduction to R Programming for Financial Timeseries

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QuantBros.com Introduction to R Programming for Financial Timeseries
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여기에서 더 유용한 정보를 볼 수 있습니다: 여기에서 더 보기
여기에서 더 유용한 정보를 볼 수 있습니다: 여기에서 더 보기

33 thoughts on “QuantBros.com Introduction to R Programming for Financial Timeseries r finance”

  1. 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.

  2. Wow, the advertisement for this video is a total pack of lies. I can't believe how much money is being spent by the Media now to fabricate fake news. How do I get Google to stop putting this crap into their random ads? https://subscribe.theepochtimes.com/p/?page=specialoffer&utm_medium=GoogleAds&utm_source=VideoH&utm_campaign=9789437202&utm_content=101797066075&utm_term=434380399345&gclid=CjwKCAjw7-P1BRA2EiwAXoPWA1EibdVUg8E13A7J3y7qOPFxL00Bk7T9cUJ8aBfi4_a1IWRTs1O07BoC1rwQAvD_BwE

  3. By using the table.AnnualizedReturns() function with the same 252 trade days / year and Rf rate today, found out that MSFT's Sharpe ratio > 1 > TSLA's annualized Sharpe ratio .. quite interesting.

    Are there any good ways to estimate Rf ?

  4. hey excellent video so far and am following along in R Studio. however as I run the getSymbol command i get the following message
    df <- data.frame(getSymbols("AAPL", auto.assign = F))
    ‘getSymbols’ currently uses auto.assign=TRUE by default, but will
    use auto.assign=FALSE in 0.5-0. You will still be able to use
    ‘loadSymbols’ to automatically load data. getOption("getSymbols.env")
    and getOption("getSymbols.auto.assign") will still be checked for
    alternate defaults.

    This message is shown once per session and may be disabled by setting
    options("getSymbols.warning4.0"=FALSE). See ?getSymbols for details.

    WARNING: There have been significant changes to Yahoo Finance data.
    Please see the Warning section of ‘?getSymbols.yahoo’ for details.

    This message is shown once per session and may be disabled by setting
    options("getSymbols.yahoo.warning"=FALSE).

    Any iea how one can get past this and get the real data just like you did, Thanks

  5. 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 'http://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 'http://www.stats.ox.ac.uk/pub/RWin/bin/windows/contrib/3.4/PACKAGES.rds': HTTP status was '404 Not Found'
    trying URL 'https://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:UsersEltonAppDataLocalTempRtmpGEn6uOdownloaded_packages
    >

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