projecs by owner
(tidyquant
Bringing financial and business analysis to the tidyverse
Features of Tidyquant
Bringing Excel to R in tidyquant 1.0.0
NEW: Tidyquant 1.0.0 is the “R for Excel Users” release. My aim is
to build functionality that helps users coming from an Excel
Background (background I came from). It’s important to have these
users feel at home. I have a full suite of functionality to accomplish
your Excel-to-R transition.-Matt
Details on the Excel integrations are covered in the blog article,
“Excel in R - Pivot Tables, VLOOKUPs, and
more”.
Bringing Financial Analysis to the tidyverse
tidyquant integrates the best resources for collecting and analyzing
financial data, zoo, xts, quantmod, TTR, and
PerformanceAnalytics, with the tidy data infrastructure of the
tidyverse allowing for seamless interaction between each. You can now
perform complete financial analyses in the tidyverse.
2-Minutes To Tidyquant
Our short introduction to tidyquant on
YouTube.
Check out our entire Software Intro
Series
on YouTube!
Benefits
- A few core functions with a lot of power
- Integrates the quantitative analysis functionality of
zoo,
xts,quantmod,TTR, and nowPerformanceAnalytics - Designed for modeling and scaling analyses using the the
tidyversetools in R for Data
Science - Implements
ggplot2functionality for beautiful and meaningful
financial visualizations - User-friendly documentation to get you up to speed quickly!
One-Stop Shop for Serious Financial Analysis
With tidyquant all the benefits add up to one thing: a one-stop shop
for serious financial analysis!
Core Functions
-
Getting Financial Data from the web:
tq_get(). This is a
one-stop shop for getting web-based financial data in a “tidy” data
frame format. Get data for daily stock prices (historical), key
statistics (real-time), key ratios (historical), financial
statements, dividends, splits, economic data from the FRED, FOREX
rates from Oanda. -
Manipulating Financial Data:
tq_transmute()andtq_mutate().
Integration for many financial functions fromxts,zoo,
quantmod,TTRandPerformanceAnalyticspackages.tq_mutate()
is used to add a column to the data frame, andtq_transmute()is
used to return a new data frame which is necessary for periodicity
changes. -
Performance Analysis and Portfolio Analysis:
tq_performance()
andtq_portfolio(). The newest additions to thetidyquant
family integratePerformanceAnalyticsfunctions.
tq_performance()converts investment returns into performance
metrics.tq_portfolio()aggregates a group (or multiple groups) of
asset returns into one or more portfolios.
Comparing Stock Prices
Visualizing the stock price volatility of four stocks side-by-side is
quick and easy…
Evaluating Stock Performance
What about stock performance? Quickly visualize how a $10,000 investment
in various stocks would perform.
Evaluating Portfolio Performance
Ok, stocks are too easy. What about portfolios? With the
PerformanceAnalytics integration, visualizing blended portfolios are
easy too!
- Portfolio 1: 50% FB, 25% AMZN, 25% NFLX, 0% GOOG
- Portfolio 2: 0% FB, 50% AMZN, 25% NFLX, 25% GOOG
- Portfolio 3: 25% FB, 0% AMZN, 50% NFLX, 25% GOOG
- Portfolio 4: 25% FB, 25% AMZN, 0% NFLX, 50%
GOOG
This just scratches the surface of tidyquant. Here’s how to install to
get started.
Installation
Development Version with Latest Features:
# install.packages("devtools")
devtools::install_github("business-science/tidyquant")
CRAN Approved Version:
install.packages("tidyquant")
Further Information
The tidyquant package includes several vignettes to help users get up
to speed quickly:
- TQ00 - Introduction to
tidyquant - TQ01 - Core Functions in
tidyquant - TQ02 - R Quantitative Analysis Package Integrations in
tidyquant - TQ03 - Scaling and Modeling with
tidyquant - TQ04 - Charting with
tidyquant - TQ05 - Performance Analysis with
tidyquant - Blog Article: Excel in R - Pivot Tables, VLOOKUPs, and
more!
See the tidyquant
vignettes for further
details on the package.
Want to Learn tidyquant?
-
- Performance Analysis & Portfolio Optimization with
tidyquant- A 1-hour course ontidyquantin Learning Labs
PRO
- Performance Analysis & Portfolio Optimization with
-
- Building an API with
plumber- Build a stock optimization
API withplumberandtidyquant
- Building an API with
-
- Stock Portfolio Optimization and Nonlinear Programming - Use
theROIpackage withtidyquantto calculate optimal minimum
variance portfolios and develop an efficient frontier.
- Stock Portfolio Optimization and Nonlinear Programming - Use