Reproducible Finance with R: Sector Correlations Shiny App

by Jonathan Regenstein In a previous post, we built an R Notebook that pulled in data on sector ETFs and allowed us to calculate the rolling correlation between a sector ETF and the S&P 500 ETF, whose ticker is SPY. Today, we’ll wrap that into a Shiny app that allows the user to choose a [...]

Reproducible Finance with R: A Sharpe Ratio Shiny App

by Jonathan Regenstein In this previous post, we used an R Notebook to grab the monthly return data on three stocks, build a portfolio, visualize portfolio performance, and calculate the Sharpe Ratio. The Notebook format emphasized reproducibility and reuse by other R coders. Today, we’ll convert that Notebook into a Shiny application that allows end [...]

Reproducible Finance with R: The Sharpe Ratio

by Jonathan Regenstein Financial applications were an early driving force behind the adoption of the R language, but as data science becomes increasingly critical to banks, hedge funds, investment managers, data providers, exchanges, etc., R is becoming even more important to Finance. We are excited and inspired by what the future holds in the brave [...]

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