Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis - Rilegato

Regenstein Jr., Jonathan K.

Rilegato

ISBN 10: 1138484229 ISBN 13: 9781138484221

Casa editrice: Chapman and Hall/CRC, 2018

Riassunto

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.

Su questo libro

Informazioni sull?autore

Jonathan K. Regenstein, Jr. is the Director of Financial Services at RStudio. He studied international relations at Harvard and law at NYU, worked at JP Morgan, and did graduate work in political economy at Emory.

Dettagli dell?edizione

• Editore: Chapman and Hall/CRC
• Data di pubblicazione: 2018
• Lingua: Inglese
• ISBN 10: 1138484229
• ISBN 13: 9781138484221
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 248
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile