عنوان

Reproducible finance with R :

1351052608

1351052616

9781351052603

9781351052610

9781138484030

Reproducible finance with R :

[Book]

code flows and shiny apps for portfolio analysis /

Jonathan K. Regenstein, Jr.

Boca Raton, FL :

CRC Press,

[2019]

©2019

1 online resource.

Chapman & Hall/CRC the R series

Includes bibliographical references and index.

Asset prices to returns -- Building a portfolio -- Standard deviation -- Skewness -- Kurtosis -- Sharpe ratio -- CAPM -- Fama-French factor model -- Component contribution to standard deviation -- Monte Carlo simulation.

0

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 reproduciblefinance.com. 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.

Ingram Content Group

9781351052603

Portfolio management-- Computer programs.

BUSINESS & ECONOMICS / Finance.

Portfolio management-- Computer programs.

BUS-- 027000

Regenstein, Jonathan K.

20200822162501.0

pn

[Book]

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