How do you import stock data into the R workspace from Yahoo Finance?
How do you generate a momentum strategy using moving average crossover?
Which package helps to calculate the performance metrics of a strategy?
How do you calculate the covariance matrix for a portfolio consisting of five stocks?
Extract MSFT data from Yahoo and test that the closing price series is non-stationary.
Use the distance method to generate trading signals which exit when the spread reverts to mean.
How do you test a pair of stocks for co-integration and write code to test it?
How do you calculate hedge ratio and how does it helps in trading?
How do you calculate portfolio beta? Show it using an example.
How do you use the fundamental factor to create quantiles and quantile spread?
Write code to calculate portfolio expected
_return
and standard deviation.How do you calculate the efficient frontier and plot it using the R command?
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You're reading from Learning Quantitative Finance with R
Dr. Param Jeet is a Ph.D. in mathematics from one of India's leading technological institute in Madras (IITM), India. Dr. Param Jeet has a couple of mathematical research papers published in various international journals. Dr. Param Jeet has been into the analytics industry for the last few years and has worked with various leading multinational companies as well as consulted few of companies as a data scientist.
Read more about Dr. Param Jeet
Prashant Vats is a masters in mathematics from one of India's leading technological institute, IIT Mumbai. Prashant has been into analytics industry for more than 10 years and has worked with various leading multinational companies as well as consulted few of companies as data scientist across several domain.
Read more about PRASHANT VATS
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Dr. Param Jeet is a Ph.D. in mathematics from one of India's leading technological institute in Madras (IITM), India. Dr. Param Jeet has a couple of mathematical research papers published in various international journals. Dr. Param Jeet has been into the analytics industry for the last few years and has worked with various leading multinational companies as well as consulted few of companies as a data scientist.
Read more about Dr. Param Jeet
Prashant Vats is a masters in mathematics from one of India's leading technological institute, IIT Mumbai. Prashant has been into analytics industry for more than 10 years and has worked with various leading multinational companies as well as consulted few of companies as data scientist across several domain.
Read more about PRASHANT VATS