Reproducible Finance with R - Code Flows and Shiny Apps for Portfolio Analysis (Hardcover)

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.

General

Imprint:	Crc Press
Country of origin:	United Kingdom
Series:	Chapman & Hall/CRC The R Series
Release date:	September 2018
First published:	2018
Authors:	Jonathan K. Regenstein, Jr.
Dimensions:	234 x 156 x 20mm (L x W x T)
Format:	Hardcover
Pages:	230
ISBN-13:	978-1-138-48422-1
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Computing & IT > Computer software packages > Other software packages > Mathematical & statistical software
LSN:	1-138-48422-9
Barcode:	9781138484221

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