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"Introduction to tidyquant", "author": "Matt Dancho", "engine": "knitr::rmarkdown", "headings": [ "2-Minutes To Tidyquant", "Benefits", "A Few Core Functions with A Lot of Power", "Integrates the Quantitative Analysis Functionality of xts/zoo, quantmod TTR and Performance Analytics", "Designed for the data science workflow of the tidyverse", "Implements ggplot2 Functionality for Financial Visualizations", "Performance Analysis of Asset and Portfolio Returns" ], "created": "2017-01-29 13:59:58", "modified": "2024-09-02 14:15:20", "commits": 23 }, { "source": "TQ05-performance-analysis-with-tidyquant.Rmd", "filename": "TQ05-performance-analysis-with-tidyquant.html", "title": "Performance Analysis with tidyquant", "author": "Matt Dancho", "engine": "knitr::rmarkdown", "headings": [ "Overview", "1.0 Key Concepts", "2.0 Quick Example", "3.0 Workflow", "3.1 Individual Assets", "Step 1A: Get stock prices", "Step 2A: Mutate to returns", "Step 3A: Aggregate to Portfolio Returns (Skipped)", "Step 4: Analyze Performance", "3.2 Portfolios (Asset Groups)", "Single Portfolio", "Steps 1A and 2A: Asset Period Returns", "Steps 1B and 2B: Baseline Period Returns", "Step 3A: Aggregate to Portfolio Period Returns", "Method 1: Aggregating a Portfolio using Vector of Weights", "Method 2: Aggregating a Portfolio using Two Column tibble with Symbols and Weights", "Step 3B: Merging Ra and Rb", "Step 4: Computing the CAPM Table", "Multiple Portfolios", "Steps 1 and 2 are the Exact Same as the Single Portfolio Example", "Step 3A: Aggregate Portfolio Returns for Multiple Portfolios", "Steps 3B and 4: Merging and Assessing Performance", "4.0 Available Functions", "4.1 table.Stats", "4.2 table.CAPM", "4.3 table.AnnualizedReturns", "4.4 table.Correlation", "4.5 table.DownsideRisk", "4.6 table.DownsideRiskRatio", "4.7 table.HigherMoments", "4.8 table.InformationRatio", "4.9 table.Variability", "4.10 VaR", "4.11 SharpeRatio", "5.0 Customizing using the ...", "5.1 Customizing tq_portfolio", "5.2 Customizing tq_performance" ], "created": "2017-02-11 22:09:29", "modified": "2026-03-16 18:26:25", "commits": 23 }, { "source": "TQ02-quant-integrations-in-tidyquant.Rmd", "filename": "TQ02-quant-integrations-in-tidyquant.html", "title": "R Quantitative Analysis Package Integrations in tidyquant", "author": "Matt Dancho", "engine": "knitr::rmarkdown", "headings": [ "Overview", "Prerequisites", "1.0 Function Compatibility", "zoo Functionality", "xts Functionality", "quantmod Functionality", "TTR Functionality", "PerformanceAnalytics Functionality", "2.0 Quantitative Power In Action", "Example 1: Use quantmod periodReturn to Convert Prices to Returns", "Example 1A: Getting and Charting Annual Returns", "Example 1B: Getting Daily Log Returns", "Example 2: Use xts to.period to Change the Periodicity from Daily to Monthly", "Without Periodicity Aggregation", "With Monthly Periodicity Aggregation", "Example 3: Use TTR runCor to Visualize Rolling Correlations of Returns", "Example 4: Use TTR MACD to Visualize Moving Average Convergence Divergence", "Example 5: Use xts apply.quarterly to Get the Max and Min Price for Each Quarter", "Example 6: Use zoo rollapply to visualize a rolling regression", "Example 7: Use Return.clean and Return.excess to clean and calculate excess returns" ], "created": "2017-01-29 13:59:58", "modified": "2024-09-02 14:15:20", "commits": 20 }, { "source": "TQ03-scaling-and-modeling-with-tidyquant.Rmd", "filename": "TQ03-scaling-and-modeling-with-tidyquant.html", "title": "Scaling and Modeling with tidyquant", "author": "Matt Dancho", "engine": "knitr::rmarkdown", "headings": [ "Overview", "Prerequisites", "1.0 Scaling the Getting of Financial Data", "Method 1: Map a character vector with multiple stock symbols", "Method 2: Map a tibble with stocks in first column", "Method 2A: Make a tibble", "Method 2B: Use index or exchange", "2.0 Scaling the Mutation of Financial Data", "3.0 Modeling Financial Data using purrr", "Example: Applying a Regression 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