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Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis
by Jonathan K. Regenstein, Jr
- New
- Paperback
- Condition
- New
- ISBN 10
- 1138484032
- ISBN 13
- 9781138484030
- Seller
-
Southport, Merseyside, United Kingdom
Payment Methods Accepted
About This Item
Paperback / softback. New. 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.
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Details
- Bookseller
- The Saint Bookstore (GB)
- Bookseller's Inventory #
- A9781138484030
- Title
- Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis
- Author
- Jonathan K. Regenstein, Jr
- Format/Binding
- Paperback / softback
- Book Condition
- New
- Quantity Available
- 1
- Binding
- Paperback
- ISBN 10
- 1138484032
- ISBN 13
- 9781138484030
Terms of Sale
The Saint Bookstore
Refunds or Returns: A full refund of the price paid will be given if returned within 30 days in undamaged condition. If the product is faulty, we may send a replacement.
About the Seller
The Saint Bookstore
Biblio member since 2018
Southport, Merseyside
About The Saint Bookstore
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- New
- A new book is a book previously not circulated to a buyer. Although a new book is typically free of any faults or defects, "new"...