Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis (Chapman & Hall/CRC The R Series)

By:

Sign Up Now! Already a Member? Log In
You must be logged into Bookshare to access this title. Learn about membership options, or view our freely available titles.

Synopsis

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.

Copyright:
2019

Book Details

Book Quality:
Publisher Quality
Book Size:
230 Pages
ISBN-13:
9781351052603
Related ISBNs:
9781138484030, 9781138484221, 9781351052627
Publisher:
CRC Press
Date of Addition:
Copyrighted By:
Taylor & Francis Group, LLC
Adult content:
No
Language:
English
Has Image Descriptions:
No
Categories:
Nonfiction, Mathematics and Statistics
Submitted By:
Bookshare Staff
Usage Restrictions:
This is a copyrighted book.

Reviews

No Rating Yet